[R] apply/return and reuse

[Mark Knecht]

Hi,
   No, it's not about cumsum specifically. It's about building up the
list as the events go by.

   I managed to create this code but it does depend on a for loop.
Notice how the Final value on each row becomes the Initial value on
the next row. Basically I want to build a data.frame with 5-10 values
from the previous line which will help me determine what I would do on
the current line.

   This morning I had nothing while this afternoon I have this code.
I'm not sure if a real R programmer like you would approve so I'm
looking to get better.

Thanks,
Mark


InitialValue = 10000
MarginReq = 4000

MyDF = data.frame(cbind(Event= 1:10, Initial=0,
                        Offset=round(100*rnorm(10), 0) ,
                        Final=0 ))

MyDF$Initial[1] = InitialValue
MyDF

CurrentDate = 0
CurrentFinal = InitialValue
MyNumRows = dim(MyDF)[1]
MyNumRows

for (n in 1:MyNumRows) {
   ## Save values from previous row
   MyDF$Initial[n] = CurrentFinal

   # Add Offset to current value to get new total

   MyDF$Final[n] = MyDF$Initial[n] + MyDF$Offset[n]

   ## Save values for next row
   CurrentFinal = MyDF$Final[n]
}

MyDF

On Sat, Jul 18, 2009 at 3:34 PM, Gabor
Grothendieck<ggrothendieck at gmail.com> wrote:
> I am not entirely clear on what you want to do but
> if you simply want a cumulative sum use cumsum:
>
> cumsum(rep(100, 5)) + 10000
>
> or to do cumsum using Reduce and + try:
>
> Reduce("+", rep(100, 5), init = 10000, acc = TRUE)
>
> On Sat, Jul 18, 2009 at 3:59 PM, Mark Knecht<markknecht at gmail.com> wrote:
>> Hi Gabor,
>>   Thanks for the pointer to Reduce. It looks quite interesting. I
>> made an attempt to use it but I'm not clear how I would move the
>> output of the Reduce execution on row 1 to become the Initial value on
>> Row 2. In this output:
>>
>>> MyDF
>>   Event Initial Offset Final
>> 1      1   10000    -31  9969
>> 2      2       0     10    10
>> 3      3       0   -133  -133
>> 4      4       0    -91   -91
>> 5      5       0   -145  -145
>> 6      6       0     74    74
>> 7      7       0      4     4
>> 8      8       0     19    19
>> 9      9       0   -120  -120
>> 10    10       0     47    47
>>>
>>
>> It seems that the intended use of Reduce is for when I have all the
>> values previously set up in the array and then want to execute the
>> same commands down through the array. That is very powerful and makes
>> sense in most cases, but in my case I have to calculate the values on
>> a line-by-line basis where the execution of Reduce on row 1 (the 9969)
>> must become the Initial value on row 2 before Reduce it's work on row
>> 2.
>>
>> I think I'm not fully grasping your intentions here.
>>
>> Code follows.
>>
>> Thanks,
>> Mark
>>
>>
>>
>>
>> InitialValue = 10000
>>
>> MyDF = data.frame(cbind(Event = 1:10, Initial = 0, Offset = 0 , Final = 0))
>> MyDF$Offset = round(100*rnorm(10), 0)
>> MyDF$Initial[1] = InitialCash
>> MyDF
>>
>> AddPL = function(x) Reduce("+", x[2:3])
>>
>> MyDF$Final = AddPL(MyDF)
>>
>> MyDF
>>
>>
>>
>> On Fri, Jul 17, 2009 at 9:02 PM, Gabor
>> Grothendieck<ggrothendieck at gmail.com> wrote:
>>> See ?Reduce
>>>
>>> On Fri, Jul 17, 2009 at 11:10 PM, Mark Knecht<markknecht at gmail.com> wrote:
>>>> Hi,
>>>>   Is it possible to make something like the following code actually
>>>> work? My goal in this example would be that I'd see results like
>>>>
>>>> 1   10000   10100
>>>> 2   10100   10200
>>>> 3   10200   10300
>>>> 4   10300   10400
>>>>
>>>> In real usage the function would obviously do a lot more work, but the
>>>> question I cannot answer myself yet is whether the apply can return a
>>>> value from the work on one row and then use that value as the input to
>>>> the function for the next row?
>>>>
>>>> Thanks,
>>>> Mark
>>>>
>>>>
>>>> ReturnLast = function (.row, NextInitial=100) {
>>>>   .row$Initial = as.numeric(NextInitial)
>>>>   .row$Final = as.numeric(.row$Initial+100)
>>>> }
>>>>
>>>> MyStart = 10000
>>>> X = data.frame(cbind(Event = 1:10, Initial = 0, Final = 0))
>>>>
>>>> X
>>>>
>>>> MyStart  = apply(X, 1, ReturnLast( X, MyStart))
>>>>
>>>> X
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>
>>>
>>
>