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looprep
2011 Nov 27
1
generating a vector of y_t = \sum_{i = 1}^t (alpha^i * x_{t - i + 1})
...* x[2] + alpha * x[3]
.....
below are the methods I have tried and failed miserably, some are just
totally ridiculous so feel free to have a laugh but would appreciate if
someone can give me a hint. Otherwise I guess I'll have to give RCpp a
try.....
## Bench mark the recursion functions
loopRec <- function(x, alpha){
n <- length(x)
y <- double(n)
for(i in 1:n){
y[i] <- sum(cumprod(rep(alpha, i)) * rev(x[1:i]))
}
y
}
loopRec(c(1, 2, 3), 0.5)
## This is a crazy solution, but worth giving it a try.
charRec <- function(x, alpha){
n <-...