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fbonds
2012 Jul 11
1
do I need plyr, apply or something else?
...over 1 year and append some statistics to each row ( sd(Var1), cor(Var1,Var2) over that year etc)
a. It seems I might be able to use ddply for this, but I can't work out how to code the stats function to only look back over one year, rather than the full data range
b. For example: dfBondsWithCorr<-ddply(dfBonds, .(BondID), transform,corr=cor(Var1,Var2),.progress="text")
returns a dataframe where for each bond it has same corr for each date
2) On each date, subset dfBondsWithCorr by certain qualification criteria, then to the qualifiers fit a regression through a V...