我正在努力对各种索引的投资组合进行滚动回报分析。
我的数据如下：
Date Week Tag A B C D
01-Apr-02 A 1000.22 1000.297241 1001.34 1138.95
08-Apr-02 B 1001.98 1003.909643 1009.08 1135.25
15-Apr-02 C 1002.75 1003.856787 1008.17 1134.15
22-Apr-02 D 1004.16 1006.063778 1009.84 1104.15
01-May-02 A 1005.76 1007.869839 1010.72 1084.5
08-May-02 B 1007.12 1009.566546 1010.34 1117.6
15-May-02 C 1008.32 1009.770422 1005.98 1107.8
22-May-02 D 1009.36 1009.037303 999.96 1045.3
01-Jun-02 A 1011.98 1012.746664 1008.07 1028.8
08-Jun-02 B 1013.39 1015.132131 1010.55 1048.8
15-Jun-02 C 1014.63 1016.568085 1012.27 1085.7
22-Jun-02 D 1016.13 1018.41581 1013.99 1062.55
01-Jul-02 A 1018.14 1023.218417 1019.7 1068.95
08-Jul-02 B 1019.84 1026.083814 1024.45 1082.05
15-Jul-02 C 1021.14 1028.486688 1027.564172 1048
22-Jul-02 D 1023.5 1031.240441 1031.13 1012
01-Aug-02 A 1024.63 1033.465421 1035.21 957.7
08-Aug-02 B 1025.7 1035.236438 1039.2 953.55
15-Aug-02 C 1026.201655 1036.09057 1039.246449 969.65
22-Aug-02 D 1027.97 1037.762276 1041.19 985.7
01-Sep-02 A 1029.59 1040.871387 1046.37 1010.6
08-Sep-02 B 1030.64 1042.705834 1049.239327 995.2
15-Sep-02 C 1031.62 1043.697729 1050.24 992
22-Sep-02 D 1032.23 1045.010044 1052.024472 969.6
01-Oct-02 A 1034.05 1046.977936 1054.24 955.2
08-Oct-02 B 1035.31 1048.97826 1058.36 960.8
15-Oct-02 C 1036.06 1050.510523 1060.84 972.45
22-Oct-02 D 1037.24 1051.926384 1063.8 962.5
01-Nov-02 A 1039.35 1055.232479 1069.54 951.45
08-Nov-02 B 1039.87 1056.367703 1073.43 956.95
15-Nov-02 C 1040.76 1058.060143 1079.49 990.35
22-Nov-02 D 1042.35 1062.160215 1084.65 1020.15
01-Dec-02 A 1043.56 1064.627876 1088.51 1050.15
08-Dec-02 B 1044.23 1065.741083 1090.44 1069.8
15-Dec-02 C 1045.35 1066.969671 1092.22 1086.2
22-Dec-02 D 1046.64 1068.907587 1097.91 1079.3
01-Jan-03 A 1048.14 1068.977982 1107.35 1100.15
08-Jan-03 B 1049.39 1070.66448 1111.02 1089.35
15-Jan-03 C 1050.33 1072.508757 1115.6 1085
22-Jan-03 D 1051.33 1073.329042 1115.95 1082.9
01-Feb-03 A 1051.63 1070.731786 1099.07 1041.85
08-Feb-03 B 1052.69 1070.854545 1093.24 1057.5
15-Feb-03 C 1054.19 1070.15693 1084.34 1036
22-Feb-03 D 1055.21 1070.568894 1086.2 1066.15
01-Mar-03 A 1056.12 1075.540611 1103.52 1063.4
08-Mar-03 B 1057.33 1075.492233 1100.81 1017.1
15-Mar-03 C 1058.38 1075.849639 1101.09 999.65
22-Mar-03 D 1059.39 1077.036704 1104.86 1037.15
01-Apr-03 A 1061.03 1078.899938 1109.51 984.3
08-Apr-03 B 1062.7 1081.54 1120.99 1018.1
15-Apr-03 C 1063.71 1083 1125.4 951.2
22-Apr-03 D 1064.71 1085.38 1128.64 943.5
01-May-03 A 1066.26 1086.7 1129.2 934.05
08-May-03 B 1067.38 1088.09 1131.75 941.55
15-May-03 C 1068.1 1089.78 1136.39 959.85
22-May-03 D 1069.07 1091.97 1142.48 963.25
01-Jun-03 A 1070.16 1093.43 1146.05 1006.8
08-Jun-03 B 1070.85 1094.48 1148.66 1046.4
15-Jun-03 C 1071.71 1095.06 1148.46 1056.2
22-Jun-03 D 1072.58 1095.36 1149.9 1100.25
01-Jul-03 A 1073.82 1096.34 1149.77 1130.7
08-Jul-03 B 1074.68 1097.21 1150.12 1145.9
15-Jul-03 C 1075.55 1098.48 1152.59 1159.85
22-Jul-03 D 1076.42 1099.89 1154.23 1109.2
01-Aug-03 A 1077.66 1102.39 1158.51 1195.75
08-Aug-03 B 1078.53 1103.03 1160.09 1222.65
15-Aug-03 C 1079.28 1103.5 1160.65 1247.75
22-Aug-03 D 1080.28 1104.48 1161.25 1311.15
01-Sep-03 A 1081.99 1110.28 1173.57 1375.95
08-Sep-03 B 1082.78 1110.74 1173.11 1417.35
15-Sep-03 C 1083.41 1110.98 1172.21 1329.25
