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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Brian S. Diggs, PhD
Senior Research Associate, Department of Surgery
Oregon Health & Science University

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