# STL for_each and generalized iteration

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The STL contains a very general looping or sweeping construct in the `for_each`

algorith. It can be used with function objects (such as the simple `square`

function used here) but also with custom class which can be used to keep to keep state.

#includeusing namespace Rcpp; // somewhat silly little class derived from unary_function to // illustrate keeping state -- we interpret the vector x as containing // growth rates (or returns), and we compute cumulative as well as // relative gains. template class cumProd : public std::unary_function { public: cumProd() : cp(1.0), cnt(1) {} // constructor void operator() (T x) { // default operator() cp *= 1.0 + x; Rcout << "Iteration " << cnt++ << " Growth " << x << " Compounded " << cp << " Proportion " << x/(cp - 1.0) << std::endl; } private: double cp; int cnt; }; // [[Rcpp::export]] void forEach(Rcpp::NumericVector x) { std::for_each(x.begin(), x.end(), cumProd ()); }

We can illustrate this on a simple example:

set.seed(42) x <- rnorm(6, 0, 0.01) x [1] 0.013710 -0.005647 0.003631 0.006329 0.004043 -0.001061 forEach(x) Iteration 1 Growth 0.0137096 Compounded 1.01371 Proportion 1 Iteration 2 Growth -0.00564698 Compounded 1.00799 Proportion -0.707182 Iteration 3 Growth 0.00363128 Compounded 1.01165 Proportion 0.31182 Iteration 4 Growth 0.00632863 Compounded 1.01805 Proportion 0.350659 Iteration 5 Growth 0.00404268 Compounded 1.02216 Proportion 0.182403 Iteration 6 Growth -0.00106125 Compounded 1.02108 Proportion -0.0503469

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