22-Sep-03 D 1084.1 1112.67 1174.15 1302.9
01-Oct-03 A 1085.14 1118.15 1184.37 1420.85
08-Oct-03 B 1086.28 1122.37 1191.28 1478.6
15-Oct-03 C 1086.76 1124.63 1196.04 1537
22-Oct-03 D 1087.53 1122.64 1189.52 1494.1
01-Nov-03 A 1088.79 1121.45 1186.81 1555.9
08-Nov-03 B 1089.59 1121.9 1188.07 1592.05
15-Nov-03 C 1090.49 1120.69 1184.87 1562.8
22-Nov-03 D 1091.56 1120.05 1182.52 1540.7
01-Dec-03 A 1092.61 1119.75 1179.61 1657.65
08-Dec-03 B 1093.58 1121.41 1182.17 1646.25
15-Dec-03 C 1094.35 1125.38 1187.27 1723.95
22-Dec-03 D 1094.78 1127.79 1192.93 1789.15
01-Jan-04 A 1095.99 1129.56 1195.79 1912.25
08-Jan-04 B 1096.83 1130.5 1197.22 1968.55
15-Jan-04 C 1097.66 1130.77 1196.82 1944.45
22-Jan-04 D 1098.48 1130.76 1196.17 1770.5
01-Feb-04 A 1099.46 1130.17 1193.04 1809.75
08-Feb-04 B 1100.3 1131 1193.91 1833.65
15-Feb-04 C 1101.41 1129.7 1189.97 1913.6
22-Feb-04 D 1102.04 1129.02 1189.05 1852.65
01-Mar-04 A 1103.15 1131.99 1193.2 1852.7
08-Mar-04 B 1103.96 1134.27 1196.61 1885.25
15-Mar-04 C 1104.98 1137.07 1200.87 1763.4
22-Mar-04 D 1105.8 1138.56 1203.42 1685
01-Apr-04 A 1106.86 1141.88 1208.51 1819.65
08-Apr-04 B 1107.73 1144.11 1211.48 1853.55
15-Apr-04 C 1108.62 1145.34 1213.75 1861.95
22-Apr-04 D 1109.65 1146.1 1214.51 1889.55
01-May-04 A 1110.29 1146.35 1212.8 1796.1
08-May-04 B 1111.56 1147.19 1213 1804.45
15-May-04 C 1112.4 1146.48 1209.43 1582.4
22-May-04 D 1113.04 1146.21 1208.78 1560.2
01-Jun-04 A 1114.3 1145.92 1205.53 1507.9
08-Jun-04 B 1115.15 1146.89 1206.53 1550.55
15-Jun-04 C 1115.91 1142.64 1196.9 1501
22-Jun-04 D 1116.62 1141.45 1190.16 1474.7
01-Jul-04 A 1117.73 1143.1 1189.1 1537.2
08-Jul-04 B 1118.2 1144.28 1189.2 1518.15
15-Jul-04 C 1119.35 1144.03 1185.78 1539.4
22-Jul-04 D 1120.2 1145.66 1187.27 1598.1
01-Aug-04 A 1121.24 1144.47 1180.77 1632.3
08-Aug-04 B 1122.02 1144.06 1177.71 1633.4
15-Aug-04 C 1122.7 1137.81 1163.45 1598.2
22-Aug-04 D 1123.08 1141 1168.38 1590.35
01-Sep-04 A 1124.79 1146.57 1182.88 1635.45
08-Sep-04 B 1125.72 1147.68 1185.15 1656.25
15-Sep-04 C 1126.39 1147.07 1182.03 1683.2
22-Sep-04 D 1127.25 1149.7 1185.19 1753.9
01-Oct-04 A 1128.22 1149.92 1182.86 1775.15
08-Oct-04 B 1128.66 1147.61 1178.63 1820.2
15-Oct-04 C 1129.57 1149.09 1177.94 1795
22-Oct-04 D 1130.08 1149.62 1179.18 1779.75
01-Nov-04 A 1131.39 1149.97 1177.02 1797.75
08-Nov-04 B 1132.18 1149.15 1170.18 1862.8
15-Nov-04 C 1132.58 1149.17 1170.06 1872.95
22-Nov-04 D 1134.01 1150.71 1172.38 1873.35
01-Dec-04 A 1135.57 1154.08 1178.13 1962.05
08-Dec-04 B 1136.93 1155.34 1183.26 1977.95
15-Dec-04 C 1138.11 1156.44 1184.21 2028.7
22-Dec-04 D 1138.83 1157.68 1187.08 2035.35
01-Jan-05 A 1140.21 1159.81 1190.65 2080.5
08-Jan-05 B 1141.13 1161.03 1193.28 2015.5
15-Jan-05 C 1142.13 1162.01 1192.63 1931.1
22-Jan-05 D 1143.13 1162.86 1193.48 1925.3
01-Feb-05 A 1144.87 1165.1 1196.16 2059.85
08-Feb-05 B 1145.77 1166.64 1199.72 2055.15
15-Feb-05 C 1146.9 1168.41 1202.66 2089.95
22-Feb-05 D 1147.7 1169.66 1204.33 2058.4
01-Mar-05 A 1148.78 1170.55 1203.64 2084.4
08-Mar-05 B 1149.36 1171.7 1206.15 2168.95
15-Mar-05 C 1150.61 1173.11 1207.15 2128.95
22-Mar-05 D 1151.54 1174.18 1207.16 2061.6
01-Apr-05 A 1152.97 1176.03 1209.32 2067.65
08-Apr-05 B 1153.94 1176.55 1206.38 2031.2
15-Apr-05 C 1155.33 1177.89 1207.24 1956.3
22-Apr-05 D 1155.83 1178.74 1208.14 1967.35
