On Dec 19, 2010, at 8:08 AM, Torch wrote:
Hi,
is there a function that replaces the following code?
n=200
boot.x[1]=odhad+boot.res[1] #(boot.x[0]=1)
No. there is no boot.x[0] ... in R anyway.
for (j in 1:(n-1)) {
boot.x[j+1]=odhad*boot.x[j]+boot.res[j+1]
}
This is nested in two other loops, and I am looking for some way to
improve
code performance
I tried sapply and cumprod but no success.
Probably because you didn't use paper and pencil to figure out what
x_n was going to be.
You end up with a series that looks like:
boot.x[n] = odhad^n + boot.res[1]*odhad^(n-1) +boot.res[2]*odhad^(n-2)
+ ... boot.res[n]
I'm thinking you should play around with n=20 instead of 200 because
I don't know what odhad might be and I'd be afraid of overflow with
the ^200 operation. Here's a failed attempt:
geo_od <- odhad^(19:0)
geo_res <- boot.res*geo_od
boot.x <- odhad^(1:20) + cumsum(geo_res)
But that's not correct ... except for the fact that it does get the
last term correct.
Thanks
Jan
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David Winsemius, MD
West Hartford, CT
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