Displaying 1 result from an estimated 1 matches for "lower_m".
2011 Nov 22
1
Generate Simulation
...w=54, ncol=30)
mat_Yr_m<-matrix(nrow=54, ncol=30)
D<-matrix(nrow=30, ncol=54)
DELTA<-(matrix(nrow=30,ncol=54))*50
for (i in 1:length(vec_IS)){
for (j in 1:length(vec_IT)){
Yr_m<-rnorm(54,m=0,sd=1)
mat_Yr_m[,j]<-Yr_m
delta_i<-lower_m%*%mat_Yr_m[,j]
mat_delta[,j]<-as.vector(delta_i)
}
DELTA_1<-mat_delta[,1]
DELTA_2<-mat_delta[,2]-a_1*mat_delta[,1]
for (t in 3:length(vec_IT)){
mat_DELTA[,t]<-mat_delta[,t] - a_1*mat_delta[,t-1]
- a_2*mat_de...