[R] Linearize a Function

From: Gottfried Gruber <ggruber_at_terminal.at>
Date: Wed 25 Jan 2006 - 09:11:13 EST


hi,

i calculate the log-returns in return1 and i want to get the performance for the security. with only one security i have the following code

# create matrix to keep performance

return100=matrix(rep(100,length(return1)+1))
# matrix for the sum

z1=matrix(rep(0,length(return1)+1))
# suming up the returns from current index to start
for (i in 1:length(return1)) {z1[i+1]=sum(return1[c(1:i)]) } #adding both matrices
return100=return100+z1*100

this works fine for a 1 x n matrix, but if i want the same for a n x m matrix i assume the above code will get time-consuming. is there a trick to linearize the for-loop or any other solution?

thanks for any solution & effort,
tia gg

-- 
---------------------------------------------------
Gottfried Gruber
mailto:gottfried.gruber@terminal.at
www: http://gogo.sehrsupa.net

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Received on Wed Jan 25 10:50:52 2006

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