Nothing
nrwm <- function(n,v,w,c){
s1<-sqrt(v)
s2<-sqrt(w)
X<-c(1:n)
Tet<-c(1:n)
cf<-c(1:n)
Mt<-c(1:n)
cf[1]<-(c+w)*v/(c+w+v)
Tet[1]<-s2*rnorm(1)
X[1]<-Tet[1]+s1*rnorm(1)
Mt[1]<-X[1]
for(i in 2:n){
Tet[i]<-Tet[i-1]+s2*rnorm(1)
X[i]<-Tet[i]+s1*rnorm(1)
cf[i]<-(cf[i-1]+w)*v/(cf[i-1]+w+v)
at<-(cf[i]+w)/(cf[i]+w+v)
Mt[i]<-(1-at)*Mt[i-1]+at*X[i]
}
res<-list(nrw = X,Mt = Mt)
return(res)
}
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