What value do you want d to take on if it is outside that interval?
Here is an example where if d is outside the interval, it is assigned to be
one of the interval endpoints.
minx <- 0
for(i in 2:T) {
x <- alpha * d[i-1] + e[i]
maxx <- a*(T-i)
if(x < minx) {
d[i] <- minx
} else {
if(x > maxx)
Hello everyone,
I'm trying to generate a sequence that consists of random numbers and the
following algorithm works well
###
a <- 0.08
b <- 0.01
T <- 90
t <- 0:T
alpha <- 1
e <- rnorm(T, mean = 0, sd = 0.1)
d <- c( runif(1,0, a*T), rep(0, T-1) )
for (i in 2:T)
{
d[i] <- alpha * d[i-1] +
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