[R] Recursive calculation of a series of values
Luis Torgo
ltorgo at liacc.up.pt
Wed Apr 27 16:41:35 CEST 2005
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.
LuÃs 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 at liacc.up.pt
4050-190 PORTO - PORTUGAL WWW : http://www.liacc.up.pt/~ltorgo
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