Perfect, the apply was exactly what I was after,  just wasn't clicking 
with me, and I overlooked the cumprod ...  sweet !

Thanks to all for pushing me down the right path!





Dirk Eddelbuettel <edd@debian.org> 
08/31/2006 05:03 PM





To
toby_marks@americancentury.com
cc
r-help@stat.math.ethz.ch
Subject
Re: [R] cumulative growth rates indexed to a common starting point over n 
series of observations







On 31 August 2006 at 15:22, toby_marks@americancentury.com wrote:
| What is the R way of computing cumulative growth rates given a series of 

| discrete values indexed .
| 
| For instance, given a matrix of 20 observations for each of 5 series 
(zz), 
| what is the most straight forward technique in R for computing 
cumulative 
| growth (zzcum) ?
| It seems for the solution I'm after might be imbedding the following cum 

| growth rate calc as a function into a function call to apply, mapply, 
...? 
| 
| 
| 
| zz = rnorm(100)
| dim(zz) = c(20,5)
| zz
| zzcum=matrix(nrow=20,ncol=5)
| zzcum
| zzcum[1,]=100*(1+zz[1,]/100)
| zzcum
| for(i in 2:20){zzcum[i,] = zzcum[i-1,]*(1+zz[i,]/100)}
| zzcum

How about cumprod() inside apply() ?

 zzcum <- matrix(rnorm(100), ncol=5)
 apply(zzcum/100 + 1, 2, cumprod)

Hth, Dirk

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison


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