[R] apply and cousins

John Logsdon j.logsdon at quantex-research.com
Wed Jun 8 18:41:50 CEST 2016


Folks

Is there any way to get the row index into apply as a variable?

I want a function to do some sums on a small subset of some very long
vectors, rolling through the whole vectors.

apply(X,1,function {do something}, other arguments)

seems to be the way to do it.

The subset I want is the most recent set of measurements only - perhaps a
couple of hundred out of millions - but I can't see how to index each
value.  The ultimate output should be a matrix of results the length of
the input vector.  But to do the sum I need to access the current row
number.

It is easy in a loop but that will take ages. Is there any vectorised
apply-like solution to this?

Or does apply etc only operate on each row at a time, independently of
other rows?


Best wishes

John

John Logsdon
Quantex Research Ltd
+44 161 445 4951/+44 7717758675



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