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...5 2000-01-03 4 20 2000-01-04 The output should be Index z 1 2 2 N.A. 3 4 4 N.A. I don't have any idea how to program this in an elegant way in R. Any help is thus highly appreciated. Thanks in advance Oliver -- Oliver Faulhaber (Dipl.-Math. oec., Aktuar DAV) oliverfaulhaber at gmx.de ? www.oliverfaulhaber.de

...add a straight line like lines(x,c(2,2,2),col="blue") to the first panel. How can I achieve this? Performing the "lines" does indeed create a line, but puts it in the middle of nowhere. Thanks in advance Oliver -- Oliver Faulhaber ? Heckerstr. 2a ? D-68723 Schwetzingen oliverfaulhaber at gmx.de ? http://www.oliver-faulhaber.de

Hi all, as I am trying to move slowly from just "working" to "good" code, I'd like to ask if there's a smarter way than using a for-loop in tasks like the example below. I need to obtain the extrema of the cumulated sum of a detrended time series. The following code is currently used, please have a look at the comments for my questions and remarks: system.time({ X

Hi all, in order to verify some results I did the following test in R (2.4.1., windows system): X <- cumsum(rnorm(1000000)) for (i in 1:1000) { tmp <- seq(1,length(X),by=i) X.coarse <- X[tmp] X.return <- diff(X.coarse) X.scale.mean[i] <- mean(X.return) } plot(X.scale.mean,type="l") As X is a random walk with