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onlineforecast
rls_update_cpp
rls_update_cpp function
Calculating k-step recursive least squares estimates
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onlineforecast package
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Maintainer: Peder Bacher
License: GPL-3
Last published: 2023-10-12
Useful links
https://lab.compute.dtu.dk/packages/onlineforecast/-/issues
https://onlineforecasting.org