mistat (version 2.0.3)

nrwm: 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

Examples

# NOT RUN {
nrwm(n = 10, v = 5, w = 8, c = 0.5)
# }