# p is a vector
myfunc <- function (p) {
x[1] <- p[1]
for (i in c(2:length(p))) {
x[i] <- 0.8*p[i] + 0.2*p[i-1]
}
return (x)
}That is, I'm calculating a time-weighted average. Unfortunately the scale of the problem is big. length(p) in this case is such that each call takes about 6 seconds, and I have to call it about 2000 times (~3 hours). And, I'd like to do this each day. Thus, a more efficient method is desirable.
Of course, this could be done faster by writing it in c, but I want to avoid doing that if there already exists something internal to do the operation quickly (because I've never programmed c for use in R).
Can anybody offer a solution?
I apologise if this is a naive question.
James
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