Load data, perform smoothing and read Alpha + MSE.
Uses MtxExpr, StatTimeSerAnalysis, Math387; procedure Example; var Data,S: Vector; Alpha,MSE: double; begin Data.LoadFromFile('aerosol_particles.vec'); // smooth data, initial alpha = 0.1 Alpha := 0.1; MSE := SingleExpSmooth(Data,S,Alpha,0); // results: MSE and MLE estimate for Alpha end;
#include "MtxExpr.hpp" #include "Math387.hpp" #include "StatTimeSerAnalysis.hpp" void __fastcall Example(); { sVector Data,S; Data.LoadFromFile("aerosol_particles.vec"); // smooth data, initial alpha = 0.1 double alpha = 0.1; double MSE = SingleExpSmooth(Data,S,alpha,0); // results: MSE and MLE estimate for Alpha }
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