[R] My code is too "loopy"

[Dennis Murphy]

Hi:

I think the embed() function is your friend here. From its help page example,

> x <- 1:10
> embed (x, 3)
     [,1] [,2] [,3]
[1,]    3    2    1
[2,]    4    3    2
[3,]    5    4    3
[4,]    6    5    4
[5,]    7    6    5
[6,]    8    7    6
[7,]    9    8    7
[8,]   10    9    8


Applying it to your test data,

# h() creates a weighted average of the observations in each row
h <- function(x) embed(x, 3) %*% c(0.5, 0.35, 0.15)
library(plyr)
ddply(mydata, "group", summarise, ma = h(myvalue))
    group     ma
1  group1  11.00
2  group1  16.75
3  group1   9.25
4  group1   3.00
5  group1   0.00
6  group1   5.00
7  group2  85.00
8  group2  30.00
9  group2 150.00
10 group2 205.00
11 group2 115.00
12 group2  30.00

Does that work for you? The rollapply() function in the zoo package
may also be applicable with a similar input function that computes a
weighted average.

HTH,
Dennis


On Mon, Apr 25, 2011 at 1:50 PM, Dimitri Liakhovitski
<dimitri.liakhovitski at gmail.com> wrote:
> Hello!
> I wrote a piece of code below that does the job but seems too "loopy" to me.
> I was wondering if there is any way to make it more efficient/less "loopy"?
> Thanks a lot for your hints!
> Dimitri
>
> ### Creating example data set:
>
> mygroups<-c(rep("group1", 8),rep("group2", 8))
> myweeks<-seq(as.Date("2010-01-04"), length = 8, by = "week")
> values.w<-c(0,10,15,20,0,0,0,10,100,200,0,0,300,200,0,0)
> mydata<-data.frame(group=mygroups,mydates=myweeks,myvalue=values.w)
> mydata$group<-as.factor(mydata$group)
> str(mydata)
> (mydata)
>
> ### Doing the following within each level of the factor "mydata$group":
> ### Create a new variable ("new.value") that equals:
> ### myvalue in the same week * 0.5 +
> ### myvalue 1 week ago  * 0.35
> ### myvalue 2 weeks ago * 0.15
>
> groups<-levels(mydata$group)
> (groups)
>
> mydata[["new.value"]]<-mydata[["myvalue"]]*0.5
>
> for(i in groups){   # looping through groups
>  temp.data<-mydata[mydata$group %in% i,] # selecting values for one group
>  temp.data[2,"new.value"]<-temp.data[["new.value"]][2]+temp.data[1,"myvalue"]*0.35
> # 2nd new value
>  for(myrow in 3:nrow(temp.data)){  # Starting in row 3 and looping through rows
>    temp.data[myrow,"new.value"]<-temp.data[["new.value"]][myrow]+temp.data[(myrow-1),"myvalue"]*.35+temp.data[(myrow-2),"myvalue"]*.15
>  }
>  mydata[mydata$group %in% i,]<-temp.data
> }
>
>
> --
> Dimitri Liakhovitski
> Ninah Consulting
> www.ninah.com
>
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