Ratios of Subsequent Elements in a Numeric Vector

Description

Calculates vector of ratios of a numeric vector, i.e. ratio of x[2] to x[1], ratio of x[3] to x[2], and so forth.

Usage

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ratios(x)

Arguments

x

Numeric vector.

Value

Numeric vector.

Note

This function uses C++ code to achieve a 1.5-2 times speed increase compared to the base R code: len <- length(prices); prices[2: len] / prices[1: (len - 1)].

Author(s)

Dane R. Van Domelen

References

Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.

See Also

diffs, pdiffs, pchanges

Examples

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# Randomly generate 10 values from a standard normal distribution
x <- rnorm(10)

# Calculate vector of ratios
y <- ratios(x)

# View results
x
y

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