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...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 context: http://n4.nabble.com/Code-working-but-too-slow-any-idea-for-how-to-speed-it-up-no-loop-in-it-tp1483110p1483110.html Sent from the R help mailing list archive at Nabble.com.