Hi everyone,
you might find my question elementary but I am a beginner and unfortunately I
can't fix the problem.
So, I simulate this following algorithm and some values of c are NA. Therefore,
I should add these following two if-statements but I don't know how I should do
it in a for-loop.
Thank in advance if someone helps me!
The conditions:
If there is no input greater or equal to d, then ALG = b*T
If max(s + b*(0:T)) < b*T , then OPT = b*T
The algorithm:
a <- 0.0008
b <- 0.0001
T <- 100
t <- 0:T
alpha <- 1
d<- sqrt(a * b) * T - b * t
N <- 100
c <- rep(0, N)
for (j in 1:N) {
e <- rnorm(T, mean = 0, sd = 0.001)
s<- c( runif(1,0, a*T), rep(0, T-1) )
minx <- 0
for(i in 2:T) {
x <- alpha * s[i-1] + e[i]
maxx <- a*(T-i)
if(x < minx) {
s[i] <- minx
} else {
if(x > maxx) {
s[i] <- maxx
} else s[i] <- x
}
}
p<- which(s >= d)[1]
ALG<- s[p] + b*(p-1)
OPT <- max(s + b*(0:T))
c[j] <- OPT / ALG
}
head(c)
mean(c)
plot(c)
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