Displaying 1 result from an estimated 1 matches for "xtshold".
2011 May 13
2
More effective calculation for loop
...y easy to show me a
better version for someone who has done this before. For some reason I seem to
have trouble getting my head around this.
#----------------------------------
#Create the example data
dDates <- seq(from=as.Date("1990-01-01"), by="day", length.out=10000);
xtsHold <- xts(rep(0, times=10000), order.by=dDates);
xtsBuy <- xts(sample(0:1,10000,replace=T), order.by=dDates);
xtsSell <- xts(sample(0:1,10000,replace=T), order.by=dDates);
print(Sys.time())
#Run the inefficient calculation
for (i in 2:length(xtsHold)){
xtsHold[i] <- xtsHold[i-1] + xtsBuy[...