I doubt that automatic conversion of the specifications into J is possible in all cases. However, because of the superior interactive array manipulations in J it is definitely worthwhile to explore your time-series data in J.
In the particular example in your msg, Contribution=: +/\ 0, MonthlyContribution (Contributions are the partial sums of 0 catenated to the monthly contributions.) ----- Original Message ----- From: Patrick van Beek <[EMAIL PROTECTED]> Date: Thursday, July 24, 2008 8:05 Subject: [Jprogramming] Converting time dependant variables to J To: Programming forum <[email protected]> > 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 > variablesfor 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 > sequencingorder where there is interdependance between the > various variables from > different time periods. Is this something that is worth even > trying to do in > J? ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
