R help - Feb 2006 - vector math: calculating a rolling 12 row product?

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 a new dataframe, which
will have 19 rows and 7 columns.

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 ?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 a new dataframe, which
> will have 19 rows and 7 columns.
> 
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http://www.R-project.org/posting-guide.html
> 
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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 info.


On 2/28/06, r user <ruser2006 at yahoo.com> 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 "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 a new dataframe, which
> will have 19 rows and 7 columns.
>
> ______________________________________________
> 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
>