On 1/25/2012 10:09 AM, patzoul wrote:
I have 2 series of data a,b and I would like to calculate a new series which is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1]. How can I do that without using a loop?
A combination of Reduce and Map will work. Map to stitch together the a and b vectors, Reduce to step along them, allowing for accumulation.
a <- c(2,4,3,5) b <- c(1,3,5,7) z <- Reduce(function(zm1, coef) {coef[1] * zm1 + coef[2]}, Map(c, a, b), init = b[1], accumulate = TRUE) > z [1] 1 3 15 50 257
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