[R] Object call

SUMANTA BASAK
Mon, 15 May 2006 05:20:50 -0000

Hi All,

I have a function like this:

windowlength<-function(x)
{

mat <- matrix(rnorm(331*12),331,12)
z <- rep(seq(0,331,by=11)+1, each=2)
zz <- z[-c(1,length(z))]
ind <- as.data.frame(matrix(zz, nr=2))
lapply(ind, function(x) mat[x[1]:x[2],])

cat("For",x/4,"month i.e",x,"week, number of windows is
= ",length(ind),"\n")



jj<-length(ind)
beta_val<-matrix(0,jj,ncol(mat))
prc_chng<-matrix(0,jj,ncol(mat))

p<-x-1

for (j in 2:ncol(mat))
{
i<-1
k<-1
while (i<=jj)
{
beta_val[i,j]<-cov(mat[(k):(k+p),1],mat[(k):(k+p),j])/sd(mat[(k):(k+p),1])
prc_chng[i,j]<-((mat[(k+p),j]-mat[(k),j])/mat[(k),j])*100
k<-k+p
i<-i+1
}
}
## NEW MATRIX - JUST DELETE THE FIRST COLUMN ##
beta_val<-beta_val[,(-1)]
prc_chng<-prc_chng[,(-1)]
return(beta_val)
return(prc_chng)

win.size<-c(12,36,48,96)

for(i in 1:4)
{
hh<-windowlength(x=win.size[i])
return(hh)
}

}

How can i access the beta_val & prc_chng after running this code? I returned
beta_val & prc_chng but after running the function, while i'm trying to
see beta_val & prc_chng, it's giving an error: Error: object
"beta_val" not found.
Please help me.

Thanks,
Sumanta Basak.



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