01-May-05 A 1157.47 1179.71 1205.95 1902.5
08-May-05 B 1158.44 1180.95 1207.95 1977.5
15-May-05 C 1159.49 1182.48 1211.72 1988.3
22-May-05 D 1160.47 1183.87 1215.5 1992.4
01-Jun-05 A 1161.99 1185.58 1218.01 2087.55
08-Jun-05 B 1163.1 1187.27 1223.52 2112.4
15-Jun-05 C 1164 1188.03 1222.69 2128.65
22-Jun-05 D 1165.07 1189.36 1225.81 2187.35
01-Jul-05 A 1166.38 1190.71 1226.76 2211.9
08-Jul-05 B 1167.36 1191.5 1225.48 2196.2
15-Jul-05 C 1168.4 1193.31 1225.91 2212.55
22-Jul-05 D 1169.26 1194.45 1227.58 2265.6
01-Aug-05 A 1170.77 1196.6 1232.24 2318.05
08-Aug-05 B 1172.07 1197.81 1233.29 2324.4
15-Aug-05 C 1172.92 1198.65 1233.45 2361.55
22-Aug-05 D 1174.31 1200.17 1235.27 2367.85
01-Sep-05 A 1175.62 1201.89 1237.12 2405.75
08-Sep-05 B 1176.65 1203.38 1239.47 2454.45
15-Sep-05 C 1177.62 1204.69 1240.93 2523.95
22-Sep-05 D 1178.71 1205.93 1241.73 2476.5
01-Oct-05 A 1180.03 1207.37 1241.78 2601.4
08-Oct-05 B 1180.62 1207.99 1242.08 2574.05
15-Oct-05 C 1181.67 1209.1 1243.58 2484.4
22-Oct-05 D 1182.42 1209.13 1243.59 2443.75
01-Nov-05 A 1183.98 1210.97 1246.29 2386.75
08-Nov-05 B 1185.26 1212.43 1247.04 2492.65
15-Nov-05 C 1186.16 1213.5 1248.5 2558.7
22-Nov-05 D 1187.36 1214.17 1249.73 2572.85
01-Dec-05 A 1188.48 1215.36 1251.32 2698.95
08-Dec-05 B 1189.55 1216.12 1252.07 2706.7
15-Dec-05 C 1190.92 1215.07 1250.83 2778.55
22-Dec-05 D 1191.75 1211.08 1246.65 2835.25
01-Jan-06 A 1192.7 1212.4 1248.42 2836.55
08-Jan-06 B 1194.01 1216 1252.82 2914
15-Jan-06 C 1195.3 1216.92 1253.54 2850.55
22-Jan-06 D 1196.5 1218.08 1254.61 2900.95
01-Feb-06 A 1198.95 1217.12 1250.83 2971.55
08-Feb-06 B 1200.36 1218.38 1251.23 3008.95
15-Feb-06 C 1201.79 1218.57 1250.94 3022.2
22-Feb-06 D 1201.85 1218.93 1251.26 3050.8
01-Mar-06 A 1203.01 1217.79 1249.02 3123.1
08-Mar-06 B 1203.78 1215.52 1244.91 3116.7
15-Mar-06 C 1204.96 1216.77 1245.88 3195.35
22-Mar-06 D 1206.79 1218.57 1247.93 3240.15
01-Apr-06 A 1208.82 1220.91 1248.87 3402.55
08-Apr-06 B 1213.08 1225.48 1252.25 3454.8
15-Apr-06 C 1214.44 1227.29 1253.55 3345.5
22-Apr-06 D 1216.34 1231.04 1258.15 3573.05
01-May-06 A 1217.58 1232.59 1259.44 3557.6
08-May-06 B 1219.2 1234.02 1259.97 3693.15
15-May-06 C 1220.8 1235.63 1261.07 3502.95
22-May-06 D 1222.03 1236.6 1261.89 3081.35
01-Jun-06 A 1223.72 1238.58 1263.41 2962.25
08-Jun-06 B 1224.86 1239.42 1263.86 2724.35
15-Jun-06 C 1225.92 1240.45 1263.82 2798.8
22-Jun-06 D 1226.78 1241.21 1263.3 2994.75
01-Jul-06 A 1228.21 1241.79 1261.73 3128.2
08-Jul-06 B 1229.65 1243.25 1262.78 3075.85
15-Jul-06 C 1231.09 1244.79 1263.68 3123.35
22-Jul-06 D 1232.38 1248.04 1265.39 2945
01-Aug-06 A 1234.48 1251.74 1267.47 3147.8
08-Aug-06 B 1235.83 1253.53 1268.84 3212.4
15-Aug-06 C 1236.99 1255.16 1271.46 3313.1
22-Aug-06 D 1238.42 1256.67 1273.24 3364.6
01-Sep-06 A 1240.15 1258.7 1275.76 3435.45
08-Sep-06 B 1241.47 1260.42 1278.37 3471.45
15-Sep-06 C 1242.68 1261.67 1278.89 3478.6
22-Sep-06 D 1244.04 1263.09 1281.26 3544.05
01-Oct-06 A 1245.71 1264.89 1283.36 3588.4
08-Oct-06 B 1246.89 1266.33 1285.06 3569.7
15-Oct-06 C 1248.35 1267.76 1286.59 3676.05
22-Oct-06 D 1249.76 1268.87 1287.54 3683.5
01-Nov-06 A 1252.22 1271.16 1290.59 3767.05
08-Nov-06 B 1253.47 1272.12 1291.81 3777.3
15-Nov-06 C 1254.9 1273.46 1294.34 3876.3
22-Nov-06 D 1256.39 1274.83 1296.78 3954.75
