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looprec
2011 Nov 27
1
generating a vector of y_t = \sum_{i = 1}^t (alpha^i * x_{t - i + 1})
Dear R-help,
I have been trying really hard to generate the following vector given
the data (x) and parameter (alpha) efficiently.
Let y be the output list, the aim is to produce the the following
vector(y) with at least half the time used by the loop example below.
y[1] = alpha * x[1]
y[2] = alpha^2 * x[1] + alpha * x[2]
y[3] = alpha^3 * x[1] + alpha^2 * x[2] + alpha * x[3]
.....
below are