[R] Recursive calculation of a series of values

From: Luis Torgo <ltorgo_at_liacc.up.pt>
Date: Thu 28 Apr 2005 - 00:41:35 EST


Dear R-users,

I'm felling kind of blocked on a quite simple problem and I wonder if someone could give me a help with it.

My problem:

x[0] = 100
x[1] = (1+v[1])*x[0]
x[2] = (1+v[2])*x[1]

...

i.e.

x[i] = (1+v[i])*x[i-1]
and x[0]=k

Given a set of v values I wanted to obtain the corresponding x values in an efficient way (i.e. without a for loop).

For instance, if x[0] = 100 and v = c(0.2,-0.1,0.05) then I would get x = c(120,108,113.4)

I'm almost sure the function filter() from package tseries is the key for getting these values but I'm really blocked.

Any help is much appreciated.

Luís Torgo

-- 
Luis Torgo
 FEP/LIACC, University of Porto   Phone : (+351) 22 339 20 93
 Machine Learning Group           Fax   : (+351) 22 339 20 99
 R. de Ceuta, 118, 6o             email : ltorgo@liacc.up.pt
 4050-190 PORTO - PORTUGAL        WWW   : http://www.liacc.up.pt/~ltorgo

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Received on Thu Apr 28 03:21:10 2005

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