R help - Nov 2004 - Running sum

I have vector X of length N that I want to have a running sum for 
(called Y).  I just need max(Y).  I do this with a "for" loop like so:

     Y <- vector(length=N)
     Y[1] <- X[1]
     for (i in 2:N) {
       Y[i] <- Y[i-1]+X[i]
     }
     return(max(Y))

Is there a faster way to do this?

Thanks,
Sean

Sean Davis wrote:
> I have vector X of length N that I want to have a running sum for 
> (called Y).  I just need max(Y).  I do this with a "for" loop
like so:
>
>     Y <- vector(length=N)
>     Y[1] <- X[1]
>     for (i in 2:N) {
>       Y[i] <- Y[i-1]+X[i]
>     }
>     return(max(Y))
>
> Is there a faster way to do this?

max(cumsum(Y))

Kjetil
>
> Thanks,
> Sean
>
> ______________________________________________
> R-help at 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
>
>

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra

See cumsum:
> x <- rnorm(10)
> cs <- function(X) { 
+      N <- length(X)
+      Y <- vector(length=N)
+      Y[1] <- X[1]
+      for (i in 2:N) {
+        Y[i] <- Y[i-1]+X[i]
+      }
+      return(max(Y))
+ }
> cs(x)
[1] 3.228554
> max(cumsum(x))
[1] 3.228554

Andy
> From: Sean Davis
> 
> I have vector X of length N that I want to have a running sum for 
> (called Y).  I just need max(Y).  I do this with a "for" loop
like so:
> 
>      Y <- vector(length=N)
>      Y[1] <- X[1]
>      for (i in 2:N) {
>        Y[i] <- Y[i-1]+X[i]
>      }
>      return(max(Y))
> 
> Is there a faster way to do this?
> 
> Thanks,
> Sean
> 
> ______________________________________________
> R-help at 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
> 
>

see ?cumsum
x <- 1:10
cumsum(x)
max(cumsum(x))

HTH, Andy

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Sean Davis
> Sent: Friday, November 19, 2004 1:09 PM
> To: r-help
> Subject: [R] Running sum
> 
> 
> I have vector X of length N that I want to have a running sum for 
> (called Y).  I just need max(Y).  I do this with a "for" loop
like so:
> 
>      Y <- vector(length=N)
>      Y[1] <- X[1]
>      for (i in 2:N) {
>        Y[i] <- Y[i-1]+X[i]
>      }
>      return(max(Y))
> 
> Is there a faster way to do this?
> 
> Thanks,
> Sean
> 
> ______________________________________________
> R-help at 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
>

Thanks all.

cumsum does the job

Sean

On Fri, 2004-11-19 at 13:08 -0500, Sean Davis wrote:
> I have vector X of length N that I want to have a running sum for 
> (called Y).  I just need max(Y).  I do this with a "for" loop
like so:
> 
>      Y <- vector(length=N)
>      Y[1] <- X[1]
>      for (i in 2:N) {
>        Y[i] <- Y[i-1]+X[i]
>      }
>      return(max(Y))
> 
> Is there a faster way to do this?
> 
> Thanks,
> Sean

Something like:
> cumsum(1:10)
 [1]  1  3  6 10 15 21 28 36 45 55
> max(cumsum(1:10))
[1] 55

Does that help?

Marc Schwartz

?cumsum

On Fri, 19 Nov 2004, Sean Davis wrote:
> I have vector X of length N that I want to have a running sum for (called
Y).
> I just need max(Y).  I do this with a "for" loop like so:
>
>    Y <- vector(length=N)
>    Y[1] <- X[1]
>    for (i in 2:N) {
>      Y[i] <- Y[i-1]+X[i]
>    }
>    return(max(Y))
>
> Is there a faster way to do this?
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

Have you considered "cumsum"? 

      > cumsum(c(1, 2, 3, -9, 2))
      [1]  1  3  6 -3 -1

      hope this helps.  spencer graves

Sean Davis wrote:
> I have vector X of length N that I want to have a running sum for 
> (called Y).  I just need max(Y).  I do this with a "for" loop
like so:
>
>     Y <- vector(length=N)
>     Y[1] <- X[1]
>     for (i in 2:N) {
>       Y[i] <- Y[i-1]+X[i]
>     }
>     return(max(Y))
>
> Is there a faster way to do this?
>
> Thanks,
> Sean
>
> ______________________________________________
> R-help at 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

-- 
Spencer Graves, PhD, Senior Development Engineer
O:  (408)938-4420;  mobile:  (408)655-4567

You could try using embed(), but I doubt it's faster.

-roger

Sean Davis wrote:
> I have vector X of length N that I want to have a running sum for 
> (called Y).  I just need max(Y).  I do this with a "for" loop
like so:
> 
>     Y <- vector(length=N)
>     Y[1] <- X[1]
>     for (i in 2:N) {
>       Y[i] <- Y[i-1]+X[i]
>     }
>     return(max(Y))
> 
> Is there a faster way to do this?
> 
> Thanks,
> Sean
> 
> ______________________________________________
> R-help at 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
> 
-- 
Roger D. Peng
http://www.biostat.jhsph.edu/~rpeng/

?cumsum is not exactly the answer (as I understand it), but a part of it.
I propose:

runSum2 <- function(x)
	cumsum(x)[-1] - c(0, cumsum(x[1:(length(x) - 2)]))

# Example
a <- round(runif(10, 0, 10))
a
runSum2(a)
max(runSum2(a)) # To get only the max

Best,

Philippe

..............................................<??}))><........
 ) ) ) ) )
( ( ( ( (    Prof. Philippe Grosjean
 ) ) ) ) )
( ( ( ( (    Numerical Ecology of Aquatic Systems
 ) ) ) ) )   Mons-Hainaut University, Pentagone
( ( ( ( (    Academie Universitaire Wallonie-Bruxelles
 ) ) ) ) )   6, av du Champ de Mars, 7000 Mons, Belgium  
( ( ( ( (       
 ) ) ) ) )   phone: + 32.65.37.34.97, fax: + 32.65.37.33.12
( ( ( ( (    email: Philippe.Grosjean at umh.ac.be
 ) ) ) ) )      
( ( ( ( (    web:   http://www.umh.ac.be/~econum
 ) ) ) ) )
..............................................................

 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Marc Schwartz
> Sent: Friday, November 19, 2004 7:57 PM
> To: Sean Davis
> Cc: R-Help
> Subject: Re: [R] Running sum
> 
> On Fri, 2004-11-19 at 13:08 -0500, Sean Davis wrote:
> > I have vector X of length N that I want to have a running sum for 
> > (called Y).  I just need max(Y).  I do this with a "for" 
> loop like so:
> > 
> >      Y <- vector(length=N)
> >      Y[1] <- X[1]
> >      for (i in 2:N) {
> >        Y[i] <- Y[i-1]+X[i]
> >      }
> >      return(max(Y))
> > 
> > Is there a faster way to do this?
> > 
> > Thanks,
> > Sean
> 
> 
> Something like:
> 
> > cumsum(1:10)
>  [1]  1  3  6 10 15 21 28 36 45 55
> 
> > max(cumsum(1:10))
> [1] 55
> 
> Does that help?
> 
> Marc Schwartz
> 
> ______________________________________________
> R-help at 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
> 
>