A step of the RcppExports implementation. Called by morie_dsp_rls.
See the file header for the source the module follows.
Arguments
- x
Passed to .Call.
- d
Passed to .Call.
- order
Passed to .Call.
- lam
Passed to .Call.
- delta
Passed to .Call.
Value
The value of .Call.
Examples
set.seed(5)
x <- rnorm(200)
d <- stats::filter(x, c(0.6, -0.2), sides = 1); d[is.na(d)] <- 0
str(morie_dsp_rls_cpp(x, as.numeric(d), 2L, 0.99, 100))
#> List of 2
#> $ y: num [1:200] 0 0 0 1.14 1.09 ...
#> $ e: num [1:200] 0 0 -1.0302 -0.8421 -0.0741 ...
