R help - Jul 2007 - Loop and cbind

Hi, I would like to apply the following function for i between 1 and 12, and
then construct a list of the return series.

for (i in 1:12){
ewma[i] <- emaTA(calm[[i]]^2,0.03)
standard[i]<- calm[[i]]/sqrt(ewma[i])
standard <- cbind(standard[i])
}

But it does not work. Could anyone give me some advice how can I achieve
this? Many thanks
-- 
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Hi 

In what way does it not work?

My guess is that you have not declared your values outside the for loop.
As they are local they will be lost on exit.

You need to declare them before:

ewma<-vector(length=12)
standard<-vector(length=12)

for ... {
	....
}

John Seers
 


 
---

Hi, I would like to apply the following function for i between 1 and 12,
and then construct a list of the return series.

for (i in 1:12){
ewma[i] <- emaTA(calm[[i]]^2,0.03)
standard[i]<- calm[[i]]/sqrt(ewma[i])
standard <- cbind(standard[i])
}

But it does not work. Could anyone give me some advice how can I achieve
this? Many thanks
--
View this message in context:
http://www.nabble.com/Loop-and-cbind-tf4024291.html#a11430500
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
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.

A more elegant way to do this is

standard <- sapply(calm, function(calmi){calmi / sqrt(emaTA(calmi ^ 2,
0.03))})

Cheers,

Thierry
------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium
tel. + 32 54/436 185
Thierry.Onkelinx op inbo.be
www.inbo.be 

Do not put your faith in what statistics say until you have carefully
considered what they do not say.  ~William W. Watt
A statistical analysis, properly conducted, is a delicate dissection of
uncertainties, a surgery of suppositions. ~M.J.Moroney

 
> -----Oorspronkelijk bericht-----
> Van: r-help-bounces op stat.math.ethz.ch 
> [mailto:r-help-bounces op stat.math.ethz.ch] Namens john seers (IFR)
> Verzonden: woensdag 4 juli 2007 15:19
> Aan: livia; r-help op stat.math.ethz.ch
> Onderwerp: Re: [R] Loop and cbind
> 
> 
> 
> 
> Hi 
> 
> In what way does it not work?
> 
> My guess is that you have not declared your values outside 
> the for loop.
> As they are local they will be lost on exit.
> 
> You need to declare them before:
> 
> ewma<-vector(length=12)
> standard<-vector(length=12)
> 
> for ... {
> 	....
> }
> 
> John Seers
>  
> 
> 
>  
> ---
> 
> Hi, I would like to apply the following function for i 
> between 1 and 12, and then construct a list of the return series.
> 
> for (i in 1:12){
> ewma[i] <- emaTA(calm[[i]]^2,0.03)
> standard[i]<- calm[[i]]/sqrt(ewma[i])
> standard <- cbind(standard[i])
> }
> 
> But it does not work. Could anyone give me some advice how 
> can I achieve this? Many thanks
> --
> View this message in context:
> http://www.nabble.com/Loop-and-cbind-tf4024291.html#a11430500
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help op 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.
> 
> ______________________________________________
> R-help op 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.
>