[R] vectorizing a double loop
Hello, I have to build a function that takes a time serie and calculate the momentum. For each date of the serie, I have to build a loop to calculate it using the last few data. My problem is that it takes one minute to compute and I need to run this function very often. I would like to vectorize it, as much as possible. Can somebody help me? I have read the http://www.burns-stat.com/pages/Tutor/R_inferno.pdf tutorial but it seems I am not smart enough to vectorize this. here is the code of my function: momentum = function(price,H,N,HL) { indicator = price#creates the empty vector for the indicator indicator[,1]=0 if ((H/N)==floor(H/N)) {#Checks if length of subperiods is an integer for (i in 1:(length(indicator)-H)) { ph=last(price,H+1)#Horizon time data list horizonPerformance=as.numeric(last(ph))/as.numeric(first(ph))-1 #Performance over the time horizon for (j in 1:N) { phj=last(first(ph,(N-j+1)*H/N+1),H/N+1)#subperiod data list periodPerf=as.numeric(last(phj))/as.numeric(first(phj))-1 #Performance over period j if (periodPerf*horizonPerformance>0)#checks consistency with time horizon perf indicator[length(indicator)-i+1,1]=indicator[length(indicator)-i+1,1]+sign(periodPerf) } price=last(price,-1)#shift the data list } } return(indicator) } _ Inédit ! Des Emoticônes Déjantées! Installez les dans votre Messenger ! [[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.
Re: [R] Decompose function : calculation of each component
as tu lu l'article suggere dans l'aide: M. Kendall and A. Stuart (1983) The Advanced Theory of Statistics, Vol.3, Griffin, 410414. > Date: Mon, 6 Jul 2009 13:22:17 -0700 > From: m.gha...@yahoo.fr > To: r-help@r-project.org > Subject: [R] Decompose function : calculation of each component > > > Hello, > > I'd like to know how R does calculate each component in the decompose() > function? > More precisely, how is calculated the final trend component in this > function? > > Thanks for your answer > Myriam > -- > View this message in context: > http://www.nabble.com/Decompose-function-%3A-calculation-of-each-component-tp24362207p24362207.html > Sent from the R help mailing list archive at Nabble.com. > > __ > 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. _ [[elided Hotmail spam]] [[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.
Re: [R] Fitting a trend-line
Why dont you do a linear regression? > Date: Wed, 8 Jul 2009 15:01:19 +0530 > From: anupam.cont...@gmail.com > To: r-help@r-project.org > Subject: [R] Fitting a trend-line > > Hi all, > I am new to R. How does one go about fitting a trend-line to a > scatter plot? Any help is appreciated. > > Thanks and regards, > > Anupam > > [[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. _ [[elided Hotmail spam]] [[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.
[R] RODBC and sqlSave issue
Hello, I contact you after having unsuccessfully asked my question to R mailing list. I use the package RODBC to connect to a MS-SQL server. I am able to getQuery from the database. I am now studying the sqlSave some data into the database. Unfortunetly, I meet some issues relating to the format of the data that arrives into the database. I have three columns. The first one should be in the MS-SQL format "datetime". The second one in the MS-SQL format "varchar(50)", and the third one in the MS-SQl format "numeric(20,8)". I use the following command line: > sqlSave(channel, DF, tablename="essai_global", rownames=FALSE, oldstyle=FALSE) The data is indeed send to the database. But the types are wrong (varchar(255) pour les trois colonnes.) I have then tried to use the varTypes argument, but I do not manage to use it. If I use the following command lines: > varTypes=c("datetime","varchar(50)","numeric(20,8)") > sqlSave(channel, DF, tablename="essai_global", rownames=FALSE, oldstyle=FALSE) I have the following resturn: Warning message: In sqlSave(channel, DF, tablename = "essai_global", rownames = FALSE, : argument 'varTypes' has no names and will be ignored and the types are still wrong.. How can I use the varTypes??? I have read the documentation, but I dd not manage to find out. Thank you very much Wapita _ r ! Téléchargez-le maintenant ! [[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.
[R] change capital to small letters?
Hello R users, I have a string of characters in capital letters and I need to convert it in small letters, is there an easy way to do it? Thanks a lot Wapita _ Découvrez toutes les possibilités de communication avec vos proches [[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.
Re: [R] change capital to small letters?
ok, find! ?toupper ?tolower sorry!!! (but you have perhaps learned something...) From: wap...@hotmail.com To: r-help@r-project.org Subject: change capital to small letters? Date: Thu, 9 Jul 2009 03:07:35 + Hello R users, I have a string of characters in capital letters and I need to convert it in small letters, is there an easy way to do it? Thanks a lot Wapita Découvrez toutes les possibilités de communication avec vos proches _ r ! Téléchargez-le maintenant ! [[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.
[R] adjusting grid on Xaxis ticks
Hello, I have been trying to plot correctly a graph for 2 month now, with no success.I want to put a grid, adjusted on the X axis tickers. Here is the way I build my X-Axis and my grid: grid(11, NULL, col="grey40") axis(2) # build the tickers on the beginning of each monthticks.at <- seq(ISOdatetime(lastYear, 01, 01, hour=0, min=0, sec=0, tz="GMT"), ISOdatetime(lastYear, 12, 31, hour=0, min=0, sec=0, tz="GMT"), by = "months") ticks.lab <- format(ticks.at, format = "%b") Axis(ISOdatetime(lastYear, substr(index(xts1),6,7), substr(index(xts1),9,10), hour=0, min=0, sec=0, tz="GMT"), at = ticks.at, side = 1, labels = ticks.lab, las = 2) box() If anyone can help me, I would be very grateful. Xavier _ [[elided Hotmail spam]] [[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.
Re: [R] adjusting grid on Xaxis ticks
Thank you j, its perfect!! Wapita > Date: Fri, 24 Jul 2009 06:41:16 -0400 > Subject: Re: [R] adjusting grid on Xaxis ticks > From: jholt...@gmail.com > To: wap...@hotmail.com > CC: r-help-boun...@r-project.org; r-help@r-project.org > > is this what you want: > > plot(0, xlim=as.POSIXct(c('2009-01-01', '2009-12-31')), xaxt='n') > x <- seq(as.POSIXct('2009-01-01'), as.POSIXct('2009-12-13'), by='1 month') > axis(1, at=x, labels=format(x, "%b")) > abline(v=x, lty=2) > > > On Thu, Jul 23, 2009 at 11:37 PM, wapita wapita wrote: > > > > Hello, > > I have been trying to plot correctly a graph for 2 month now, with no > > success.I want to put a grid, adjusted on the X axis tickers. > > Here is the way I build my X-Axis and my grid: > > > > > > grid(11, NULL, col="grey40") > > axis(2) > > > > # build the tickers on the beginning of each monthticks.at <- > > seq(ISOdatetime(lastYear, 01, 01, hour=0, min=0, sec=0, tz="GMT"), > > ISOdatetime(lastYear, 12, 31, hour=0, min=0, sec=0, tz="GMT"), by = > > "months") > > ticks.lab <- format(ticks.at, format = "%b") > > Axis(ISOdatetime(lastYear, substr(index(xts1),6,7), > > substr(index(xts1),9,10), hour=0, min=0, sec=0, tz="GMT"), at = ticks.at, > > side = 1, labels = ticks.lab, las = 2) > > box() > > > > > > If anyone can help me, I would be very grateful. > > Xavier > > _ > > > > [[elided Hotmail spam]] > > > >[[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 that you are trying to solve? _ [[elided Hotmail spam]] [[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.