Responses to "Recurrent sum"

[Tristan Lorino <tristan.lorino@lcpc.fr>]

Many thanks to Patrick Agin and Dimitris Rizopoulos.

Dimitri said...
you can try something like this:

data$out <- data$T0 * sapply(data$Age, function(i, r.) sum((1 + 
r)^(1:i)), r. = r)


Patrick said...
A geometric series a + as + as^2 + ... + as^(n-1) 
can be written as
(a-s.k)/(1-s) where k = a.s^(n-1)

For your specific problem, try:
k <- data[,"T0"]*(1+r)^data[,"Age"]
data[,4] <- -(data[,"T0"]-(1+r)*k)/r-data[,"T0"]

hope this helps,
Patrick Agin

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