[R] Linearize a Function

Gottfried Gruber ggruber at terminal.at
Tue Jan 24 23:11:13 CET 2006


i calculate the log-returns in return1 and i want to get the performance for 
the security. with only one security i have the following code

# create matrix to keep performance
# matrix for the sum
# suming up the returns from current index to start
for (i in 1:length(return1)) {z1[i+1]=sum(return1[c(1:i)]) }
#adding both matrices

this works fine for a 1 x n matrix, but if i want the same for a n x m matrix 
i assume the above code will get time-consuming. is there a trick to 
linearize the for-loop or any other solution?

thanks for any solution & effort,
tia gg
Gottfried Gruber
mailto:gottfried.gruber at terminal.at
www: http://gogo.sehrsupa.net

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