So I have a problem that I'm trying to get through, and I just can't
seem to get it to run very fast in R.
What I'm trying to do is to find in a vector a local peak, then the next
time that value is crossed later. I don't care about peaks that may be
lower than this first one - they can be ignored. I've tried some sapply
methods along the way, but they all are slower. The best solution I
have is a loop, and I just know there are smart R folks that could help
me eliminate it.
Peak2Return <- function(v) {
Q <- (1:m)[diff(v)<0] ; find all the peaks
L <- Q[c(TRUE,v[Q[-1]] > v[Q[-length(Q)]])]
;
eliminate lower peaks
R <- sapply(L,function (x,v) { ((x+1):length(v))[v[x] <
v[(x+1):m]][1]; }, v)
;
find the next crossing
out <- data.frame(peak=L,Return=R)
out
}
Thanks in advance!
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