Generate Sequence Iterating a Linear Recursion
Generate numeric sequences applying a linear recursion nr.it times.
iterate.lin.recursion(x, coeff, delta = 0, nr.it)
x |
numeric vector with initial values, i.e., specifying
the beginning of the resulting sequence; must be of length (larger
or) equal to |
coeff |
coefficient vector of the linear recursion. |
delta |
numeric scalar added to each term; defaults to 0. If not zero, determines the linear drift component. |
nr.it |
integer, number of iterations. |
numeric vector, say r, of length n + nr.it, where
n = length(x). Initialized as r[1:n] = x, the recursion
is r[k+1] = sum(coeff * r[(k-m+1):k]), where m = length(coeff).
Depending on the zeroes of the characteristic polynomial of coeff,
there are three cases, of convergence, oszillation and divergence.
Martin Maechler
seq can be regarded as a trivial special case.
## The Fibonacci sequence:
iterate.lin.recursion(0:1, c(1,1), nr = 12)
## 0 1 1 2 3 5 8 13 21 34 55 89 144 233
## seq() as a special case:
stopifnot(iterate.lin.recursion(4,1, d=2, nr=20)
== seq(4, by=2, length=1+20))
## ''Deterministic AR(2)'' :
round(iterate.lin.recursion(1:4, c(-0.7, 0.9), d = 2, nr=15), dig=3)
## slowly decaying :
plot(ts(iterate.lin.recursion(1:4, c(-0.9, 0.95), nr=150)))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.