Vectorize a product calculation which depends on previous elements?

Question

I\'m trying to speed up/vectorize some calculations in a time series. Can I vectorize a calculation in a for loop which can depend on results from an earlier iteration? For

Answer 1

Check out the rollapply function in zoo.

I'm not super familiar with it, but I think this does what you want:

> c( 1, rollapply(z,2,function(x) x[1]) )
[1] 1 1 1 1 1 1

I'm sort of kludging it by using a window of 2 and then only using the first element of that window.

For more complicated examples you could perform some calculation on x[1] and return that instead.