我必须执行以下递归的逐行操作来获取z:
myfun = function (xb, a, b) {
z = NULL
for (t in 1:length(xb)) {
if (t >= 2) { a[t] = b[t-1] + xb[t] }
z[t] = rnorm(1, mean = a[t])
b[t] = a[t] + z[t]
}
return(z)
}
set.seed(1)
n_smpl = 1e6
ni = 5
id = rep(1:n_smpl, each = ni)
smpl = data.table(id)
smpl[, time := 1:.N, by = id]
a_init = 1; b_init = 1
smpl[, ':=' (a = a_init, b = b_init)] …