Recursive calculation

[Kd87]

Hi everyone,

I would like to compute the following equation using data step:

Y_t = X_t * (1- SUM(Y_1,...,Y_t-1)), with Y_1 = X_1.

Thanks a lot for your help!
Kd87

[PGStats · Accepted solution]

Iterative solution :

data xt;
call streaminit(796);
do t = 1 to 10;
    x = 0.1 * rand("uniform");
    output;
    end;
run;

data want;
set xt;
y = x * (1 - sumYt);
sumYt + y;
drop sumYt;
run;

proc print; run;

[Kd87]

Thank you so much 🙂