Hi all

I have a short question relating to the usage of the summation sign in R.

Let's define A and B as two kxk matrices (which are constant).
C^(n) = Σ_(j=1)^n [(Σ_(i=1)^(j-1) A^i ) B (Σ_(i=1)^(j-1) A^i)’  ]

My goal is to calculate the matrix C for the periods from 1 to 200
(n=1-200).

How has that to be implemented in R?

Thank you for your help!!

Kind regards,
Sebastian




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