On Thu, Oct 1, 2015 at 2:45 PM, Paulo da Silva
<p_s_d_a_s_i_l_v_a...@netcabo.pt> wrote:
> Hi all.
>
> What is the fastest way to do the following:
>
> I have an initial value V and a vector vec of (financial) indexes.
> I want to generate a new vector nvec as
>
> V, V*vec[0], V*vec[0]*vec[1], V*vec[0]*vec[1]*vec[2], ...
>
> A numpy vectorized solution would be better.
That looks hard to vectorize since each calculation depends on the
previous. You might be stuck with something like:
result = [V]
for x in vec:
result.append(result[-1] * x)
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