More effective calculation for loop

From: Wolfgang Wu <wobwu22 at yahoo.de>
Subject: [R] More effective calculation for loop
To: R-help at r-project.org
Received: Friday, May 13, 2011, 5:32 AM
I am getting confused in how to use R
effectively. Below is the example that I 
would like to optimize, which is basically a loop. In its
current version it 
takes? about 20 seconds to run. I have looked at the
apply function and but 
didn't seem to get it to work. I am sure this is relatively
easy to show me a 
better version for someone who has done this before. For
some reason I seem to 
have trouble getting my head around this. 

#----------------------------------
#Create the example data
dDates <- seq(from=as.Date("1990-01-01"), by="day",
length.out=10000);
xtsHold <- xts(rep(0, times=10000), order.by=dDates);
xtsBuy <- xts(sample(0:1,10000,replace=T),
order.by=dDates);
xtsSell <- xts(sample(0:1,10000,replace=T),
order.by=dDates);
print(Sys.time())

#Run the inefficient calculation
for (i in 2:length(xtsHold)){
xtsHold[i] <- xtsHold[i-1] + xtsBuy[i-1] -
xtsSell[i-1];
}

print(Sys.time())#----------------------------------


Thank you very much in advance!

Best regards, 

Wolfgang Wu

I am getting confused in how to use R effectively. Below is the example that I
would like to optimize, which is basically a loop. In its current version it
takes ?about 20 seconds to run. I have looked at the apply function and but
didn't seem to get it to work. I am sure this is relatively easy to show me a
better version for someone who has done this before. For some reason I seem to
have trouble getting my head around this.

#----------------------------------
#Create the example data
dDates <- seq(from=as.Date("1990-01-01"), by="day", length.out=10000);
xtsHold <- xts(rep(0, times=10000), order.by=dDates);
xtsBuy <- xts(sample(0:1,10000,replace=T), order.by=dDates);
xtsSell <- xts(sample(0:1,10000,replace=T), order.by=dDates);
print(Sys.time())

#Run the inefficient calculation
for (i in 2:length(xtsHold)){
xtsHold[i] <- xtsHold[i-1] + xtsBuy[i-1] - xtsSell[i-1];
}

print(Sys.time())#----------------------------------

Thank you very much in advance!

Best regards,

Wolfgang Wu