Re: Replace Table[Sum...]...] with Functional code

*To*: mathgroup at smc.vnet.net*Subject*: [mg98551] Re: Replace Table[Sum...]...] with Functional code*From*: Ray Koopman <koopman at sfu.ca>*Date*: Sun, 12 Apr 2009 03:48:52 -0400 (EDT)*References*: <grn1l3$n0t$1@smc.vnet.net>

On Apr 10, 1:57 am, Andreas <aa... at ix.netcom.com> wrote: > I use the following two functions to analyze time series: > > mm[data_,period_] := Table[Sum[(Log[data[[t]]] - Log[data[[t-i]]])/ > Sqrt[i], {i,1,period}] / period, {t, period+1, Length[data]}] > > mr[data_,period_] := Table[Sum[Log[data[[t-i]]/data[[-i + t-1]]] * > (Sqrt[i] - Sqrt[i-1]), {i,1,period}],{t, period+2, Length[data]}] > > They have a similar structure, Table[Sum[...]...], which sums a > bunch of stuff from the time series at each point in the series. > > I'd like to convert them into functional programing constructs, but > as the increments in the Table function come into play in the Sum, > I haven't been able to figure out a way to do it. > > I've tried Map with Partition and a bunch of other things, > but I could use some pointers. > > Any help much appreciated. Here is a fourth version of mm. Why I transposed things in the third version is beyond me! This one is both faster and more elegant. mm[data_, period_] := Partition[Log@data,period+1,1]. (Append[-#,Tr@#]&[1/(Sqrt@Range[period,1,-1]*period)])