search for: mult_col

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2008 Aug 02
1
problem with nested loop for regression
...period<-10 wind<-2 #roll window subdiv<-period/wind rollstart<-11 #start roll at period+1 #converting Pmat into ts for rollapply() 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(dslic...