R help - Dec 2012 - creating a function

Dear R users,
I’d like to create a function as:

Y.t+1 = Y.t + (1\p)*summation(x(Y.t,Y.t-1,...)) + epsilon.t

where x is a function of Y.t, Y.t-1 and so on, epsilon is a random error and p
is a parameter.

Do you think something of the following form might be appropriate?

Y<-function(Y,p,x,epsilon){
                       for (i in 2:length(Y)) {
                         Y[i]<-Y[i-1]+(1/p)*sum(x(Y[i-1]))+epsilo.t}
                       Y                      
}

Any indication is warmly appreciated.

thanks and best regards
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Hello,

It's a bad idea to name a function and one of it's arguments Y, use Yfun
and Y.
What does summation(x(Y.t, Y.t-1, ...)) mean? Is there a multiplication 
sign between x and (Y.t, ...)?
And is epsilon a vector of errors, one for each Y.t?
If so, the following might do it.


Yfun <- function(Y, p, x, epsilon){
     for (i in 2:length(Y)) {
         Y[i] <- Y[i-1] + (1/p)*sum(x*Y[1:(i-1)]) + epsilon[i]
     }
     Y
}


Hope this helps,

Rui Barradas

Em 22-12-2012 09:29, Simone Gogna escreveu:
> Dear R users,
> IâEUR^(TM)d like to create a function as:
>
> Y.t+1 = Y.t + (1\p)*summation(x(Y.t,Y.t-1,...)) + epsilon.t
>
> where x is a function of Y.t, Y.t-1 and so on, epsilon is a random error
and p is a parameter.
>
> Do you think something of the following form might be appropriate?
>
> Y<-function(Y,p,x,epsilon){
>                         for (i in 2:length(Y)) {
>                           Y[i]<-Y[i-1]+(1/p)*sum(x(Y[i-1]))+epsilo.t}
>                         Y
> }
>
> Any indication is warmly appreciated.
>
> thanks and best regards
> 	[[alternative HTML version deleted]]
>
>
>
> ______________________________________________
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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