[R] Is there a model like that in R?
Gustaf Rydevik
gustaf.rydevik at gmail.com
Fri Sep 28 17:13:07 CEST 2007
On 9/28/07, Manuel Ramon <mramon at uga.edu> 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
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