Hi,
I am missing something obvious.
Need to create vector as:
(0, i-1 + TheoP(i) - TheoP(i-1), repeat....) Where i is the index position
in the vector and i[1] is always 0.
Found myself having to use a For Loop because I could not get sapply
working. Any suggestions ?
delta <- function(x) {
start = index[x]
end = index[x+1] - 1
iTheo = start:end
len = length(iTheo)
theoP = as.numeric(TheoBA$Bid[iTheo])
d = vector(mode = "numeric", length= len)
d[1] = 0
if (len>1) for (i in 2:len) { d[i] = d[i-1] + theoP[i] - theoP[i-1] }
return(d)
}
Thanks,
Chris
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