On 26-01-2012, at 17:58, Brian Diggs wrote:
> On 1/25/2012 10:09 AM, patzoul wrote:
>> I have 2 series of data a,b and I would like to calculate a new series which
>> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
>> How can I do that without using a loop?
>
> A combination of Reduce and Map will work. Map to stitch together the a and
> b vectors, Reduce to step along them, allowing for accumulation.
>
> a <- c(2,4,3,5)
> b <- c(1,3,5,7)
>
> z <- Reduce(function(zm1, coef) {coef[1] * zm1 + coef[2]},
> Map(c, a, b),
> init = b[1], accumulate = TRUE)
>
> > z
> [1] 1 3 15 50 257
I don't think so.
a <- c(2,4,3,5)
b <- c(1,3,5,7)
z <- rep(0,length(a))
z[1] <- b[1]
for( t in 2:length(a) ) { z[t] <- a[t] * z[t-1] + b[t] }
z
gives
[1] 1 7 26 137
and this agrees with a manual calculation.
You get a vector of length 5 as result. It should be of length 4 with your data.
If you change the Reduce expression to this
u <- Reduce(function(zm1, coef) {coef[1] * zm1 + coef[2]},
Map(c, a[-1], b[-1]),
init = b[1], accumulate = TRUE)
then you get the correct result.
> u
[1] 1 7 26 137
Berend
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