01-Dec-06 A 1258.31 1276.77 1299.57 3997.6
08-Dec-06 B 1259.81 1278.37 1301.59 3962
15-Dec-06 C 1260.62 1278.29 1298.49 3888.65
22-Dec-06 D 1261.97 1278.9 1299.38 3871.15
01-Jan-07 A 1263.48 1278.7 1297.47 3966.4
08-Jan-07 B 1266.59 1281.09 1298.79 3933.4
15-Jan-07 C 1268.08 1282.32 1299.27 4078.4
22-Jan-07 D 1269.76 1282.83 1298.79 4102.45
01-Feb-07 A 1271.87 1285.08 1300.75 4137.2
08-Feb-07 B 1273.5 1286.13 1301.51 4223.4
15-Feb-07 C 1274.16 1284.91 1297 4146.2
22-Feb-07 D 1275.91 1283.71 1296.45 4040
01-Mar-07 A 1277.34 1283.69 1294.86 3811.2
08-Mar-07 B 1278.94 1284.86 1294.8 3761.65
15-Mar-07 C 1280.72 1286.77 1294.08 3643.6
22-Mar-07 D 1283.07 1288.37 1295.76 3875.9
01-Apr-07 A 1285.85 1290.28 1295.33 3821.55
08-Apr-07 B 1291.86 1294.06 1296.97 3752
15-Apr-07 C 1295.43 1296.81 1299.54 3917.35
22-Apr-07 D 1296.58 1297.76 1300.96 4083.55
01-May-07 A 1299.78 1300.22 1303.63 4087.9
08-May-07 B 1302.33 1303.77 1304.2 4077
15-May-07 C 1304.71 1306.28 1303.27 4120.3
22-May-07 D 1307.39 1309.61 1306.22 4278.1
01-Jun-07 A 1311.7 1314.34 1310.27 4297.05
08-Jun-07 B 1313.89 1317.99 1312.97 4145
15-Jun-07 C 1314.11 1318.72 1313.45 4171.45
22-Jun-07 D 1316.71 1321.84 1316.73 4252.05
01-Jul-07 A 1318.08 1324.5 1319.11 4318.3
08-Jul-07 B 1321.24 1329.95 1325.45 4384.85
15-Jul-07 C 1323.99 1336 1334.58 4504.55
22-Jul-07 D 1325.18 1341.91 1346.12 4566.05
01-Aug-07 A 1324.99 1341.25 1345.89 4345.85
08-Aug-07 B 1326.15 1342.06 1345.98 4462.1
15-Aug-07 C 1325.87 1339.18 1340.49 4370.2
22-Aug-07 D 1327.38 1340.64 1341.15 4153.15
01-Sep-07 A 1329 1341.94 1341.12 4464
08-Sep-07 B 1331.31 1344.77 1343.47 4509.5
15-Sep-07 C 1332.72 1348.65 1346.41 4518
22-Sep-07 D 1335.3 1352.27 1351.24 4837.55
01-Oct-07 A 1337.7 1354.67 1353.35 5068.95
08-Oct-07 B 1340.06 1358.23 1357.46 5085.1
15-Oct-07 C 1341.85 1360.91 1359.8 5670.4
22-Oct-07 D 1343.53 1363.68 1363.74 5184
01-Nov-07 A 1345.06 1366.07 1368.18 5866.45
08-Nov-07 B 1345.27 1366.27 1367.85 5698.75
15-Nov-07 C 1346.66 1367.6 1369.69 5912.1
22-Nov-07 D 1348.4 1368.9 1371.45 5519.35
01-Dec-07 A 1350.99 1371.58 1375.11 5762.75
08-Dec-07 B 1352.57 1373.67 1378.01 5974.3
15-Dec-07 C 1354.17 1374.46 1378.18 6047.7
22-Dec-07 D 1356.03 1376.54 1380.78 5766.5
01-Jan-08 A 1359.83 1383.16 1390.94 6144.35
08-Jan-08 B 1361.65 1386.53 1396.32 6287.85
15-Jan-08 C 1363.01 1388.43 1400.54 6074.25
22-Jan-08 D 1364.61 1390.15 1402.43 4899.3
01-Feb-08 A 1367.05 1392.11 1403.59 5317.25
08-Feb-08 B 1368.86 1394.03 1406.16 5120.35
15-Feb-08 C 1369.75 1393.9 1404.74 5302.9
22-Feb-08 D 1370.48 1392.48 1400.06 5110.75
01-Mar-08 A 1372.88 1394.91 1402.41 5223.5
08-Mar-08 B 1374.38 1396.12 1403.17 4771.6
15-Mar-08 C 1376.45 1396.59 1403.84 4745.8
22-Mar-08 D 1378.03 1398.25 1404.64 4573.95
01-Apr-08 A 1382.85 1404.31 1402.21 4739.55
08-Apr-08 B 1387.94 1408.24 1400.75 4709.65
15-Apr-08 C 1389.88 1401.82 1401.89 4879.65
22-Apr-08 D 1390.7 1410.81 1399.28 5049.3
01-May-08 A 1393.22 1415.78 1407.74 5165.9
08-May-08 B 1395.86 1418.98 1412.42 5081.7
15-May-08 C 1397.35 1420.06 1414 5115.25
22-May-08 D 1398.97 1420.15 1411.03 5025.45
01-Jun-08 A 1400.99 1422.46 1411.03 4870.1
08-Jun-08 B 1402.2 1422.96 1408.64 4627.8
15-Jun-08 C 1403.77 1422.05 1404.25 4517.1
22-Jun-08 D 1405.51 1420.19 1395.23 4347.55
01-Jul-08 A 1407.7 1418.38 1386.29 3896.75
