Re: delay evaluation inside RecurrencTable?
- To: mathgroup at smc.vnet.net
- Subject: [mg122491] Re: delay evaluation inside RecurrencTable?
- From: DrMajorBob <btreat1 at austin.rr.com>
- Date: Sun, 30 Oct 2011 04:20:59 -0500 (EST)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201110291107.HAA05177@smc.vnet.net>
- Reply-to: drmajorbob at yahoo.com
rr := RandomReal[{-1, 1}];
RecurrenceTable[{a[n] == 0.8*a[n - 1] + rr, a[0] == 100}, a, {n, 1,
20}]
Bobby
On Sat, 29 Oct 2011 06:07:35 -0500, Alan <alan.isaac at gmail.com> wrote:
> My first attempt to simulate an AR(1) process was
> RecurrenceTable[{a[n] == 0.8*a[n - 1] + RandomReal[{-1, 1}],
> a[0] == 100}, a, {n, 1, 20}]
> which of course failed because RandomReal was only evaluated once.
>
> Is there some way to get a new evaluation of RandomReal for each n
> (*inside* RecurrenceTable)?
>
> Thanks,
> Alan Isaac
>
> PS Sorry if this repeats. I posted this question days ago and it has not
> yet appeared.
>
--
DrMajorBob at yahoo.com
- References:
- delay evaluation inside RecurrencTable?
- From: Alan <alan.isaac@gmail.com>
- delay evaluation inside RecurrencTable?