Cumprod加上每一行的加法

Question

我有两个载体

Returns<-c(1.0582529,1.2707149,1.301343,1.1060686,1.0943494)
Contributions <-c(1000,1250,1500,1750,2000)

我希望通过贡献+下一行贡献多次返回贡献

所以

Returns[1] *Contributions [1] = Result 1
Returns [2] * Result 1 + Contributions [2] =Results 2

等

结果将是

Results = c(1058.2529,2933.131353,5769.024454,8316.556852,11289.9178)

Answer 1

答案出自大卫·阿伦堡。内存预分配和for循环。

Returns <- c(1.0582529, 1.2707149, 1.301343, 1.1060686, 1.0943494)
Contributions <- c(1000, 1250, 1500, 1750, 2000)

Results <- numeric(length(Returns))
Results[1] <- Returns[1] * Contributions[1]

for (i in seq_along(Results)[-1]) {
  Results[i] <- Returns[i] * (Results[i - 1] + Contributions[i])
}

Results
# [1]  1058.253  2933.131  5769.024  8316.557 11289.918