WeightedLSForget Method (Vector, Double, Double)

Update WLS parameters according new observations. It is useful for estimation on sliding window.

Namespace: FinMath.LeastSquares
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public void Forget(
	Vector regressorsToForget,
	double regressandToForget,
	double weight
)

regressorsToForget: Type: FinMath.LinearAlgebraVector
Regressors value to forget.
regressandToForget: Type: SystemDouble
Regressand value observation to forget.
weight: Type: SystemDouble
Weight of sample to forget.

WeightedLSAddLanguageSpecificTextSet("LST564FA412_0?cpp=::|nu=.");Forget Method (Vector, Double, Double)