You made a mistake with theta
theta<-c(0.08,0.06,0.09,0)
This should be (see the fortran)
theta<-c(0.06,0.08,0.09,0)
The innermost loop (for( k in ...) is better written as while loop to take
into account how Fortran handles loops (see the previous replies):
k <- i
while( k <= j-1 ){
a<-a*theta[k]
k <- k + 1
}
Berend
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