How can I write this all in one line?
mydata is a zoo series, limit is a numeric vector of the same size
tmp <- ave(coredata(mydata),as.Date(index(mydata)),FUN = function(x) ( (cummax(x)-x )) )
tmp <- (tmp < limit)
final <- ave(tmp,as.Date(index(mydata)),FUN = function(x) cumprod( x) )
I've tried to use two vectors as argument to ave(...) but it seems to accept just one even if I join them into a matrix.
This is just an example, but any other function could be use.
Here I need to compare the value of cummax(mydata)-mydata with a numeric vector and
once it surpasses it I'll keep zeros till the end of the day.
The cummax is calculated from the beginning of each day.
If limit were a single number instead of a vector (with different possible numbers) I could write it:
ave(coredata(mydata),as.Date(index(mydata)),FUN = function(x) cumprod( (cummax(x)-x ) < limit) )
But I can't introduce there a vector longer than x (it should have the same length than each day) and I don't know how to introduce it as another argument in ave()
cheers