08-Jul-08 B 1410.28 1418.95 1380.72 3988.55
15-Jul-08 C 1411.78 1419.48 1379.24 3861.1
22-Jul-08 D 1413.94 1421.16 1382.38 4240.1
01-Aug-08 A 1417.34 1422.69 1383.47 4413.55
08-Aug-08 B 1419.85 1425.76 1387.76 4529.5
15-Aug-08 C 1421.5 1427.823 1390.2 4430.7
22-Aug-08 D 1424.04 1429.12 1390.68 4327.45
01-Sep-08 A 1427.46 1432.89 1394.7 4348.65
08-Sep-08 B 1430.14 1435.4 1397.49 4482.3
15-Sep-08 C 1432.4 1437.75 1401.22 4072.9
22-Sep-08 D 1434.64 1438.65 1401.16 4223.05
01-Oct-08 A 1437.77 1441.48 1403.02 3950.75
08-Oct-08 B 1439.72 1440.87 1400.4 3513.65
15-Oct-08 C 1442.4 1442.29 1401.91 3338.4
22-Oct-08 D 1445.42 1448.08 1408.95 3065.15
01-Nov-08 A 1448.67 1449.61 1409.09 2885.6
08-Nov-08 B 1452.57 1453.15 1409.15 2973
15-Nov-08 C 1455.32 1456.37 1415.35 2810.35
22-Nov-08 D 1458.12 1461.13 1424.56 2693.45
01-Dec-08 A 1462.31 1467.14 1431.11 2682.9
08-Dec-08 B 1465.5 1484.28 1459.02 2784
15-Dec-08 C 1467.88 1495.1 1479.75 2981.2
22-Dec-08 D 1470.67 1505.65 1500.26 3039.3
01-Jan-09 A 1474.69 1512.35 1513.54 3033.45
08-Jan-09 B 1477.82 1517.8 1504.29 2920.4
15-Jan-09 C 1481.24 1526.16 1516.7 2736.7
22-Jan-09 D 1483.78 1524.45 1508.82 2713.8
01-Feb-09 A 1486.23 1525.53 1504.76 2874.8
08-Feb-09 B 1488.6 1529.78 1505.28 2843.1
15-Feb-09 C 1490.93 1533.54 1507.91 2948.35
22-Feb-09 D 1493.65 1536.49 1508.15 2736.45
01-Mar-09 A 1496.11 1539.75 1510.38 2763.65
08-Mar-09 B 1498.07 1541.08 1508.17 2620.15
15-Mar-09 C 1499.24 1534.94 1490.49 2719.25
22-Mar-09 D 1501.18 1539.94 1506.07 2807.05
01-Apr-09 A 1504.63 1541.81 1505.33 3060.35
08-Apr-09 B 1509.96 1552.99 1518.18 3342.95
15-Apr-09 C 1511.9 1557.92 1527.64 3484.15
22-Apr-09 D 1515.7 1571.78 1557.86 3330.3
01-May-09 A 1516.54 1569.84 1549.59 3473.95
08-May-09 B 1518.64 1574.21 1550.34 3620.7
15-May-09 C 1520 1574.82 1546.54 3671.65
22-May-09 D 1520.88 1574.21 1541.81 4238.5
01-Jun-09 A 1522.08 1571.33 1534.83 4529.9
08-Jun-09 B 1523.03 1571.46 1535.31 4429.9
15-Jun-09 C 1523.79 1571.71 1533.99 4484
22-Jun-09 D 1524.54 1573.78 1536.4 4235.25
01-Jul-09 A 1525.61 1580.23 1543.92 4340.9
08-Jul-09 B 1526.26 1582.28 1542.12 4078.9
15-Jul-09 C 1527 1586.49 1547.37 4233.5
22-Jul-09 D 1527.68 1585.49 1546.83 4398.9
01-Aug-09 A 1528.54 1585.1 1543.1 4636.45
08-Aug-09 B 1529.26 1582.68 1537.87 4481.4
15-Aug-09 C 1530 1582.87 1537.85 4580.05
22-Aug-09 D 1530.88 1583.4 1535.47 4528.8
01-Sep-09 A 1532.14 1582.37 1529.35 4625.35
08-Sep-09 B 1532.99 1583.18 1532.44 4805.25
15-Sep-09 C 1533.81 1585.22 1536.23 4892.1
22-Sep-09 D 1534.66 1587.71 1541.81 5020.2
01-Oct-09 A 1535.78 1592.26 1543.67 5083.4
08-Oct-09 B 1536.5 1591.3 1543.39 5002.25
15-Oct-09 C 1537.24 1591.67 1539.21 5108.85
22-Oct-09 D 1538.1 1594.37 1544.51 4988.6
01-Nov-09 A 1539.04 1597.95 1548.15 4711.7
08-Nov-09 B 1539.81 1601.49 1553.08 4796.15
15-Nov-09 C 1540.58 1604.69 1556.44 4998.95
22-Nov-09 D 1541.34 1609.04 1564.53 5052.45
01-Dec-09 A 1542.48 1608.55 1565.83 5122
08-Dec-09 B 1543.19 1608.41 1564.44 5147.95
15-Dec-09 C 1544.01 1610.41 1564.71 5033.05
22-Dec-09 D 1544.8 1609.97 1564.47 4985.85
01-Jan-10 A 1546.1 1613.87 1567.67 5201.05
08-Jan-10 B 1546.85 1615.17 1569.37 5244.75
15-Jan-10 C 1547.77 1616.2 1571.18 5252.2
22-Jan-10 D 1548.76 1619.26 1574.04 5036
01-Feb-10 A 1550.17 1620.97 1575.72 4899.7
08-Feb-10 B 1551.12 1621.23 1574.9 4760.4
