[R] vector math: calculating a rolling 12 row product?

Chuck Cleland ccleland at optonline.net
Tue Feb 28 16:36:45 CET 2006


How about applying cumprod to the columns and then subsetting the result?

apply(mydata, 2, cumprod)[12:30,]

?cumprod

r user wrote:
> I have a dataframe of numeric values with 30 “rows”
> and 7 “columns”.
> 
> For each column, beginning at “row” 12 and down to
> “row” 30, I wish to calculate the “rolling 12 row
> product”.  I.e., within each column, I wish to
> multiply all the values in row 1:12, 2:13,…19:30.
> 
> I wish to save the results as a new dataframe, which
> will have 19 rows and 7 columns.
> 
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