Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: prod prodex

Quantlet: cumprodex
Description: an extended form of the cumprod function - NaN and all values contained in excl are excluded from computation

Usage: cprodx = cumprodex(x{, excl {, s}})
Input:
x d1 x d2 x .. x dn array, n <= 7
excl a matrix containing values to be excluded
s integer (number of dimension, default = 1)
Output:
cprodx d1 x d2 x .. x d(j-1) x 1 x d(j+1) x .. x dn array

Note:

Example:
library("xplore")
randomize(666)
x = rint(10 * uniform(5, 4))
x[2,1] = NaN
x
excl = #(2,4)
cumprodex(x,excl)

Result:
Contents of x
[1,]        3        9        5        3
[2,]     +NAN        4        2        6
[3,]        1        2        7        8
[4,]        9        5        5        1
[5,]        7        1        3        5
Contents of cprodx
[1,]        3        9        5        3
[2,]     +NAN     -NAN     -NAN       18
[3,]        3     -NAN       35      144
[4,]       27       45      175      144
[5,]      189       45      525      720



Author: K. Komorad, W. Haerdle, 20010420 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006