diff(x) will returns the diff's of each column when x is a matrix, so there is
no need for the apply call.
E.g.,
> d <- ts(cbind(SQRE=(1:7)^2, CUBE=(1:7)^3), start=2012.25, deltat=1/4)
> d
SQRE CUBE
2012 Q2 1 1
2012 Q3 4 8
2012 Q4 9 27
2013 Q1 16 64
2013 Q2 25 125
2013 Q3 36 216
2013 Q4 49 343
> diff(d)
SQRE CUBE
2012 Q3 3 7
2012 Q4 5 19
2013 Q1 7 37
2013 Q2 9 61
2013 Q3 11 91
2013 Q4 13 127
filter() will do it also and may be more convenient because its output is the
same length as its input:
> filter(d, c(1,-1), sides=1)
[,1] [,2]
2012 Q2 NA NA
2012 Q3 3 7
2012 Q4 5 19
2013 Q1 7 37
2013 Q2 9 61
2013 Q3 11 91
2013 Q4 13 127
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf
> Of Richard M. Heiberger
> Sent: Monday, December 17, 2012 1:54 PM
> To: kevj1980
> Cc: r-help@r-project.org
> Subject: Re: [R] R beginner: matrix algebra
>
> I think this is what you are looking for.
>
> > tmp <- matrix(sample(20), 5, 4)
> > tmp
> [,1] [,2] [,3] [,4]
> [1,] 6 15 18 20
> [2,] 4 5 10 19
> [3,] 7 9 1 3
> [4,] 8 14 11 13
> [5,] 17 12 16 2
> > t(apply(tmp, 1, diff))
> [,1] [,2] [,3]
> [1,] 9 3 2
> [2,] 1 5 9
> [3,] 2 -8 2
> [4,] 6 -3 2
> [5,] -5 4 -14
> >
>
>
>
> On Mon, Dec 17, 2012 at 12:16 PM, kevj1980
> <kevin.kid...@cameronhume.com>wrote:
>
> > Hi, I have an n x m matrix of numerical observations. ie. stock prices
> >
> > I wish to convert the matrix of observations to a matrix of simple returns
> > (by taking the differences between (column) observations.)
> >
> > Can any good soul suggest a function for this?
> >
> >
> >
> > --
> > View this message in context:
> > http://r.789695.n4.nabble.com/R-beginner-matrix-algebra-tp4653335.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
> > ______________________________________________
> > R-help@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.
> >
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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