R help - Feb 2007 - Newbie problem: Vectorizing a minimum function with constraints

Sorry, if this question is rather basic, but being a newbie I still have 
problems to think in the "R way".

My problem is as follows:

- I have a data frame X with stock prices X$Price and corresponding 
dates X$Date.

- Now I want to get for each date x in X$Date the index z, such that
      z = min (a | X$Date(a)>x and X$Price(a)>Price(x)

To put it simple, I am looking for the first time in the future at which 
the stock price is higher than today's stock price. If such a time does 
not exist the output should be N.A.

An example input:

Index X$Price X$Date
1     20      2000-01-01
2     25      2000-01-02
3     15      2000-01-03
4     20      2000-01-04

The output should be

Index z
1     2
2     N.A.
3     4
4     N.A.

I don't have any idea how to program this in an elegant way in R. Any 
help is thus highly appreciated.

Thanks in advance
Oliver

-- 
Oliver Faulhaber (Dipl.-Math. oec., Aktuar DAV)
oliverfaulhaber at gmx.de ? www.oliverfaulhaber.de

Try this:
> x <- c(20, 25, 15, 20)
>
> f <- function(i, x) {
+   out <- which.max(x > x[i] & seq_along(x) > i)
+   if (out == 1) NA else out
+ }
> sapply(seq_along(x), f, x)
[1]  2 NA  4 NA

On 2/2/07, Oliver Faulhaber <oliverfaulhaber at gmx.de>
wrote:
> Sorry, if this question is rather basic, but being a newbie I still have
> problems to think in the "R way".
>
> My problem is as follows:
>
> - I have a data frame X with stock prices X$Price and corresponding
> dates X$Date.
>
> - Now I want to get for each date x in X$Date the index z, such that
>      z = min (a | X$Date(a)>x and X$Price(a)>Price(x)
>
> To put it simple, I am looking for the first time in the future at which
> the stock price is higher than today's stock price. If such a time does
> not exist the output should be N.A.
>
> An example input:
>
> Index X$Price X$Date
> 1     20      2000-01-01
> 2     25      2000-01-02
> 3     15      2000-01-03
> 4     20      2000-01-04
>
> The output should be
>
> Index z
> 1     2
> 2     N.A.
> 3     4
> 4     N.A.
>
> I don't have any idea how to program this in an elegant way in R. Any
> help is thus highly appreciated.
>
> Thanks in advance
> Oliver
>
> --
> Oliver Faulhaber (Dipl.-Math. oec., Aktuar DAV)
> oliverfaulhaber at gmx.de ? www.oliverfaulhaber.de
>
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