[R] Newbie code to count runs of up or down moves

[PIKAL Petr]

Hi

slightly better, the error messages are starting from

                     if ((x[j] * x[j-1] < 0){
                       ^^^^
one parentheses more here

However R is not C and using built in functions is preferable to programming your own.

Just as a guess isn't combination of sign and rle what you want?

> sign(zdiff)
[1] -1  1  1 -1 -1 -1  1  1  1
> rle(sign(zdiff))
Run Length Encoding
  lengths: int [1:4] 1 2 3 3
  values : num [1:4] -1 1 -1 1

Regards
Petr

 


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Newbie1234
> Sent: Tuesday, March 26, 2013 7:06 AM
> To: r-help at r-project.org
> Subject: Re: [R] Newbie code to count runs of up or down moves
> 
> I hope this text does not come out unreadable as before.  It is
> readable in R Studio..  What I am trying to do is take a time-series of
> prices and create a histogram of the run lengths, where a run is a
> sequence of all up moves or all down moves.
> 
> Arun of length k is sequence of k moves all in the same direction
> followed by a move in the opposite direction.
> To do this I first difference the time series.
> 
> Two first differences of the same sign followed by a first difference
> of opposite sign is a run length 2.
> 
> The outer loop is on the run length denoted by k. The middle loop is
> over the date the run starts denoted by i.  The inner most loop is on
> dates from date i  +1 through date i + k. indexed by j.
> 
> At each j , I test to see if the price change at date j has the same
> sign as that on date j-1.  If after testing that the run has a length
> of at least k and that is not more than k to determine if starting on
> date i there was a run that was exactly of length k, then I increment
> y[k].
> 
> ********************************
> 
> The code follows, then after the next ********, is the output with
> error messages.
> 
> z<-c(3,1,4,5,2,1,0,3,5,8)
> z
> length(z)
> y<-c(0,0,0,0,0,0,0,0,0,0)
> y
> length(y)
> zdiff = diff(z)
> zdiff
> n<-length(zdiff)
> n
> x<-zdiff
> 
> f<-function(x,y)
>         {
>             for (k in 1:n){
>                 for (i in 1:n-k){
>                   endOfRun<-FALSE
>                   anotherRunStep<-TRUE
>                   if(i == (n-k)) endofrun<-TRUE
>                   else if(x[i+k+1]*x[i+k] > 0) endOfRun<-FALSE
>                   for(j in i+1:i+k){
>                     if ((x[j] * x[j-1] < 0){
>                       anotherRunStep<-FALSE
>                       break
>                     } # endif
> 
>                   } # endforj
>                   if (endOfRun && anotherRunStep) y[k]<-y[k]+1
>             } # endfori
>          } #e endfork
>         return(y)
> }
> f(x,y)
> 
> ************************
> 
> [1] 3 1 4 5 2 1 0 3 5 8
> > length(z)
> [1] 10
> > y<-c(0,0,0,0,0,0,0,0,0,0)
> > y
>  [1] 0 0 0 0 0 0 0 0 0 0
> > length(y)
> [1] 10
> > zdiff = diff(z)
> > zdiff
> [1] -2  3  1 -3 -1 -1  3  2  3
> > n<-length(zdiff)
> > n
> [1] 9
> > x<-zdiff
> >
> > f<-function(x,y)
> +         {
> +             for (k in 1:n){
> +                 for (i in 1:n-k){
> +                   endOfRun<-FALSE
> +                   anotherRunStep<-TRUE
> +                   if(i == (n-k)) endofrun<-TRUE
> +                   else if(x[i+k+1]*x[i+k] > 0) endOfRun<-FALSE
> +                   for(j in i+1:i+k){
> +                     if ((x[j] * x[j-1] < 0){
> Error: unexpected '{' in:
> "                  for(j in i+1:i+k){
>                     if ((x[j] * x[j-1] < 0){"
> >                       anotherRunStep<-FALSE
> >                       break
> Error: no loop for break/next, jumping to top level
> >                     } # endif
> Error: unexpected '}' in "                    }"
> >
> >                   } # endforj
> Error: unexpected '}' in "                  }"
> >                   if (endOfRun && anotherRunStep) y[k]<-y[k]+1
> Error: object 'endOfRun' not found
> >             } # endfori
> Error: unexpected '}' in "            }"
> >          } #e endfork
> Error: unexpected '}' in "         }"
> >         return(y)
> Error: no function to return from, jumping to top level
> > }
> Error: unexpected '}' in "}"
> > f(x,y)
>  [1] 6 5 6 5 5 6 5 6 0 0
> 
> 
> 
> --
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> code-to-count-runs-of-up-or-down-moves-tp4662423p4662459.html
> Sent from the R help mailing list archive at Nabble.com.
> 
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