From: David Winsemius <dwinsemius_at_comcast.net>

Date: Mon, 07 Mar 2011 08:35:56 -0500

Date: Mon, 07 Mar 2011 08:35:56 -0500

On Mar 7, 2011, at 12:34 AM, rivercode wrote:

*> Hi,
**>
*

> I am missing something obvious.

*>
**> Need to create vector as:
**>
**> (0, i-1 + TheoP(i) - TheoP(i-1), repeat....) Where i is the index
**> position
**> in the vector and i[1] is always 0.
*

I think your prototype is not agreeing with the code below. Is "i"
suppose to be the index (as suggested above) or the prior term (as
implied below)?

*>
*

> Found myself having to use a For Loop because I could not get sapply

*> working. Any suggestions ?
*

Assuming the code below, you construct the first three or four values by hand I think you will find that the intermediate values of TheoP will have alternating signs.

term2 = 2-1 + TheoP(2) - TheoP(1) term3 = 3-1 + TheoP(3) - (2-1 + TheoP(2) - TheoP(1)) term4 = 4-1 + TheoP(4) - (3-1 + TheoP(3) - (2-1 + TheoP(2) - TheoP(1)) )

The answer to the first question will determine how you proceed. If the index is being used then there are two series of cumulative sums and perhaps you can construct an expression that can be fed to the cumsum function.

The diff function is also available and if the index version is correct, then it might even be as simple as c(0, ((1:len)-1)+diff(TheoP) )

So clarify what is intended.

-- David.Received on Mon 07 Mar 2011 - 13:38:11 GMT

>

> delta <- function(x) {

>> start = index[x]> end = index[x+1] - 1> iTheo = start:end> len = length(iTheo)> theoP = as.numeric(TheoBA$Bid[iTheo])> d = vector(mode = "numeric", length= len)> d[1] = 0> if (len>1) for (i in 2:len) { d[i] = d[i-1] + theoP[i] - theoP[i-1] }> return(d)> }>> Thanks,> Chris>> --

David Winsemius, MD West Hartford, CT ______________________________________________ R-help_at_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.

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