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matts
2008 Aug 02
1
problem with nested loop for regression
...t<-matrix(rnorm(1000), nrow=100, ncol=100)
maxcol<-ncol(Pmat)
maxrow<-nrow(Pmat)
startrow<-10
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-peri...