[R] vector math: calculating a rolling 12 row product?

Chuck Cleland ccleland at optonline.net
Tue Feb 28 16:41:20 CET 2006


Sorry, I don't think I gave what you asked for, but cumprod() may still 
help.

Chuck Cleland wrote:
> How about applying cumprod to the columns and then subsetting the result?
> 
> apply(mydata, 2, cumprod)[12:30,]
> 
> ?cumprod
> 
> r user wrote:
>> I have a dataframe of numeric values with 30 “rows”
>> and 7 “columns”.
>>
>> For each column, beginning at “row” 12 and down to
>> “row” 30, I wish to calculate the “rolling 12 row
>> product”.  I.e., within each column, I wish to
>> multiply all the values in row 1:12, 2:13,…19:30.
>>
>> I wish to save the results as a new dataframe, which
>> will have 19 rows and 7 columns.
>>
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> 

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