search for: nbday

...th matrix with 103 columns and 164 rows. sequence <- matrix(seq(1 : ncol(mat1))) returns <- apply(sequence, 1, function, mat1= mat1, mat2 = mat2, day = 1) function<- function(mat1, mat2, colNb, day){ mat1<- matrix(mat1[, colNb] ) mat2<- matrix(mat2[, colNb]) nbDays <- length(mat1) returns <- abs(mat1[1:(nbDays - day)]) * ((as.ts(lag(mat2, day))/as.ts(mat2))^mat1[1:(nbDays - day)] - 1) return(returns) } I am wondering if the fact of using lag and ts is not slowering down the code, any idea? ----- Anna Lippel -- View this message in co...

...olumn array using the loop below. I tried creating a new empty array for recording the date for each daily max depth value, but it doesn't seem to be working... Any ideas or suggestions? DF <- data.frame(date,day,depth) samplesperday <- 2*60*24 # number of datapoints per day (2880 here) nbdays<- nrow(DF)/samplesperday # number of days in the dataset (5 here) MaxDepth <- array(NaN,c(nbdays,1)) # create empty array where max depth values will be stored Date <- array(NaN,c(nbdays,1)) # create empty array where date for max depth values will be stored for (i in 1:nbdays){ day...