[R] R beginner: matrix algebra

[William Dunlap]

diff(x) will returns the diff's of each column when x is a matrix, so there is no need for the apply call.
E.g.,

> d <- ts(cbind(SQRE=(1:7)^2, CUBE=(1:7)^3), start=2012.25, deltat=1/4)
> d
        SQRE CUBE
2012 Q2    1    1
2012 Q3    4    8
2012 Q4    9   27
2013 Q1   16   64
2013 Q2   25  125
2013 Q3   36  216
2013 Q4   49  343
> diff(d)
        SQRE CUBE
2012 Q3    3    7
2012 Q4    5   19
2013 Q1    7   37
2013 Q2    9   61
2013 Q3   11   91
2013 Q4   13  127

filter() will do it also and may be more convenient because its output is the same length as its input:
> filter(d, c(1,-1), sides=1)
        [,1] [,2]
2012 Q2   NA   NA
2012 Q3    3    7
2012 Q4    5   19
2013 Q1    7   37
2013 Q2    9   61
2013 Q3   11   91
2013 Q4   13  127

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Richard M. Heiberger
> Sent: Monday, December 17, 2012 1:54 PM
> To: kevj1980
> Cc: r-help at r-project.org
> Subject: Re: [R] R beginner: matrix algebra
> 
> I think this is what you are looking for.
> 
> > tmp <- matrix(sample(20), 5, 4)
> > tmp
>      [,1] [,2] [,3] [,4]
> [1,]    6   15   18   20
> [2,]    4    5   10   19
> [3,]    7    9    1    3
> [4,]    8   14   11   13
> [5,]   17   12   16    2
> > t(apply(tmp, 1, diff))
>      [,1] [,2] [,3]
> [1,]    9    3    2
> [2,]    1    5    9
> [3,]    2   -8    2
> [4,]    6   -3    2
> [5,]   -5    4  -14
> >
> 
> 
> 
> On Mon, Dec 17, 2012 at 12:16 PM, kevj1980 <kevin.kidney at cameronhume.com>wrote:
> 
> > Hi, I have an n x m matrix of numerical observations. ie. stock prices
> >
> > I wish to convert the matrix of observations to a matrix of simple returns
> > (by taking the differences between (column) observations.)
> >
> > Can any good soul suggest a function for this?
> >
> >
> >
> > --
> > View this message in context:
> > http://r.789695.n4.nabble.com/R-beginner-matrix-algebra-tp4653335.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
> > ______________________________________________
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