[R] without the loop
Giovanni Petris
GPetris at uark.edu
Fri May 13 23:51:47 CEST 2005
I won't go into the details of your loop, but in general it is usually
better, if possible, to create a list of the appropriate length
upfront.
Giovanni
> Date: Fri, 13 May 2005 16:58:42 -0400
> From: Omar Lakkis <uofiowa at gmail.com>
> Sender: r-help-bounces at stat.math.ethz.ch
> Precedence: list
> DomainKey-Signature: a=rsa-sha1; q=dns; c=nofws; s=beta; d=gmail.com;
>
> 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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--
__________________________________________________
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[ Giovanni Petris GPetris at uark.edu ]
[ Department of Mathematical Sciences ]
[ University of Arkansas - Fayetteville, AR 72701 ]
[ Ph: (479) 575-6324, 575-8630 (fax) ]
[ http://definetti.uark.edu/~gpetris/ ]
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