Displaying 2 results from an estimated 2 matches for "ddtd".
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2007 Jan 08
3
Speeding things up
Hi,
is it possible to do this operation faster? I am going over 35k data
entries and this takes quite some time.
for(cnt in 2:length(sdata$date))
{
if(sdata$value[cnt] < sdata$value[cnt - 1]) {
sdata$ddtd[cnt] <- sdata$ddtd[cnt - 1] + sdata$value[cnt - 1] -
sdata$value[cnt]
}
else sdata$ddtd[cnt] <- 0
}
return(sdata)
Thank you,
Benjamin
2007 Jan 09
2
Logical operations or selecting data from data.frames
Hi all,
why doesn't something like this does not work?
speedy <-
(sdata$VaR < sdata$DdtdAbs) && sdata$DdtdDuration >= qpois(pct,lambda) &&
sdata$Ddtd > MinDD
or sdata$Ddtd[sdata$Ddtd > 0 && sdata$VaR < sdata$DdtdAbs]
sdata looks like this:
dataId date value Ddtd VaR DdtdAbs DdtdDuration
18948 79637 2004-07-27 10085.10...