[R] how to apply summation sign formula to R

Sebastian Hersberger sebastian.hersberger at unibas.ch
Sat Aug 24 15:37:38 CEST 2013


Hi all

I have a short question relating to the usage of the summation sign in R.

Let's define A and B as two kxk matrice.
My goal is to calculate the matrix C for the periods from 1 to 200 (n=1-200).

C^(n) = Σ_(j=1)^n [(Σ_(i=1)^(j-1) A^i ) B (Σ_(i=1)^(j-1) A^i)’  ]

How has that to be implemented in R (lets say for example for period = n = 150)?

Thank you for your help!!

Kind regards,
Sebastian


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