[R] Relative subscripting

[Uwe Ligges]

(Ted Harding) wrote:
> On 30-Nov-04 Tobias Muhlhofer wrote:
> 
>>[...]
>>I have monthly a dataset with, among other things, "marketcap",
>>and "return".
>>
>>I want to multiply return by the marketcap of the previous month.
>>How do I do this?
>>
>>In STATA (which I have used frequently in the past) I would simply
>>use an expression of the form
>>
>>return[_n]*marketcap[_n-1]
>>
>>I believe they call this relative subscripting. Is there something
>>like this in R?
> 
> 
> Not as such, as far as I know. But there's an easy way to achieve
> the same effect:
> 
> Let
> 
>   N<-length(return)
>   new.var <- return[2:N]*marketcap[1:(N-1)]

Ted, I aggree to all of your points, but we can simplify by negative 
indices (and hence circumvent your note 1):
  return[-1] * marketcap[-N]

Uwe Ligges



> Notes:
> 1. Note the parantheses in "1:(N-1)".
>      > 1:(6-1)
>      [1] 1 2 3 4 5
>      > 1:6-1
>      [1] 0 1 2 3 4 5
>    (i.e. ":" is evaluated before "-")
> 
> 2. You could also define n <- 2:(N-1) in which case you could
>    definitely write
> 
>      return[n]*marketcap[n-1]
> 
>    which looks very similar to what you wrote, but I don't
>    know whether it implies the same underlying mechanism.
> 
> 
> 3. I'm not sure you should use "return" as the name of a variable,
>    since it's a predefined function in R, which you can put in a
>    function definition to tell it what to return:
>      > sq<-function(x){return(x^2)}
>      > sq(4)
>      [1] 16
> 
>    In my experiments, it didn't seem to change this behaviour
>    to assign something to "return", e.g. return<-2, even inside
>    the function definition; but I'd recommend avoiding the practice!
> 
>    You could avoid it here by using "Return" instead of "return"
>    for the name of your variable.
> 
> Best wishes,
> Ted.
> 
> 
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> E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
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> Date: 30-Nov-04                                       Time: 21:34:02
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