[R] apply and cousins
John Logsdon
j.logsdon at quantex-research.com
Wed Jun 8 18:41:50 CEST 2016
Folks
Is there any way to get the row index into apply as a variable?
I want a function to do some sums on a small subset of some very long
vectors, rolling through the whole vectors.
apply(X,1,function {do something}, other arguments)
seems to be the way to do it.
The subset I want is the most recent set of measurements only - perhaps a
couple of hundred out of millions - but I can't see how to index each
value. The ultimate output should be a matrix of results the length of
the input vector. But to do the sum I need to access the current row
number.
It is easy in a loop but that will take ages. Is there any vectorised
apply-like solution to this?
Or does apply etc only operate on each row at a time, independently of
other rows?
Best wishes
John
John Logsdon
Quantex Research Ltd
+44 161 445 4951/+44 7717758675
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