[R] do.call or something instead of for

Kathie kathryn.lord2000 at gmail.com
Mon Jun 25 14:39:45 CEST 2012


Dear R users,

I'd like to compute  X like below.

X_{i,t} = 0.1*t + 2*X_{i,t-1} + W_{i,t}

where W_{i,t}  are from Uniform(0,2) and X_{i,0} = 1+5*W_{i,0}

Of course, I can do this with "for" statement, but I don't think it's good
idea because "i" and "t" are too big.  

So, my question is that

Is there any better idea to avoid "for" statement for this problem? 

Thank you in advance.

Kathie

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