[R] Scope and sapply

[Berend Hasselman]

Worik R wrote:
> 
> ...
> 
> N <- 10
> ## x simulate a return series
> x <- runif(N)-.5
> 
> ## Build an array of cumulative returns of a portfolio starting with $1 as
> it changes over time
> y <- rep(0, length(x))
> y[1] <- 1+1*x[1]
> for(i in 2:N){
>   y[i] <- y[i-1]+y[i-1]*x[i]
> }
> 
> ## y is that return series.  Use
> test.1 <- function(r.in){
>   v <- rep(0, length(r.in))
>   foo <- function(i, r){
>     if(i == 1){
>       s <- 1
>     }else{
>       s <<- v[i-1]
>     }
>     v[i] <<- s + s*r[i]
>     return(v[i])
>   }
>   return(sapply(1:length(r.in), foo, r.in))
> }
> 

How about

cumprod(1+x)

/Berend
-- 
View this message in context: http://r.789695.n4.nabble.com/Scope-and-sapply-tp2253158p2253313.html
Sent from the R help mailing list archive at Nabble.com.