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infect
2002 Jun 05
0
data manipulation, tapply
...e history would precede each scenario. Easy to code, but not too
efficient.
A single scenario version might look something like this:
MakePremium <- function(mcrent,hisrent,mcinf,hisinf,current) {
rentvect <- c(hisren,mcren)
lv <- length(rentvect)
rentvect <- rentvect[(lv-10):lv]
infvect <- c(hisinf,mcinf)
lv <- length(infvect)
infvect <- infvect[(lv-9):lv]
infvect <- c(1,infvect)
realrent_mean(rentvect/cumprod((lv)))
return(current/realrent)
}
(should) produces a current rent/moving average ratio.
I initially jotted down this function with the inten...