Message-ID: <BANLkTikw=3T1mdZ=_59aWAQ7eA-FVDaKBw@mail.gmail.com>
Date: 2011-04-08T07:03:38Z
From: Kenn Konstabel
Subject: Avoiding a loop
In-Reply-To: <BANLkTin7wMjHboSOrLtuKyR0D37SX+Pyyw@mail.gmail.com>
2011/4/8 Juan Carlos Borr?s <jcborras at gmail.com>:
> #Use the indexes of S in a sapply function.
>
> N <- 10
> S <- sample(c(0,1), size=N, replace=TRUE)
> v1 <- sapply(c(1:N-1), function(i) S[i]&&S[i+1])
You can achieve the same v1 using
v1.2 <- S[2:N-1] & S[2:N]
.. or if you insist on having NA as the first element, -- c(NA, v1.2)
Vectorization is more efficient than loops but this need not be true
for the *apply functions.
>
> # Then
> v2 <- (P > m)
>
> # And I guess you can fill up the rest. Beware of the boundary
> condition (the NA in v1)
>
> Cheers,
> jcb!
> _______________________
> http://twitter.com/jcborras
>
> On Fri, Apr 8, 2011 at 5:30 AM, Worik R <worikr at gmail.com> wrote:
>> Friends.
>>
>> I cannot simplify this much, and I think the loop is unavoidable. ?As a
>> recovering C programmer I want to avoid loops and in cases like this I
>> almost allways can by using an apply function. ?But I suspect in this case
>> there is nothing I can do.
>>
>> It is a finance example where a price series is compared to a moving
>> average. ?If the price goes above the average, plus a bit, buy the
>> security. ?If we are holding the security and the price dips below the
>> moving average sell it.
>>
>> P is the series of prices
>>
>> m is the moving average series
>>
>> S <- P>(m*1.005)
>> S[S]<-1
>>
>> Now S is my signal it is 1 when P > m plus a margin of 0.005 x m
>>
>> But now I need to control when S goes from 1 to 0. ?As far as I can tell
>> this is the only way...
>>
>> for(i in 2:length(S)){
>> ?if(S[i]==0 && S[i-1] == 1){
>> ? ?## Was long, now short. ?SHould I be short? ?Is P>m still?
>> ? ?if(P[i] > m[i]){
>> ? ? ?## Stay long
>> ? ? ?S[i] <- 1
>> ? ?}
>> ?}
>> }
>>
>> As I mentioned I am a recovering C programmer, so I have a buit in loop
>> reflex, but I am struggling to adapt. ?But this one has me beat! ?Can anyone
>> help?
>>
>> cheers
>> W
>>
>> ? ? ? ?[[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>