take a look at the 'embed' function. With the you can create a matrix with the added shifted in each column. You would want to do embed(your.data,100).
On Fri, Feb 22, 2008 at 4:15 PM, Vikas N Kumar <[EMAIL PROTECTED]> wrote: > Hi > > I have 2 data.frames each of the same number of rows (approximately 30000 or > more entries). > They also have the same number of columns, lets say 2. > One column has the date, the other column has a double precision number. Let > the column names be V1, V2. > > Now I want to calculate the correlation of the 2 sets of data, for the last > 100 days for every day available in the data.frames. > > My code looks like this : > # Let df1, and df2 be the 2 data frames with the required data > ## begin code snippet > > my_corr <- c(); > for ( i_start in 100:nrow(df1)) > my_corr[i_start-99] <- > cor(x=df1[(i_start-99):i_start,"V2"],y=df2[(i_start-99):i_start,"V2"]) > ## end of code snippet > > This runs very slowly, and takes more than an hour to run if I have to > calculate correlation between 10 data sets leaving me with 45 runs of this > snippet or taking more than 30 minutes to run. > > Is there an efficient way to write this piece of code where I can get it > to run faster ? > > If I do something similar in Excel, it is much faster. But I have to use R, > since this is a part of a bigger program. > > Any help will be appreciated. > > Thanks and Regards > Vikas > > > > > > > -- > http://www.vikaskumar.org/ > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.