Displaying 1 result from an estimated 1 matches for "mult_col".
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...