search for: marketreturn

...39;s say my (dumb statistical) plan is to run one grand regression, where the individual rate of return is y and the market rate of return is x. the following should work without a problem: combined <- merge( main, aggregate.data, by="day", all.x=TRUE, all.y=FALSE ) lm( stockreturn ~ marketreturn, data=combined ) alas, the merge is neither space-efficient nor fast. in fact, I run out of memory on my 16GB linux machine. my guess is that by whittling it down, I could work it (perhaps doing it in chunks, and then rbinding it), but this is painful. in perl, I would define a hash with the da...