Newbie code to count runs of up or down moves

sign(zdiff)

rle(sign(zdiff))

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
project.org] On Behalf Of Newbie1234
Sent: Tuesday, March 26, 2013 7:06 AM
To: r-help at r-project.org
Subject: Re: [R] Newbie code to count runs of up or down moves

I hope this text does not come out unreadable as before.  It is
readable in R Studio..  What I am trying to do is take a time-series of
prices and create a histogram of the run lengths, where a run is a
sequence of all up moves or all down moves.

Arun of length k is sequence of k moves all in the same direction
followed by a move in the opposite direction.
To do this I first difference the time series.

Two first differences of the same sign followed by a first difference
of opposite sign is a run length 2.

The outer loop is on the run length denoted by k. The middle loop is
over the date the run starts denoted by i.  The inner most loop is on
dates from date i  +1 through date i + k. indexed by j.

At each j , I test to see if the price change at date j has the same
sign as that on date j-1.  If after testing that the run has a length
of at least k and that is not more than k to determine if starting on
date i there was a run that was exactly of length k, then I increment
y[k].

********************************

The code follows, then after the next ********, is the output with
error messages.

z<-c(3,1,4,5,2,1,0,3,5,8)
z
length(z)
y<-c(0,0,0,0,0,0,0,0,0,0)
y
length(y)
zdiff = diff(z)
zdiff
n<-length(zdiff)
n
x<-zdiff

f<-function(x,y)
        {
            for (k in 1:n){
                for (i in 1:n-k){
                  endOfRun<-FALSE
                  anotherRunStep<-TRUE
                  if(i == (n-k)) endofrun<-TRUE
                  else if(x[i+k+1]*x[i+k] > 0) endOfRun<-FALSE
                  for(j in i+1:i+k){
                    if ((x[j] * x[j-1] < 0){
                      anotherRunStep<-FALSE
                      break
                    } # endif

                  } # endforj
                  if (endOfRun && anotherRunStep) y[k]<-y[k]+1
            } # endfori
         } #e endfork
        return(y)
}
f(x,y)

************************

[1] 3 1 4 5 2 1 0 3 5 8

length(z)

[1] 10

y<-c(0,0,0,0,0,0,0,0,0,0)
y

 [1] 0 0 0 0 0 0 0 0 0 0

length(y)

[1] 10

zdiff = diff(z)
zdiff

[1] -2  3  1 -3 -1 -1  3  2  3

n<-length(zdiff)
n

[1] 9

x<-zdiff

f<-function(x,y)

+         {
+             for (k in 1:n){
+                 for (i in 1:n-k){
+                   endOfRun<-FALSE
+                   anotherRunStep<-TRUE
+                   if(i == (n-k)) endofrun<-TRUE
+                   else if(x[i+k+1]*x[i+k] > 0) endOfRun<-FALSE
+                   for(j in i+1:i+k){
+                     if ((x[j] * x[j-1] < 0){
Error: unexpected '{' in:
"                  for(j in i+1:i+k){
                    if ((x[j] * x[j-1] < 0){"

                      anotherRunStep<-FALSE
                      break

Error: no loop for break/next, jumping to top level

                    } # endif

Error: unexpected '}' in "                    }"

                  } # endforj

Error: unexpected '}' in "                  }"

                  if (endOfRun && anotherRunStep) y[k]<-y[k]+1

Error: object 'endOfRun' not found

            } # endfori

Error: unexpected '}' in "            }"

         } #e endfork

Error: unexpected '}' in "         }"

        return(y)

Error: no function to return from, jumping to top level

}

Error: unexpected '}' in "}"

f(x,y)

 [1] 6 5 6 5 5 6 5 6 0 0



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