[R] cumulative growth rates indexed to a common starting point over n series of observations

[MARK LEEDS]

i think you can add 1 to whatever series you are considering and then use 
cumprod() but check that that works.
also do ?cumprod


----- Original Message ----- 
From: <toby_marks at americancentury.com>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, August 31, 2006 4:22 PM
Subject: [R] cumulative growth rates indexed to a common starting point over 
n series of observations


> What is the R way of computing cumulative growth rates given a series of
> discrete values indexed .
>
> For instance, given a matrix of 20 observations for each of 5 series (zz),
> what is the most straight forward technique in R for computing cumulative
> growth (zzcum) ?
> It seems for the solution I'm after might be imbedding the following cum
> growth rate calc as a function into a function call to apply, mapply, ...?
>
>
>
> zz = rnorm(100)
> dim(zz) = c(20,5)
> zz
> zzcum=matrix(nrow=20,ncol=5)
> zzcum
> zzcum[1,]=100*(1+zz[1,]/100)
> zzcum
> for(i in 2:20){zzcum[i,] = zzcum[i-1,]*(1+zz[i,]/100)}
> zzcum
>
>
>
>
>
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