Belated answer:
A few remarks regarding your questions:
Your running max problem could be solved in the following way:
(which is a soution based o Duncan Murdoch's suggestion,
but a little bit more general.
foldOrbit<-function(x,fun){
res<-numeric(length(x))
res[1]<-x[1]
for (i in 2:length(x)) res[i]<-fun(res[i-1],x[i])
res
}
or more generally
applySliding<-function(x,fun,winlength=length(x)){
res<-numeric(length(x))
for (i in seq_along(x)) {res[i]<-fun(x[(max(1,i-winlength+1)):i])}
res
}
foldOrbit(x,max)
will give you the running maxes of vector x.
For max, taking the max of the max of the sequence without the last
element
and the last element gives the max of the whole sequence.
It also works for min, sum, prod (all these are associative).
applySliding is more general. The second argument is the function you
want to apply "in running mode".
If you do not give the winlength, it will apply the function in
"running mode" an give correct result for
nonassociatve functions also.
If you give the winlength, it will only use the last winlength
elements of the vector.
Examples:
foldOrbit(1:10,max)
applySliding(1:10,max)
applySliding(1:10,max,3)
And now, for something completely different:
You seem to want to combine Excel and R in you work.
Possibly you can make your work easier if you user RExcel,
which is an add-in allowing to use R from within Excel.
Information is available at rcom.univie.ac.at
and there is (half hour long) video demonstrating how to use
R from within Excel.
On Jul 1, 2009, at 10:26 PM, Mark Knecht wrote:
On Wed, Jul 1, 2009 at 12:54 PM, Duncan
Murdoch<murd...@stats.uwo.ca> wrote:
On 01/07/2009 1:26 PM, Mark Knecht wrote:
On Wed, Jul 1, 2009 at 9:39 AM, Duncan Murdoch<murd...@stats.uwo.ca>
wrote:
On 01/07/2009 11:49 AM, Mark Knecht wrote:
Hi,
I have a data.frame that is date ordered by row number - earliest
date first and most current last. I want to create a couple of new
columns that show the max and min values from other columns *so
far* -
not for the whole data.frame.
It seems this sort of question is really coming from my lack of
understanding about how R intends me to limit myself to portions
of a
data.frame. I get the impression from the help files that the
generic
way is that if I'm on the 500th row of a 1000 row data.frame and
want
to limit the search max does to rows 1:500 I should use something
like [1:row] but it's not working inside my function. The idea
works
outside the function, in the sense I can create tempt1[1:7] and
the
max function returns what I expect. How do I do this with row?
Simple example attached. hp should be 'highest p', ll should be
'lowest l'. I get an error message "Error in 1:row : NA/NaN
argument"
Thanks,
Mark
<SNIP>
HighLow = function (MyFrame) {
temp1 <- MyFrame$p[1:row]
MyFrame$hp <- max(temp1) ## Highest p
temp1 <- MyFrame$l[1:row]
MyFrame$ll <- min(temp1) ## Lowest l
return(MyFrame)
}
You get an error in this function because you didn't define row,
so R
assumes you mean the function in the base package, and 1:row
doesn't make
sense.
What you want for the "highest so far" is the cummax (for
"cumulative
maximum") function. See ?cummax.
Duncan Murdoch
Duncon,
OK, thanks. That makes sense, as long as I want the cummax from
the
beginning of the data.frame. (Which is exactly what I asked for!)
How would I do this in the more general case if I was looking for
the cummax of only the most recent 50 rows in my data.frame? What
I'm
trying to get down to is that as I fill in my data.frame I need to
be
able get a max or min or standard deviation of the previous so many
rows of data - not the whole column - and I'm just not grasping
how to
do this. Is seems like I should be able to create a data set that's
only a portion of a column while I'm in the function and then take
the
cummax on that, or use it as an input to a standard deviation, etc.?
What you describe might be called a "running max". The caTools
package has
a runmax function that probably does what you want.
More generally, you can always write a loop. They aren't
necesssrily fast
or elegant, but they're pretty general. For example, to calculate
the max
of the previous 50 observations (or fewer near the start of a
vector), you
could do
x <- ... some vector ...
result <- numeric(length(x))
for (i in seq_along(x)) {
result[i] <- max( x[ max(1, i-49):i ])
}
Duncan Murdoch
Thanks for the pointer. I'll check it out.
Today I've managed to get pretty much all of my Excel spreadsheet
built in R except for some of the charts. It took me a week and a half
in Excel. This is my 3rd full day with R. Charts are next.
I appreciate your help and the help I've gotten from others. Thanks
so much.
cheers,
Mark
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