Created
November 10, 2016 21:40
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| ys = [a[0] * b[0]] | |
| A = 0 | |
| B = 0 | |
| multiplier = exp(k) | |
| for t in 1:T | |
| A += a[t - 1] | |
| B += b[t - 1] | |
| y = ys[-1] * multiplier | |
| y += A * b[t] | |
| y += a[t] * B | |
| y += a[t] * b[t] | |
| ys.push(y) | |
| return ys |
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