15-Feb-10 C 1552.19 1620.59 1571.45 4801.95
22-Feb-10 D 1553.31 1620.39 1570.82 4856.4
01-Mar-10 A 1554.03 1621.98 1574.18 4922.3
08-Mar-10 B 1555.89 1624.94 1575.08 5124
15-Mar-10 C 1557.21 1628.28 1578.89 5128.9
22-Mar-10 D 1558.49 1629.68 1581.65 5205.2
01-Apr-10 A 1560.37 1632.55 1587.09 5290.5
08-Apr-10 B 1561.61 1634.19 1590 5304.45
15-Apr-10 C 1562.53 1634.86 1587.67 5273.6
22-Apr-10 D 1563.62 1639.58 1595.25 5269.35
01-May-10 A 1564.79 1643.38 1600.53 5278
08-May-10 B 1565.78 1644.81 1604.33 5018.05
15-May-10 C 1566.76 1645.4 1605.83 5093.5
22-May-10 D 1567.74 1646.25 1608.11 4931.15
01-Jun-10 A 1569.5 1647.51 1607.28 4970.2
08-Jun-10 B 1570.95 1649.87 1609.3 4987.1
15-Jun-10 C 1572.31 1650.66 1609.6 5222.35
22-Jun-10 D 1573.86 1652.59 1612.1 5316.55
01-Jul-10 A 1575.9 1654.61 1614.59 5251.4
08-Jul-10 B 1577.47 1655.51 1615.62 5296.85
15-Jul-10 C 1579.09 1656.05 1615.34 5378.75
22-Jul-10 D 1580.65 1657 1616.77 5441.95
01-Aug-10 A 1582.48 1655.29 1614.01 5367.6
08-Aug-10 B 1584.21 1656.48 1613.35 5439.25
15-Aug-10 C 1585.92 1658.06 1615.79 5452.1
22-Aug-10 D 1587.47 1659.56 1615.98 5530.65
01-Sep-10 A 1590.45 1662.88 1619.37 5471.85
08-Sep-10 B 1592.16 1664.65 1621 5607.85
15-Sep-10 C 1593.9 1666.18 1622.16 5860.95
22-Sep-10 D 1595.76 1667.91 1624.25 5991
01-Oct-10 A 1598.1 1670.52 1627.59 6143.4
08-Oct-10 B 1599.93 1672.05 1628.17 6103.45
15-Oct-10 C 1601.71 1672.09 1628.09 6062.65
22-Oct-10 D 1603.65 1673.06 1628.7 6066.05
01-Nov-10 A 1606.51 1676.17 1631.28 6117.55
08-Nov-10 B 1608.54 1678.66 1635.78 6273.2
15-Nov-10 C 1610.52 1679.77 1635.62 6121.6
22-Nov-10 D 1612.6 1681.49 1637.75 6010
01-Dec-10 A 1615.27 1681.92 1637.57 5960.9
08-Dec-10 B 1617.43 1680.56 1633.78 5903.7
15-Dec-10 C 1619.76 1682.77 1636.45 5892.3
22-Dec-10 D 1622.07 1685.25 1641.15 5984.4
01-Jan-11 A 1625.13 1688.32 1644.23 6134.5
08-Jan-11 B 1627.43 1690.6 1643.57 5904.6
15-Jan-11 C 1629.7 1691.08 1641.88 5654.55
22-Jan-11 D 1632.02 1690.14 1640.42 5696.5
01-Feb-11 A 1635.71 1693.04 1642.92 5417.2
08-Feb-11 B 1638.15 1693.66 1643.94 5312.55
15-Feb-11 C 1640.59 1696.64 1647.59 5481
22-Feb-11 D 1643.14 1699.53 1650.89 5469.2
01-Mar-11 A 1645.7 1701.95 1653.95 5522.3
08-Mar-11 B 1648.35 1704.86 1657.9 5520.8
15-Mar-11 C 1650.97 1708.02 1661.63 5449.65
22-Mar-11 D 1653.52 1710.83 1663.11 5413.85
01-Apr-11 A 1657.41 1716.42 1667.45 5826.05
08-Apr-11 B 1659.96 1720.73 1670.21 5842
15-Apr-11 C 1662.09 1722.9 1670.93 5824.55
22-Apr-11 D 1664 1722.81 1671.07 5884.7
01-May-11 A 1666.56 1725.16 1672.95 5749.5
08-May-11 B 1668.89 1724.4 1672.23 5551.45
15-May-11 C 1671.39 1725.74 1672.95 5544.75
22-May-11 D 1673.82 1728.21 1674.24 5486.35
01-Jun-11 A 1678.13 1730.51 1673.73 5592
08-Jun-11 B 1680.75 1733.87 1677.37 5526.85
15-Jun-11 C 1683.37 1738.86 1680.42 5447.5
22-Jun-11 D 1685.96 1742.84 1684.97 5278.3
01-Jul-11 A 1689.1 1747.43 1688.09 5627.2
08-Jul-11 B 1691.28 1750.9 1692.17 5660.65
15-Jul-11 C 1693.83 1755.82 1699.4 5581.1
22-Jul-11 D 1696.23 1759.39 1700.2 5633.95
01-Aug-11 A 1699.69 1761.09 1701.23 5516.8
08-Aug-11 B 1702.31 1766.2 1707.04 5118.5
15-Aug-11 C 1703.75 1767.65 1708.59 5072.95
22-Aug-11 D 1707.47 1771.6 1711.29 4898.8
01-Sep-11 A 1710.36 1774.44 1713.36 5001
08-Sep-11 B 1713.71 1777.76 1716.23 5153.25
15-Sep-11 C 1716.27 1779.98 1717.29 5075.7
