[R] Vectorization

[eric]

Is there a way to vectorize this loop or a smarter way to do it ?

y
 [1]  0.003990746 -0.037664639  0.005397999  0.010415496  0.003500676
 [6]  0.001691775  0.008170774  0.011961998 -0.016879531  0.007284486
[11] -0.015083581 -0.006645958 -0.013153103  0.028148639 -0.005724317
[16] -0.027408025  0.014767422 -0.001619691  0.018334730 -0.009747171

x <-numeric(length(y))
for (i in 1 :length(y)) {
x[i] <- ifelse( i==1, 10000*(1+y[i]), (1+y[i])*x[i-1])
}

x
 [1] 10039.907  9661.758  9713.912  9815.087  9849.447  9866.110  9946.724
 [8] 10065.706  9895.802  9967.888  9817.536  9752.289  9624.016  9894.919
[15]  9838.278  9568.630  9709.934  9694.207  9871.948  9775.724

Basically trying to see how the equity of an investment changes after each
return period. Start with $10,000 and a series of returns over time. Figure
out the equity after each time period (return).



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