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I have a Dataset in the following form but with many more rows and a few other columns.

SeedRandom[123];
ds = 
 Dataset[
  AssociationThread[{"Date", "R1","R2"}, 
      {DatePlus[DateObject@{2007, 12, 31}, {#, "EndOfMonth"}], 
       Sequence @@ RandomReal[{-0.5, 1}, 2]}
  ] & /@ Range[3]
 ]

enter image description here

I would like to apply Rest@FoldList[#1 (1 + #2/100) &, 100, #] & to columns "R1" and "R2" to get the following.

enter image description here

Currently I am destroying the dataset and then recreating it to get this result. 

Dataset@MapThread[Append,
  {<|"Date" -> DatePlus[DateObject@{2007, 12, 31}, {#, "EndOfMonth"}]|> & /@ Range[3],
   Normal@ds[Rest@FoldList[#1 (1 + #2/100) &, 100, #] &, {"R1", "R2"}]}]

However, I would like not to have to do this because the columns that do not need to be folded need to be reincorporated into the result (e.g."Date" in the example). The ds[All, {"R1" -> f, "R2" -> f}] syntax operates on each column's row values individually. Is there some similar syntax for folding a column? Or a non destructive way of doing this?

Ideally I am looking to get the following but I can prepend the starting 100 value and date to the dataset if I can get the above.

enter image description here

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1 Answer 1

Reset to default
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Don't know if that's good enough:

fold = Rest@FoldList[#1 (1 + #2/100) &, 100, #] &;

ds[Transpose][{"R1" -> fold, "R2" -> fold}][Transpose]

enter image description here

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6
  • $\begingroup$ This is reasonable. The dataset isn't so huge that the double Transpose will be a problem. +1 while we wait for other solutions. $\endgroup$
    – Edmund
    Commented Jun 7, 2016 at 13:32
  • $\begingroup$ @Edmund Do you possibly know why this is not working: ds[Transpose@*Query[{"R1" -> fold, "R2" -> fold}]@*Transpose]? $\endgroup$
    – Kuba
    Commented Jun 7, 2016 at 13:35
  • $\begingroup$ It seems correct syntax. Odd that ds[Query[{"R1" -> fold, "R2" -> fold}]@*Transpose][Transpose] works and it doesn't. Does it have something to do with ascending and descending operators? $\endgroup$
    – Edmund
    Commented Jun 7, 2016 at 13:39
  • $\begingroup$ @Edmund, as for your bonus: Prepend[ds, AssociationThread[{"Date", "R1", "R2"} -> {DateObject@{2007, 12, 31}, 100., 100.}]] works fine. $\endgroup$
    – J. M.'s missing motivation ♦
    Commented Jun 7, 2016 at 13:49
  • 2
    $\begingroup$ @Kuba The expression based upon @* does not work due to a limitation in the type inferencer. The result of the first mapping query operator has type Unknown. The second Transpose does not accept an unknown data type. As usual, the operators work just fine if we take the type system out of the picture, e.g. ds // Normal // Query[...]. In the alternate formulation in your response, the type deducer (not inferencer) gets a chance to restore the missing type information enabling the second Transpose to function. Oh, and +1. $\endgroup$
    – WReach
    Commented Jun 7, 2016 at 14:39

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