On 01/02/2021 7:03 a.m., Shaami wrote:
z = NULL
p = 0.25
x = rnorm(100)
z[1] = p*x[1] + (1-p)*5
for(i in 2:100)
{
z[i] = p*x[i]+(1-p)*z[i-1]
}
That's the same as
p <- 0.25
x <- rnorm(100)
z <- stats::filter(p*x, 1-p, init = 5, method="recursive")
This leaves z as a time series; if that causes trouble, follow it with
z <- as.numeric(z)
Duncan Murdoch
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