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.

#include <Rcpp.h>

using namespace Rcpp;

// somewhat silly little class derived from unary_function<T, void> 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 T> class cumProd : public std::unary_function<T, void> {
    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;
    double cp;
    int cnt;

// [[Rcpp::export]]
void forEach(Rcpp::NumericVector x) {
    std::for_each(x.begin(), x.end(), cumProd<double>());

We can illustrate this on a simple example:

x <- rnorm(6, 0, 0.01)

[1]  0.013710 -0.005647  0.003631  0.006329  0.004043 -0.001061


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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