I have a dataframe of numeric values with 30 rows
and 7 columns.
For each column, beginning at row 12 and down to
row 30, I wish to calculate the rolling 12 row
product. I.e., within each column, I wish to
multiply all the values in row 1:12, 2:13,
19:30.
I wish to save the results as
How about applying cumprod to the columns and then subsetting the result?
apply(mydata, 2, cumprod)[12:30,]
?cumprod
r user wrote:
I have a dataframe of numeric values with 30 “rows”
and 7 “columns”.
For each column, beginning at “row” 12 and down to
“row” 30, I wish to calculate the
Use as.matrix to convert your data frame to a matrix
and suppose we have this test data as a matrix:
mat - matrix(seq(30*7), 30, 7)
Then try this:
library(zoo)
mat2 - coredata(rapply(zoo(mat), 12, prod))
See:
library(zoo)
vignette(zoo)
and the various zoo help files for more
Sorry, I don't think I gave what you asked for, but cumprod() may still
help.
Chuck Cleland wrote:
How about applying cumprod to the columns and then subsetting the result?
apply(mydata, 2, cumprod)[12:30,]
?cumprod
r user wrote:
I have a dataframe of numeric values with 30 “rows”
