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Normal Random Walk with a Bayesian prediction.
nrwm(n, v, w, c)
realizations of a Normal Random Walk
posterior expectation m_t
length.
prior variance of V_0.
prior variance of W_0.
variance of the prior Normal Distribution.
Shelemyahu Zacks
nrwm(n = 10, v = 5, w = 8, c = 0.5)
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