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dependent nested for loops in R

3 messages · Shaami, Duncan Murdoch

#
Hi David and Charles

Your suggestions helped me a lot. Could you please suggest how I could
vectorize the following for loop?
z = NULL
p = 0.25
x = rnorm(100)
z[1] = p*x[1] + (1-p)*5
for(i in 2:100)
{
  z[i] = p*x[i]+(1-p)*z[i-1]
}
 Thank you

Regards

On Mon, Feb 1, 2021 at 11:01 AM David Winsemius <dwinsemius at comcast.net>
wrote:

  
  
#
On 01/02/2021 7:03 a.m., Shaami wrote:
That's the same as

p <- 0.25
x <- rnorm(100)
z <- stats::filter(p*x, 1-p, init = 5, method="recursive")

This leaves z as a time series; if that causes trouble, follow it with

z <- as.numeric(z)

Duncan Murdoch
#
Hi Duncan

It worked. Thank you.

Best Regards

On Mon, Feb 1, 2021 at 6:26 PM Duncan Murdoch <murdoch.duncan at gmail.com>
wrote: