Perfect, the apply was exactly what I was after, just wasn't clicking
with me, and I overlooked the cumprod ... sweet !
Thanks to all for pushing me down the right path!
Dirk Eddelbuettel <[EMAIL PROTECTED]>
08/31/2006 05:03 PM
To
[EMAIL PROTECTED]
cc
r-help@stat.math.ethz.ch
Subject
Re: [R] cumulative growth rates indexed to a common starting point over n
series of observations
On 31 August 2006 at 15:22, [EMAIL PROTECTED] wrote:
| What is the R way of computing cumulative growth rates given a series of
| discrete values indexed .
|
| For instance, given a matrix of 20 observations for each of 5 series
(zz),
| what is the most straight forward technique in R for computing
cumulative
| growth (zzcum) ?
| It seems for the solution I'm after might be imbedding the following cum
| growth rate calc as a function into a function call to apply, mapply,
...?
|
|
|
| zz = rnorm(100)
| dim(zz) = c(20,5)
| zz
| zzcum=matrix(nrow=20,ncol=5)
| zzcum
| zzcum[1,]=100*(1+zz[1,]/100)
| zzcum
| for(i in 2:20){zzcum[i,] = zzcum[i-1,]*(1+zz[i,]/100)}
| zzcum
How about cumprod() inside apply() ?
zzcum <- matrix(rnorm(100), ncol=5)
apply(zzcum/100 + 1, 2, cumprod)
Hth, Dirk
--
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison
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