[R] How to avoid a for-loop?

[Oliver Faulhaber]

Hi all,

as I am trying to move slowly from just "working" to "good" code, I'd
like to ask if there's a smarter way than using a for-loop in tasks like
the example below.

I need to obtain the extrema of the cumulated sum of a detrended time
series. The following code is currently used, please have a look at the
comments for my questions and remarks:

system.time({
X               <- rnorm(10000)
X.length        <- length(X)
X.cum.sum       <- cumsum(X)
X.cum.mean      <- cummean(X)
# initializing the "output" vectors
X.min.detrended <- rep(NA,X.length)
X.max.detrended <- rep(NA,X.length)
for (i in 1:X.length) {
   # Detrending of the time series from index 1 to i
   # I think that's the time consuming part, are there any
   # suggestions how to do this faster?
   X.cum.sum.detrended  <- X.cum.sum[1:i]-seq(1:i)*X.cum.mean[i]
   # Calculating the min and max. Would a "range" be smarter here?
   X.min.detrended[i]   <- min(X.cum.sum.detrended)
   X.max.detrended[i]   <- max(X.cum.sum.detrended)
   # As the programs takes rather long to complete I would like to
   # get information about the progress. Any better way to do this
   # than a cat(paste(i,"...",""))?
}
})

As you can see this takes rather long even for this relative small sample:

[1] 41.11  0.97 45.14    NA    NA

I considered using "sapply", but expected problems with memory size as a
lot more values have to be kept in memory (the typical length of X is
10^6 - 10^7).

Thanks again for your patience with newbies like me :)

Regards
Oliver