nrwm: Normal Random Walk
In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti
nrwm R Documentation
Normal Random Walk
Description
Normal Random Walk with a Bayesian prediction.
Usage
nrwm(n, v, w, c)
Arguments
n
length.
v
prior variance of V_0.
w
prior variance of W_0.
c
variance of the prior Normal Distribution.
Value
nrw
realizations of a Normal Random Walk
Mt
posterior expectation m_t
Author(s)
Shelemyahu Zacks
Examples
nrwm(n = 10, v = 5, w = 8, c = 0.5)
mistat documentation built on March 7, 2023, 6:43 p.m.
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| nrwm | R Documentation |
Normal Random Walk
Description
Normal Random Walk with a Bayesian prediction.
Usage
nrwm(n, v, w, c)
Arguments
n |
length. |
v |
prior variance of V_0. |
w |
prior variance of W_0. |
c |
variance of the prior Normal Distribution. |
Value
nrw |
realizations of a Normal Random Walk |
Mt |
posterior expectation m_t |
Author(s)
Shelemyahu Zacks
Examples
nrwm(n = 10, v = 5, w = 8, c = 0.5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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