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epsilon
2012 Dec 22
1
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...