[R] More effective calculation for loop

From: Wolfgang Wu <wobwu22_at_yahoo.de>
Date: Fri, 13 May 2011 10:32:26 +0100 (BST)


I am getting confused in how to use R effectively. Below is the example that I would like to optimize, which is basically a loop. In its current version it takes about 20 seconds to run. I have looked at the apply function and but didn't seem to get it to work. I am sure this is relatively easy to show me a better version for someone who has done this before. For some reason I seem to have trouble getting my head around this.

#----------------------------------
#Create the example data

dDates <- seq(from=as.Date("1990-01-01"), by="day", length.out=10000); xtsHold <- xts(rep(0, times=10000), order.by=dDates); xtsBuy <- xts(sample(0:1,10000,replace=T), order.by=dDates); xtsSell <- xts(sample(0:1,10000,replace=T), order.by=dDates); print(Sys.time())

#Run the inefficient calculation

for (i in 2:length(xtsHold)){
xtsHold[i] <- xtsHold[i-1] + xtsBuy[i-1] - xtsSell[i-1]; }

print(Sys.time())#----------------------------------


Thank you very much in advance!

Best regards,

Wolfgang Wu



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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. Received on Fri 13 May 2011 - 15:24:13 GMT

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