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) {
d[i] <- maxx
} else d[i] <- x
}
}
Jean
On Thu, Dec 5, 2013 at 10:19 PM, gncl dzgn <guncelduz...@hotmail.com> wrote:
> 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] + e[i]
> }
> plot(d, type="l")
>
> ##
>
> But I have to add this restriction " each d on
> day t must satisfy to belong to the time-dependent interval [0, a*(T-t)]
> ". For
> example, d on day 50 can be minimal 0 and maximal a*40.
>
> I hope, somebody helps me.
>
> Best regards
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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