[R-sig-finance] syntax for a loop

[Steven D. Moffitt]

Create lagged vectors:

# corresponds to x.dif[i-1]
lag.minus1 <- c(NA,x.dif[-length(x.dif)])

# corresponds to x.dif[i+2]
lag.plus2 <- c(x.dif[-c(1,2)],NA,NA)

Then create a true/false vector:

selected.rows <- lag.minus1 <= 0 && x.dif > 0 && lag.plus2 > 0

Those indices you want will then have TRUE values.
To see row positions in x.dif, use the command

(1:length(x.dif))[selected.rows]


---------- Original Message ----------------------------------
From: ebashi <arshia22 at yahoo.com>
Date:  Sun, 28 Nov 2004 03:20:22 -0800 (PST)

>I'll appreciate if some one can help me with the
>following loop. This is the logic of the loop,
>if we have the following data;
>> x.df
>    x.dif
> .    .
> .    .
>102  0.00
>103  0.42
>104  0.08
>105  0.00
>106  0.00
>107  0.00
>108 -0.16
>109 -0.34
>110  0.00
>111 -0.17
>112 -0.33
>113  0.00
>114  0.00
>115  0.00
>116  0.33
>117  0.17
>118  0.00 
> .    .
> .    .
>I'm trying to find i's where 
>  for (i in 2:length(x.dif))
>  if (x.dif[i-1]<=0 and x.dif[i]>0 and x.dif[i+2]>0)
>  it would return i+2 to me,
>How can I turn this to a right format as a loop.(I
>can't figure out the syntax)
>
>Cheers,
>
>Sean
>
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