[R] Recursive calculation of a series of values

[Berton Gunter]

Algebra:
cumprod(1+v)*x[0]

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Luis Torgo
> Sent: Wednesday, April 27, 2005 7:42 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Recursive calculation of a series of values
> 
> 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.
> 
> Luís 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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