Algebra: cumprod(1+v)*x[0] -- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box
> -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Luis Torgo > Sent: Wednesday, April 27, 2005 7:42 AM > To: r-help@stat.math.ethz.ch > Subject: [R] Recursive calculation of a series of values > > Dear R-users, > > I'm felling kind of blocked on a quite simple problem and I wonder if > someone could give me a help with it. > > My problem: > > x[0] = 100 > x[1] = (1+v[1])*x[0] > x[2] = (1+v[2])*x[1] > ... > > i.e. > > x[i] = (1+v[i])*x[i-1] > and x[0]=k > > Given a set of v values I wanted to obtain the corresponding > x values in > an efficient way (i.e. without a for loop). > > For instance, if x[0] = 100 and v = c(0.2,-0.1,0.05) then I would get > x = c(120,108,113.4) > > I'm almost sure the function filter() from package tseries is the key > for getting these values but I'm really blocked. > > Any help is much appreciated. > > Luís Torgo > > -- > Luis Torgo > FEP/LIACC, University of Porto Phone : (+351) 22 339 20 93 > Machine Learning Group Fax : (+351) 22 339 20 99 > R. de Ceuta, 118, 6o email : [EMAIL PROTECTED] > 4050-190 PORTO - PORTUGAL WWW : > http://www.liacc.up.pt/~ltorgo > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html