My code is too "loopy"

Dennis, this is really great, thanks a lot!
Do you know how to prevent the result from omitting the first 2
values. I mean - it starts (within each group) with the 3rd row but
omits the first 2...
Dimitri

On Mon, Apr 25, 2011 at 5:31 PM, Dennis Murphy <djmuser at gmail.com> wrote:

Hi:

I think the embed() function is your friend here. From its help page example,

x <- 1:10
embed (x, 3)

? ? [,1] [,2] [,3]
[1,] ? ?3 ? ?2 ? ?1
[2,] ? ?4 ? ?3 ? ?2
[3,] ? ?5 ? ?4 ? ?3
[4,] ? ?6 ? ?5 ? ?4
[5,] ? ?7 ? ?6 ? ?5
[6,] ? ?8 ? ?7 ? ?6
[7,] ? ?9 ? ?8 ? ?7
[8,] ? 10 ? ?9 ? ?8


Applying it to your test data,

# h() creates a weighted average of the observations in each row
h <- function(x) embed(x, 3) %*% c(0.5, 0.35, 0.15)
library(plyr)
ddply(mydata, "group", summarise, ma = h(myvalue))
? ?group ? ? ma
1 ?group1 ?11.00
2 ?group1 ?16.75
3 ?group1 ? 9.25
4 ?group1 ? 3.00
5 ?group1 ? 0.00
6 ?group1 ? 5.00
7 ?group2 ?85.00
8 ?group2 ?30.00
9 ?group2 150.00
10 group2 205.00
11 group2 115.00
12 group2 ?30.00

Does that work for you? The rollapply() function in the zoo package
may also be applicable with a similar input function that computes a
weighted average.

HTH,
Dennis


On Mon, Apr 25, 2011 at 1:50 PM, Dimitri Liakhovitski
<dimitri.liakhovitski at gmail.com> wrote:

Hello!
I wrote a piece of code below that does the job but seems too "loopy" to me.
I was wondering if there is any way to make it more efficient/less "loopy"?
Thanks a lot for your hints!
Dimitri

### Creating example data set:

mygroups<-c(rep("group1", 8),rep("group2", 8))
myweeks<-seq(as.Date("2010-01-04"), length = 8, by = "week")
values.w<-c(0,10,15,20,0,0,0,10,100,200,0,0,300,200,0,0)
mydata<-data.frame(group=mygroups,mydates=myweeks,myvalue=values.w)
mydata$group<-as.factor(mydata$group)
str(mydata)
(mydata)

### Doing the following within each level of the factor "mydata$group":
### Create a new variable ("new.value") that equals:
### myvalue in the same week * 0.5 +
### myvalue 1 week ago ?* 0.35
### myvalue 2 weeks ago * 0.15

groups<-levels(mydata$group)
(groups)

mydata[["new.value"]]<-mydata[["myvalue"]]*0.5

for(i in groups){ ? # looping through groups
?temp.data<-mydata[mydata$group %in% i,] # selecting values for one group
?temp.data[2,"new.value"]<-temp.data[["new.value"]][2]+temp.data[1,"myvalue"]*0.35
# 2nd new value
?for(myrow in 3:nrow(temp.data)){ ?# Starting in row 3 and looping through rows
? ?temp.data[myrow,"new.value"]<-temp.data[["new.value"]][myrow]+temp.data[(myrow-1),"myvalue"]*.35+temp.data[(myrow-2),"myvalue"]*.15
?}
?mydata[mydata$group %in% i,]<-temp.data
}


--
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com

--
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com