22-Sep-11 D 1718.95 1782.12 1718.98 4923.65
01-Oct-11 A 1721.98 1784 1718.92 4943.25
08-Oct-11 B 1724.53 1786.33 1718.46 4888.05
15-Oct-11 C 1727.15 1787.92 1719.15 5132.3
22-Oct-11 D 1729.83 1790.17 1720.92 5049.95
01-Nov-11 A 1734.09 1795.44 1724.87 5257.95
08-Nov-11 B 1736.77 1798.22 1728.27 5289.35
15-Nov-11 C 1739.5 1800.54 1729.02 5068.5
22-Nov-11 D 1742.28 1803.69 1734.18 4812.35
01-Dec-11 A 1745.89 1807.69 1741.23 4936.85
08-Dec-11 B 1748.66 1812.1 1750.8 4943.65
15-Dec-11 C 1751.44 1815.15 1755.35 4746.35
22-Dec-11 D 1754.16 1817.86 1759.43 4733.85
01-Jan-12 A 1757.55 1820.74 1757.68 4624.3
08-Jan-12 B 1760.28 1823.78 1767.02 4746.9
15-Jan-12 C 1763.109 1826.648 1769.412 4866
22-Jan-12 D 1766.03 1830.59 1774.9 5048.6
01-Feb-12 A 1771.08 1836.12 1779.47 5235.7
08-Feb-12 B 1774.04 1839.64 1781.96 5368.15
15-Feb-12 C 1776.95 1842.22 1784.91 5531.95
22-Feb-12 D 1780.01 1845.24 1787.89 5505.35
01-Mar-12 A 1783.35 1847.98 1789.92 5339.75
08-Mar-12 B 1786.05 1848.8 1790.23 5220.45
15-Mar-12 C 1789.77 1851.26 1790.46 5380.5
22-Mar-12 D 1793.13 1854.26 1792.44 5228.45
01-Apr-12 A 1796.96 1858.13 1795.12 5295.55
08-Apr-12 B 1799.59 1860.54 1794.97 5322.9
15-Apr-12 C 1803.55 1867.66 1804.65 5207.45
22-Apr-12 D 1806.59 1871.34 1808.6 5290.85
01-May-12 A 1810.56 1874.26 1810.7 5248.15
08-May-12 B 1813.83 1877.81 1814.41 4999.95
15-May-12 C 1816.77 1879.85 1816.39 4942.8
22-May-12 D 1819.71 1882.23 1818.53 4860.5
01-Jun-12 A 1823.97 1886.93 1823.28 4841.6
08-Jun-12 B 1826.91 1891.17 1827.7 5068.35
15-Jun-12 C 1829.78 1895.09 1831.23 5139.05
22-Jun-12 D 1832.56 1897.34 1832.31 5146.05
01-Jul-12 A 1835.48 1900.63 1834.39 5278.9
08-Jul-12 B 1838.2 1904.73 1837.99 5316.95
15-Jul-12 C 1840.95 1907.82 1841.74 5227.25
22-Jul-12 D 1843.79 1912.91 1848.54 5205.1
01-Aug-12 A 1848.51 1917.39 1850.28 5240.5
08-Aug-12 B 1851.34 1922.2 1855.76 5338
15-Aug-12 C 1853.68 1924.25 1856.96 5380.35
22-Aug-12 D 1856.79 1927.87 1859.43 5412.85
01-Sep-12 A 1860.23 1931.78 1862.92 5258.5
08-Sep-12 B 1862.92 1935.06 1867.04 5358.7
15-Sep-12 C 1865.56 1939.05 1871.67 5577.65
22-Sep-12 D 1868.23 1943.17 1876.64 5691.15
01-Oct-12 A 1872.06 1949.93 1883.64 5718.8
08-Oct-12 B 1874.71 1952.75 1887.32 5676
15-Oct-12 C 1877.41 1957.84 1891.53 5687.25
22-Oct-12 D 1880.08 1961.14 1895.97 5717.15
01-Nov-12 A 1883.93 1961.84 1893.7 5645.05
08-Nov-12 B 1886.64 1965 1897.23 5738.75
15-Nov-12 C 1889.43 1967.95 1900.25 5631
22-Nov-12 D 1892.23 1970.43 1901.39 5627.75
01-Dec-12 A 1895.39 1974.32 1906.42 5879.85
08-Dec-12 B 1898.12 1976.65 1909.84 5907.4
15-Dec-12 C 1900.91 1979.59 1913.5 5879.6
22-Dec-12 D 1903.7 1982.08 1915.74 5847.7
01-Jan-13 A 1908.06 1988.17 1926.37 5950.85
08-Jan-13 B 1910.9 1992.35 1935.56 6001.7
15-Jan-13 C 1913.66 1996.74 1944.78 6056.6
22-Jan-13 D 1916.48 1998.42 1942.38 6048.5
01-Feb-13 A 1920.41 2001.24 1941.95 5998.9
08-Feb-13 B 1923.19 2003.9 1946.22 5903.5
15-Feb-13 C 1926.04 2005.48 1950.53 5887.4
22-Feb-13 D 1929.07 2007.59 1951.77 5850.3
01-Mar-13 A 1932.08 2010.59 1950.1 5719.7
08-Mar-13 B 1935.2 2015.18 1955.86 5945.7
15-Mar-13 C 1938.31 2020.34 1961.18 5872.6
22-Mar-13 D 1941.34 2023.26 1957.7 5651.35
类似的数据集已有很多年了。
指数的单位是指数值的倒数。我想在一定时期内获得累积单位。例如 - 对于5年的时间段，我的第一次迭代将是......从01-01-2002到01-01-2007（期间所有A单位的总和）...然后08-01-2002到08 -01-2007（期间所有B单位的总和）等等......我想要在几年内积累的相应单位总和......
