I have been using actuarial models for some time and a common theme is that
functions (variables) are defined in the model using simple code.
Typically there is a dependance on time, usually denoted by the
system varaible 't' which represents yaers or months since start of the
calculation.
A typical function for a variable say "Contributons" might be along the
lines of
If t = 0 Then
Contributon = 0
Else
Contributon(t) = Contributon(t-1) + Mtly_Contributon
Where Mtly_Contribution is a (scalar) input
A sequencer and compiler then strings all such functions together and
creates an executable which takes any inputs and calculates the variables
for each value of t from 0 to a system value and outputs them.
I want to know if it is feasible to try to port my code to J since on the
one hand I have specification which requires sequencing and compilation and
on the other hand J is interpreted. Ideally I would like to write a
J script which converts my specification into a J script which I can then
run on the inputs.
I was thinking that I could establish a list for each variable in J with the
index defining which value of t. Say ContributionsJ was a list in J to
represent the Contribiton functions above. I think the equivalent of
Contribution(t) would be t { ContributionJ
I was thinking of writing a script with a "for do End" loop which increments
t. The various functions would then be calculated as t gets incremented
However I am a bit of a loss how I would I would determing the sequencing
order where there is interdependance between the various variables from
different time periods. Is this something that is worth even trying to do in
J?
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