[R] Vectorised operations

Jim Lemon drjimlemon at gmail.com
Thu May 19 00:07:08 CEST 2016

Hi John,
I may be misunderstanding what you want, but this seems to produce the
output you specify:

# replace the last value of x with the maximum
max_last<-function(x) return(c(x[-length(x)],max(x)))

and this is what I would expect using the cummax function:



On Wed, May 18, 2016 at 11:32 PM, John Logsdon
<j.logsdon at quantex-research.com> wrote:
> Folks
> I have some very long vectors - typically 1 million long - which are
> indexed by another vector, same length, with values from 1 to a few
> thousand, sp each sub part of the vector may be a few hundred values long.
> I want to calculate the cumulative maximum of each sub part the main
> vector by the index in an efficient manner.  This can obviously be done in
> a loop but the whole calculation is embedded within many other
> calculations which would make everything very slow indeed.  All the other
> sums are vectorised already.
> For example,
> A=c(1,2,1,  -3,5,6,7,4,  6,3,7,6,9, ...)
> i=c(1,1,1,   2,2,2,2,2,  3,3,3,3,3, ...)
> where A has three levels that are not the same but the levels themselves
> are all monotonic non-decreasing.
> the answer to be a vector of the same length:
> R=c(1,2,2,  -3,5,6,7,7,  6,6,7,7,9, ...)
> If I could reset the cumulative maximum to -1e6 (eg) at each change of
> index, a simple cummax would do but I can't see how to do this.
> The best way I have found so far is to use the aggregate command:
> as.vector(unlist(aggregate(a,list(i),cummax)[[2]]))
> but rarely this fails, returning a shorter vector than expected and seems
> rather ugly,  converting to and from lists which may well be an
> unnecessary overhead.
> I have been trying other approaches using apply() methods but either it
> can't be done using them or I can't get my head round them!
> Any ideas?
> Best wishes
> John
> John Logsdon
> Quantex Research Ltd
> +44 161 445 4951/+44 7717758675
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