[R] vector math: calculating a rolling 12 row product?
ccleland at optonline.net
Tue Feb 28 16:41:20 CET 2006
Sorry, I don't think I gave what you asked for, but cumprod() may still
Chuck Cleland wrote:
> How about applying cumprod to the columns and then subsetting the result?
> apply(mydata, 2, cumprod)[12:30,]
> 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.
>> R-help at stat.math.ethz.ch mailing list
>> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Chuck Cleland, Ph.D.
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