On 1 September 2006 at 14:30, [EMAIL PROTECTED] wrote:
| The apply with the cumprod was exactly what I was after. The apply just
| wasn't clicking with me, and I had overlooked the cumprod. Thanks to all
| for pushing me down the right path!
|
| Actually, what I am ultimately after is a way to link this series, without
| having to use a for loop ( the only way I can think of ... ). But, would
| like to see if it can be linked using mapply or apply against the rows
| and to compute the linked results.
|
| zz = matrix(rnorm(20), ncol=2)
| zzcum = apply(zz/100 + 1, 2, cumprod)
| zzlinkcum = 100*zzcum
| for(i in 2:length(zz[,1])){ zzlinkcum[i,]=zzlinkcum[i-1,]*zzcum[i,]} ###
| Is there a better way here ?
Sure, why not call apply again?
> set.seed(42); zz <- matrix(rnorm(20), ncol=2)
> zzcum <- apply(1+zz/100, 2, cumprod)
> apply(rbind(c(1,1), zzcum), 2, cumprod)*100
[,1] [,2]
[1,] 100.0000 100.0000
[2,] 101.3710 101.3049
[3,] 102.1804 104.9735
[4,] 103.3704 107.2642
[5,] 105.2360 109.2994
[6,] 107.5684 111.2246
[7,] 109.8358 113.9036
[8,] 113.8461 116.3156
[9,] 117.8912 115.6233
[10,] 124.5442 112.1301
[11,] 131.4900 110.1781
>
Hth, Dirk
--
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison
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