Nothing
recursive.raw <-
function(ip, theta, D = 1.7){
ut <- theta
ni <- dim(ip)[1]
nn <- length(ut)
sc <- ni+1
Pjt <- irf(ip, ut, D)$f
Qjt <- 1-Pjt
H <- apply(Qjt,1,prod)
Zjt <- Pjt/Qjt
zm <- array(0, dim = c(nn, sc, ni))
zm[,1,] <- 1
zm[,2,1] <- Zjt[,1]
for(i in 2: ni){ # The recursive part
for(s in 2:sc){
zm[,s,i] <- zm[,s,i-1] + Zjt[,i]*zm[,s-1,i-1]
}
}
out<- zm[,,ni]*H
rownames(out) <- paste("theta = ",round(ut,3))
colnames(out) <-paste("x = " , 0:ni)
return(out)
}
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