R help - Aug 2006 - cumulative growth rates indexed to a common starting point over n series of observations

What is the R way of computing cumulative growth rates given a series of 
discrete values indexed .

For instance, given a matrix of 20 observations for each of 5 series (zz), 
what is the most straight forward technique in R for computing cumulative 
growth (zzcum) ?
It seems for the solution I'm after might be imbedding the following cum 
growth rate calc as a function into a function call to apply, mapply, ...? 



zz = rnorm(100)
dim(zz) = c(20,5)
zz
zzcum=matrix(nrow=20,ncol=5)
zzcum
zzcum[1,]=100*(1+zz[1,]/100)
zzcum
for(i in 2:20){zzcum[i,] = zzcum[i-1,]*(1+zz[i,]/100)}
zzcum





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i think you can add 1 to whatever series you are considering and then use 
cumprod() but check that that works.
also do ?cumprod


----- Original Message ----- 
From: <toby_marks at americancentury.com>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, August 31, 2006 4:22 PM
Subject: [R] cumulative growth rates indexed to a common starting point over 
n series of observations

> What is the R way of computing cumulative growth rates given a series of
> discrete values indexed .
>
> For instance, given a matrix of 20 observations for each of 5 series (zz),
> what is the most straight forward technique in R for computing cumulative
> growth (zzcum) ?
> It seems for the solution I'm after might be imbedding the following
cum
> growth rate calc as a function into a function call to apply, mapply, ...?
>
>
>
> zz = rnorm(100)
> dim(zz) = c(20,5)
> zz
> zzcum=matrix(nrow=20,ncol=5)
> zzcum
> zzcum[1,]=100*(1+zz[1,]/100)
> zzcum
> for(i in 2:20){zzcum[i,] = zzcum[i-1,]*(1+zz[i,]/100)}
> zzcum
>
>
>
>
>
> ------------------------------------------------------------
> CONFIDENTIALITY NOTICE: This electronic mail transmission (i...{{dropped}}
>
> ______________________________________________
> 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
> and provide commented, minimal, self-contained, reproducible code.
>

On 31 August 2006 at 15:22, toby_marks at americancentury.com wrote:
| What is the R way of computing cumulative growth rates given a series of 
| discrete values indexed .
| 
| For instance, given a matrix of 20 observations for each of 5 series (zz), 
| what is the most straight forward technique in R for computing cumulative 
| growth (zzcum) ?
| It seems for the solution I'm after might be imbedding the following cum 
| growth rate calc as a function into a function call to apply, mapply, ...? 
| 
| 
| 
| zz = rnorm(100)
| dim(zz) = c(20,5)
| zz
| zzcum=matrix(nrow=20,ncol=5)
| zzcum
| zzcum[1,]=100*(1+zz[1,]/100)
| zzcum
| for(i in 2:20){zzcum[i,] = zzcum[i-1,]*(1+zz[i,]/100)}
| zzcum

How about cumprod() inside apply() ?

 zzcum <- matrix(rnorm(100), ncol=5)
 apply(zzcum/100 + 1, 2, cumprod)

Hth, Dirk

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