Load data, perform smoothing and read Alpha,Gamma + MSE.
Uses MtxExpr, StatTimeSerAnalysis, Math387; procedure Example; var Data,S,b: Vector Alpha,Gamma,MSE: double; begin Data.LoadFromFile('aerosol_particles.vec'); // smooth data, initial alpha = 0.1, gamma = 0.3 Alpha := 0.1; Gamma := 0.3; MSE := DoubleExpSmooth(Data,S,b,Alpha,Gamma,1); // results: MSE and MLE estimate for Alpha,Gamma end;
#include "MtxExpr.hpp" #include "Math387.hpp" #include "StatTimeSerAnalysis.hpp" void __fastcall Example(); { sVector Data, S, b; Data.LoadFromFile("aerosol_particles.vec"); // smooth data, initial alpha = 0.1, gamma = 0.3 double alpha = 0.1; double gamma = 0.3; double MSE = DoubleExpSmooth(Data,S,b,alpha,gamma,1); // results: MSE and MLE estimate for alpha,gamma }
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