[R] cumulative growth rates indexed to a common starting point over n series of observations
Dirk Eddelbuettel
edd at debian.org
Fri Sep 1 00:03:57 CEST 2006
On 31 August 2006 at 15:22, toby_marks at americancentury.com wrote:
 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[i1,]*(1+zz[i,]/100)}
 zzcum
How about cumprod() inside apply() ?
zzcum < matrix(rnorm(100), ncol=5)
apply(zzcum/100 + 1, 2, cumprod)
Hth, Dirk

Hell, there are no rules here  we're trying to accomplish something.
 Thomas A. Edison
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