R help - Feb 2012 - Counting the loop-round of a "for"-loop

Dear all,

i have daily stock prices for more than 10 years and want to compute annual
volatilities for certain dates during this period.  Since i have found no
"easy" way to work with time data, the data presents itself in the
structure

TIme Index - Stock Price
1 - 15,6
2 - 17
...
...
2010 - 28
2011- 28,5
...
4500 - 23

Since I want to have the volatility only for certain dates, I define these
dates in a vector

Deal_Dates <- c(500,600,700,805)  

and use the for-command to calculate these specific volatities via 

for(i in Deal_Dates){Volatility(i)}

My problem is now, that I want to save the results in a new matrix which i
created in the structure

results <- matrix(rep(NA,4*2),4,2) in a way that

Time Index - Volatility
500 - 0.55
600 - 0.44
700 - 0.45
805 - 0.66
is stored in the results matrix.

How can I save the result of each for-loop  in the matrix? I want the
respective Time-Index of the loop to be put in the first column and the
volatility in the second column. Since my vector for the for-loop consists
of "random" values for the Time-Index, i can't write

resultsl[i,1] = Time Index and
results[i,2] = Volatility

I am looking for something that gives me the current round or iteration of
the for-loop in order to replace the "i" in adressing the cells of the
result matrix.

Hope you can help!


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Hi,

You can initialize a counter and update it in the loop. An silly example 
(unrelated to yours because it was not reproducible) of this technique is:


x <- matrix( , ncol = 2, nrow = 26)

n <- 0
for(i in letters) {
  n <- n+1
  x[n,] <- c(i, n)
}


Best,
Ista


On Sunday, February 12, 2012 07:17:33 AM jolo999 wrote:
> Dear all,
> 
> i have daily stock prices for more than 10 years and want to compute annual
> volatilities for certain dates during this period.  Since i have found no
> "easy" way to work with time data, the data presents itself in
the structure
> 
> TIme Index - Stock Price
> 1 - 15,6
> 2 - 17
> ...
> ...
> 2010 - 28
> 2011- 28,5
> ...
> 4500 - 23
> 
> Since I want to have the volatility only for certain dates, I define these
> dates in a vector
> 
> Deal_Dates <- c(500,600,700,805)
> 
> and use the for-command to calculate these specific volatities via
> 
> for(i in Deal_Dates){Volatility(i)}
> 
> My problem is now, that I want to save the results in a new matrix which i
> created in the structure
> 
> results <- matrix(rep(NA,4*2),4,2) in a way that
> 
> Time Index - Volatility
> 500 - 0.55
> 600 - 0.44
> 700 - 0.45
> 805 - 0.66
> is stored in the results matrix.
> 
> How can I save the result of each for-loop  in the matrix? I want the
> respective Time-Index of the loop to be put in the first column and the
> volatility in the second column. Since my vector for the for-loop consists
> of "random" values for the Time-Index, i can't write
> 
> resultsl[i,1] = Time Index and
> results[i,2] = Volatility
> 
> I am looking for something that gives me the current round or iteration of
> the for-loop in order to replace the "i" in adressing the cells
of the
> result matrix.
> 
> Hope you can help!
> 
> 
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Counting-the-loop-round-of-a-for-loop-tp43813
> 19p4381319.html Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org 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.

It seems to work. Simple and effective!

Thanks!

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Consider using sapply instead of a for loop, if the code in the sapply
call returns a vector, and every vector is the same length, then
sapply will automatically form it into a matrix for you.

On Sun, Feb 12, 2012 at 12:30 PM, jolo999 <jonas.lorson at ebs.de>
wrote:
> It seems to work. Simple and effective!
>
> Thanks!
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/Counting-the-loop-round-of-a-for-loop-tp4381319p4381780.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org 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.


-- 
Gregory (Greg) L. Snow Ph.D.
538280 at gmail.com