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,
> IĆ¢EUR^(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]]
>
>
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


        [[alternative HTML version deleted]]

______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Reply via email to