[R] Conditional Data Manipulation -Cumulative Product

[Pooya Lalehzari]

I noticed the data samples did not come out legible in the original email. Here is the original email with data as plain text that should make it more legible.

____________________
Hello,
I have three datasets StartSignals, MainData, StopSignals and need to compound the data for each variable in MainData over dates that fall between the Start and Stop signals. (Stop signals are common and the same to all X1:X5 variables). Please see sample below:
The one way I was thinking of doing this project was to setup a nested "FOR" loop and go through the three data matrices. Is there a more elegant way of doing this?
Thank you.

StartSignals:
Date                      X1           X2           X3           X4           X5
1/1/2014              0              0              0              0              0
1/2/2014              0              1              0              0              1
1/3/2014              0              0              1              0              0
1/4/2014              0              0              0              0              0
1/5/2014              1              0              0              0              1
1/6/2014              0              0              1              0              0
1/7/2014              0              0              0              1              0
1/8/2014              0              0              0              0              0
1/9/2014              0              0              0              0              0
1/10/2014            0              0              1              1              0
1/11/2014            1              0              0              0              0
1/12/2014            0              1              0              0              1
1/13/2014            0              0              0              0              0


MainData:
Date                      X1           X2           X3           X4           X5
1/1/2014              1.92        1.38        0.83        1.25        1.12
1/2/2014              0.67        1.51        1.21        0.06        1.24
1/3/2014              1.09        0.09        0.2          1.62        0.3
1/4/2014              1.81        1.33        1.57        1.68        1.41
1/5/2014              1.04        0.38        1.72        1.98        1.23
1/6/2014              1.69        1.12        0.76        1.45        1.99
1/7/2014              1.57        1.3          1.22        0.66        1.75
1/8/2014              0.5          1.75        0.27        0.09        1.91
1/9/2014              0              1.26        0.59        0.4          1.81
1/10/2014            1.31        1.57        1.68        0.98        1.79
1/11/2014            0.43        1.63        1.98        1.46        0.81
1/12/2014            1.51        0.78        1.63        0.46        1.84
1/13/2014            0.26        0.34        0.34        0.97        1.13


StopSignals:
Date                      Stop
1/1/2014              0
1/2/2014              0
1/3/2014              1
1/4/2014              0
1/5/2014              1
1/6/2014              0
1/7/2014              0
1/8/2014              1
1/9/2014              0
1/10/2014            0
1/11/2014            0
1/12/2014            0
1/13/2014            1

ExpectedResult:

Date                      X1           X2           X3           X4           X5
1/1/2014              0              0              0              0              0
1/2/2014              0              1.51        0              0              1.24
1/3/2014              0              0.14        0.2          0              0.37
1/4/2014              0              0              0              0              0
1/5/2014              1.04        0              0              0              1.23
1/6/2014              0              0              0.76        0              0
1/7/2014              0              0              0.93        0.66        0
1/8/2014              0              0              0.25        0.06        0
1/9/2014              0              0              0              0              0
1/10/2014            0              0              1.68        0.98        0
1/11/2014            0.43        0              3.33        1.43        0
1/12/2014            0.65        0.78        5.42        0.66        1.84
1/13/2014            0.17        0.27        1.84        0.64        2.08








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