I hope you are well. I was wondering if you could help me with the question provided in the attached link, please. Below the link I attach an R-code that solves the problem recursively for particular values of the parameters of the distributions involved. However, I realized that this method is inefficient. Thanks a lot for your help.
library(boot) # The library boot is necessary to use the command inv.logit.
TMax <- 500 # In this R-code, I am using TMax instead of using T.
M <- 2000
beta0 <- 1
beta1 <- 0.5
Prob_S <- function(k, r){ # In this R-code, I am using r instead of using t.
if(r == 1){
Aux <- dbinom(x = k, size = M, prob = inv.logit(beta0))
}
if(r %in% 2:TMax){
Aux <- 0
for(u in 0:k){
Aux <- Aux + dbinom(x = k - u, size = M - u,
prob = inv.logit(beta0 + beta1 * u)) * Prob_S(u, r - 1)
}
}
Aux
}
m <- 300
P <- Prob_S(k = m, r = TMax) # Computing P takes a loooong time. :(