[R] Relative subscripting

[Prof Brian Ripley]

I've not seen anyone mention that this is really a time-series problem of 
lagging variables, and something like

tmp <- ts.intersect(as.ts(return), lag(marketcap, -1))
tmp[,1]*tmp[,2]

is a lot more intuitive, easier to generalize and keeps the timebase 
information around.

On Wed, 1 Dec 2004 Ted.Harding at nessie.mcc.ac.uk wrote:

> On 01-Dec-04 Uwe Ligges wrote:
>> (Ted Harding) wrote:
>>> [...]
>>> Let
>>>
>>>   N<-length(return)
>>>   new.var <- return[2:N]*marketcap[1:(N-1)]
>>
>> Ted, I aggree to all of your points, but we can simplify by negative
>> indices (and hence circumvent your note 1):
>>   return[-1] * marketcap[-N]
>>
>> Uwe Ligges
>
> Neat footwork, Uwe!
> (Why didn;t I think of that? No, don't answer ... )
> Ted.
>
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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