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2008 Aug 02
1
problem with nested loop for regression
...y() to work... PmatTS<-ts(Pmat) Preg<-matrix(NA,ncol=maxcol,nrow=2*maxrow) PmatWt<-matrix(NA, nrow=subdiv,ncol=maxcol) mult_col<-matrix(1:5, nrow=5, ncol=1) #rolling calculations... for (i in (rollstart):maxrow) #test loop - works { #extract the relevant timeframe... dslice<-PmatTS[(i-period):i,] #slicing past 100 days dslicets<-ts(dslice) #operating on sliced data... Pmin<-rollapply(dslicets, wind, by=wind, min, na.rm=F) #getting min data at per quintile Pmax<-rollapply(dslicets, wind, by=wind, max, na.rm=F) Pmult<-Pmin*Pmax...