我尝试了各种和函数，但没有一个能给我正确的结果。
我的代码：
library(dplyr)
library(date)
Goal_Period <- 5
Goal_Amount <- 10000
NAV$Date <- as.Date(NAV$Date)
NAV$Unit_A <- 1/NAV$A
NAV$Unit_B <- 1/NAV$B
NAV$Unit_C <- 1/NAV$C
NAV$Unit_D <- 1/NAV$D
NAV$From_Date <- NAV$Date
y <- as.POSIXlt(NAV$From_Date)
y$year <- y$year + Goal_Period
y <- as.date(y)
NAV$To_Date <- y
NAV$To_Date <- as.Date(NAV$To_Date)
NAV$From_Date <- as.Date(NAV$From_Date)
NAV$Date <- as.Date(NAV$Date)
总结数据：
NAV$CU_A2 <- sum(NAV$Unit_A[NAV$From_Date <= NAV$Date & NAV$To_Date > NAV$Date])
这为所有日期范围提供相同的金额：
NAV$CU_A <- sapply(seq_len(nrow(NAV)),function(i) with (NAV, sum(Unit_A[NAV$From_Date < Date[i] & NAV$To_Date >= Date[i] & NAV$Week.Tag == Week.Tag[i]])))
这给出了一些结果，但我无法理解这段代码
Analysis$CU_A3 <- sum(NAV$Unit_A[NAV$Date >= Analysis$From_Date & NAV$Date < Analysis$To_Date])
这是一个警告消息 - 较长的对象长度不是较短对象长度的倍数
预期产出：
From_Date To_Date A B C D
01-Apr-02 01-Apr-07 0.05322592 0.05229192 0.05086775 0.03577431
08-Apr-02 08-Apr-07 0.05317151 0.05223121 0.05079648 0.03544052
15-Apr-02 15-Apr-07 0.05312343 0.05219724 0.05079003 0.03553256
22-Apr-02 22-Apr-07 0.05307237 0.05214680 0.05073264 0.03562883
01-May-02 01-May-07 0.05300383 0.05206724 0.05064109 0.03515798
08-May-02 08-May-07 0.05294756 0.05200787 0.05057651 0.03482618
15-May-02 15-May-07 0.05289812 0.05197221 0.05056764 0.03490611
22-May-02 22-May-07 0.05284777 0.05192339 0.05051105 0.03496804
01-Jun-02 01-Jun-07 0.05277892 0.05184415 0.05041879 0.03448052
08-Jun-02 08-Jun-07 0.05272248 0.05178435 0.05035349 0.03417669
15-Jun-02 15-Jun-07 0.05267282 0.05174742 0.05034088 0.03424613
22-Jun-02 22-Jun-07 0.05262193 0.05169593 0.05027657 0.03424513
答案 0 :(得分：0)
此代码提供与您预期完全相同的结果（您在<中混淆了<= / > / >= / sapply条件：< / p>
f <- function(row) { //current row
unitA_filtered <- NAV$Unit_A[row["From_Date"] <= NAV$Date & row["To_Date"] > NAV$Date & NAV$Week == row["Week"]]
sum(unitA_filtered)
}
NAV$UNIT_SUM_A = apply(NAV, 1, f)
解释：
apply是通过NAV计算总和的显式循环，NAV$Unit_A[condition]是嵌套的＆＃34;隐式＆＃34;循环过滤NAV$Unit_A中的数据以在求和之前准备。NAV$Unit_A[condition]与filter(condition)中的dyplr相似。例如，NAV$Date是一个代表当前行Date的变量。在遍历UnitA时，NAV$Date会从中获取每个值。NAV$Unit_A[row["From_Date"] <= NAV$Date & row["To_Date"] > NAV$Date检查日期范围NAV$Week == row["Week"]检查来自给定NAV行（NAV$Week）的周等于A（row["Week"]）结果：
> NAV$UNIT_SUM_A
[1] 0.0532259165 0.0531715059 0.0531234305 0.0530723684 0.0530038321
[6] 0.0529475597 0.0528981174 0.0528477710 0.0527789201 0.0527224839
[11] 0.0526728226 0.0526219269 0.0525531277 0.0524967957 0.0524482130
[16] 0.0523972695 0.0523296238 0.0522731145 0.0522242081 0.0521748444
我使用的准备代码（您的as.Date无法在我的RStudio中工作）：
library(dplyr)
library(date)
Goal_Period <- 5
Goal_Amount <- 10000
NAV$Date <- as.Date(NAV$Date, "%d-%b-%Y")
NAV$Unit_A <- 1/NAV$A
NAV$Unit_B <- 1/NAV$B
NAV$Unit_C <- 1/NAV$C
NAV$Unit_D <- 1/NAV$D
NAV$From_Date <- NAV$Date
y <- as.POSIXlt(NAV$From_Date)
y$year <- y$year + Goal_Period
y <- as.Date(y)
NAV$To_Date <- y
NAV$To_Date <- as.Date(NAV$To_Date)
NAV$From_Date <- as.Date(NAV$From_Date)
P.S。如您所见，代码为O(N*N)。通过在某些表中保存部分和（它们可以重新计算几次）或单独的累加器，可以更有效地解决您的任务，但代码将不太容易理解。