Hi John, I may be misunderstanding what you want, but this seems to produce the output you specify:
A<-sample(-10:100,100) i<-rep(1:10,c(5:13,19)) # replace the last value of x with the maximum max_last<-function(x) return(c(x[-length(x)],max(x))) as.vector(unlist(by(A,i,max_last))) and this is what I would expect using the cummax function: as.vector(unlist(by(A,i,cummax))) Jim On Wed, May 18, 2016 at 11:32 PM, John Logsdon <j.logs...@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 > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
