On 9/28/07, Manuel Ramon <[EMAIL PROTECTED]> wrote: > Hi to everyone, > > > > I am starting to work with a model that is not familiar to me. > > The model would be like that: > > > > y = . - a*max(Q(i) - Q(0), 0) + . > > > > where Q(i) is the accumulated effect of a variable at time i and Q(0) a > threshold above it there is effect on y. The value of Q(i) could be > estimated as: > > > > Q(i+1) = Q(i) + b*max(s(i) - s(0), 0) + c*min(s(i) - s(0), 0) + . > > > > Where s would be the effect that produces the accumulate effect of Q, s(i) > would be this effect at time i and s(0) another threshold above it the > accumulative effect is produced. The coefficient b would be the rate of > accumulation and c the rate of decay. > > > > What kind of model is it? Is it somewhat similar to time series? > > > > I appreciate your help. > > > > Manuel Ramon >
I'm not sure what you're describing, but something is wrong for your definition of Q(i). For i=1: Q(1) = Q(0) + b*max(s(0) - s(0), 0) + c*min(s(0) - s(0), 0) + .=Q(0)+b*0+c*0=Q(0). Thus, Q(n)=Q(n-1)=...=Q(0) In addition, what is intended by the dots and the final plus in "y = . - a*max(Q(i) - Q(0), 0) + ."? I think you have to describe things a bit more careful, if we are to understand what's happening. Best, Gustaf -- Gustaf Rydevik, M.Sci. tel: +46(0)703 051 451 address:Essingetorget 40,112 66 Stockholm, SE skype:gustaf_rydevik ______________________________________________ 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.
