\(\lambda_{t} = \gamma \lambda_{t-1} + \mu_{t}\)
还缺一个\(\lambda_0\)
跟\(\mu_{t}\)
的函数,总之我先把\(\mu_{t}\)
拿掉,画一个\(\lambda_{t} = \gamma \lambda_{t-1}\)
library(purrr)
x=1:1000
dummy <- function(acc,nxt){
return (0.95 * acc )
}
y= x %>% accumulate(dummy)
plot(x,y)