Hi,
No, it's not about cumsum specifically. It's about building up the
list as the events go by.
I managed to create this code but it does depend on a for loop.
Notice how the Final value on each row becomes the Initial value on
the next row. Basically I want to build a data.frame with 5-10 values
from the previous line which will help me determine what I would do on
the current line.
This morning I had nothing while this afternoon I have this code.
I'm not sure if a real R programmer like you would approve so I'm
looking to get better.
Thanks,
Mark
InitialValue = 10000
MarginReq = 4000
MyDF = data.frame(cbind(Event= 1:10, Initial=0,
Offset=round(100*rnorm(10), 0) ,
Final=0 ))
MyDF$Initial[1] = InitialValue
MyDF
CurrentDate = 0
CurrentFinal = InitialValue
MyNumRows = dim(MyDF)[1]
MyNumRows
for (n in 1:MyNumRows) {
## Save values from previous row
MyDF$Initial[n] = CurrentFinal
# Add Offset to current value to get new total
MyDF$Final[n] = MyDF$Initial[n] + MyDF$Offset[n]
## Save values for next row
CurrentFinal = MyDF$Final[n]
}
MyDF
On Sat, Jul 18, 2009 at 3:34 PM, Gabor
Grothendieck<ggrothendi...@gmail.com> wrote:
> I am not entirely clear on what you want to do but
> if you simply want a cumulative sum use cumsum:
>
> cumsum(rep(100, 5)) + 10000
>
> or to do cumsum using Reduce and + try:
>
> Reduce("+", rep(100, 5), init = 10000, acc = TRUE)
>
> On Sat, Jul 18, 2009 at 3:59 PM, Mark Knecht<markkne...@gmail.com> wrote:
>> Hi Gabor,
>> Thanks for the pointer to Reduce. It looks quite interesting. I
>> made an attempt to use it but I'm not clear how I would move the
>> output of the Reduce execution on row 1 to become the Initial value on
>> Row 2. In this output:
>>
>>> MyDF
>> Event Initial Offset Final
>> 1 1 10000 -31 9969
>> 2 2 0 10 10
>> 3 3 0 -133 -133
>> 4 4 0 -91 -91
>> 5 5 0 -145 -145
>> 6 6 0 74 74
>> 7 7 0 4 4
>> 8 8 0 19 19
>> 9 9 0 -120 -120
>> 10 10 0 47 47
>>>
>>
>> It seems that the intended use of Reduce is for when I have all the
>> values previously set up in the array and then want to execute the
>> same commands down through the array. That is very powerful and makes
>> sense in most cases, but in my case I have to calculate the values on
>> a line-by-line basis where the execution of Reduce on row 1 (the 9969)
>> must become the Initial value on row 2 before Reduce it's work on row
>> 2.
>>
>> I think I'm not fully grasping your intentions here.
>>
>> Code follows.
>>
>> Thanks,
>> Mark
>>
>>
>>
>>
>> InitialValue = 10000
>>
>> MyDF = data.frame(cbind(Event = 1:10, Initial = 0, Offset = 0 , Final = 0))
>> MyDF$Offset = round(100*rnorm(10), 0)
>> MyDF$Initial[1] = InitialCash
>> MyDF
>>
>> AddPL = function(x) Reduce("+", x[2:3])
>>
>> MyDF$Final = AddPL(MyDF)
>>
>> MyDF
>>
>>
>>
>> On Fri, Jul 17, 2009 at 9:02 PM, Gabor
>> Grothendieck<ggrothendi...@gmail.com> wrote:
>>> See ?Reduce
>>>
>>> On Fri, Jul 17, 2009 at 11:10 PM, Mark Knecht<markkne...@gmail.com> wrote:
>>>> Hi,
>>>> Is it possible to make something like the following code actually
>>>> work? My goal in this example would be that I'd see results like
>>>>
>>>> 1 10000 10100
>>>> 2 10100 10200
>>>> 3 10200 10300
>>>> 4 10300 10400
>>>>
>>>> In real usage the function would obviously do a lot more work, but the
>>>> question I cannot answer myself yet is whether the apply can return a
>>>> value from the work on one row and then use that value as the input to
>>>> the function for the next row?
>>>>
>>>> Thanks,
>>>> Mark
>>>>
>>>>
>>>> ReturnLast = function (.row, NextInitial=100) {
>>>> .row$Initial = as.numeric(NextInitial)
>>>> .row$Final = as.numeric(.row$Initial+100)
>>>> }
>>>>
>>>> MyStart = 10000
>>>> X = data.frame(cbind(Event = 1:10, Initial = 0, Final = 0))
>>>>
>>>> X
>>>>
>>>> MyStart = apply(X, 1, ReturnLast( X, MyStart))
>>>>
>>>> X
>>>>
>>>> ______________________________________________
>>>> 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.
>>>>
>>>
>>
>
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