[R] without the loop

From: Omar Lakkis <uofiowa_at_gmail.com>
Date: Sat 14 May 2005 - 06:58:42 EST


Can this be re-implemented to run faster (without the loop) ?

r <- list()
n = nrow(prices)

        for (i in (w+1):n) {                   
                window <- prices[(i-w):(i-1),]                              
                if (prices[i,]$settle > max(window$high)) r <-
append(r,  1)
                else if (prices[i,]$settle < min(window$low)) r <-
append(r, -1)
        }

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