[R] Matrix/Vector manipulation

fernando.cabrera at nordea.com fernando.cabrera at nordea.com
Mon Oct 3 16:49:41 CEST 2011

Hi guys,

Have the following problem computing vectors with pure vector algebra and end up reverting to recursion or for-looping. 

Function my_cumsum calculates a weighted average (W) of ratios (R), but only up to the given size/volume (v). Now I recurse into the vector (from left to right) with what you have left from the difference of volume minus current weight, and stop when the difference is less than or equal to the current weight. 

Vectors W and R have the same length, and v is always a positive integer.

W: {w_1 w_2 .. w_m}
R: {r_1 r_2 .. r_m}

my_cumsum <- function(v, R, W) {
	if (v <= W[1]) # check the head
		W[1]*R[1] + my_cumsum(v - W[1], R[2:length(R)], W[2:length(W)]) # recurse the tail

Any help is greatly appreciated!

Fernando Alvarez

"Great ideas originate in the muscles." ~ Thomas A. Edison

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