Message-ID: <1292764136739-3094421.post@n4.nabble.com>
Date: 2010-12-19T13:08:56Z
From: Torch
Subject: Replacing the for loop for time series buid-up
Hi,
is there a function that replaces the following code?
n=200
boot.x[1]=odhad+boot.res[1] #(boot.x[0]=1)
for (j in 1:(n-1)) {
boot.x[j+1]=odhad*boot.x[j]+boot.res[j+1]
}
This is nested in two other loops, and I am looking for some way to improve
code performance
I tried sapply and cumprod but no success.
Thanks
Jan
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