R中大于0的值的随机游动总和

Question

I want to write a function such that rwabovex is the sum of the values of S that are greater than 0. (My S is a random walk simulation)

Here's what I have so far but I'm not getting the right output. Can you please help?

rwabovex=function(n){
  if (n <= 0) {
    return(cat("n must be greater than 0"))
  } else {
    S=numeric(n)
    S[1] = 0
    above = 0
    for(i in 2:n) {
      step=c(1, -1)
      S[i]=S[i-1]+sample(step, 1, prob = c(0.5, 0.5), replace = TRUE)
      if (S[i] > 0) {   
        above = above + S[i]
      }
      print(above)
    }
  }
}

For example: if n=4 and the S values are -1, 2, 1, 0 then "above" should equal to 3 (since 2 and 1 are greater than 0).

Thanks!

Answer 1

First, you're not using vectorization to compute S , which will make the procedure slow for large n . You can vectorize using cumsum . Secondly, you can use sum to compute the sum of values in S greater than 0:

rwabovex = function(n) {
  step = c(1, -1)
  S = c(0, cumsum(sample(step, n-1, prob=c(.5, .5), replace=T)))
  print(S)
  return(sum(S[S > 0]))
}

set.seed(144)
rwabovex(10)
#  [1]  0 -1  0  1  2  1  2  1  2  1
# [1] 10