Displaying 2 results from an estimated 2 matches for "rerm".
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2013 Jun 05
2
combining two different matrizes
...lt;- lm(ex~erm+smb+hml)
? ?reglist[[i]] <- coef(reg)
? ?
#Berechnung Residuum
? ?? ?#Residual Berechnung
? ?? ?rx = residual[(j-5):j,a]
? ?? ?rrm = residual[(j-5):j,12]
? ?? ?rsmb = residual[(j-5):j,13]
? ?? ?rhml = residual[(j-5):j,14]
? ?? ?rrf = residual[(j-5):j,15]
? ?? ?rex = rx-rrf
? ?? ?rerm = rrm-rrf
? ?? ?#Berechnung
? ?? ?res <-
sum(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))/sd(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))
? ?? ?reglist[[i]] <- res
}? ?
? ?
#Residuen auf alle Aktien
? ?alist[[a]] <- reglist
}
? ?
#Matrix...
2010 Nov 23
1
Possibility for memory improvement: x <- as.vector(x) always(?) duplicates
Hi,
I've noticed that as.vector() always allocates a new object, e.g.
> x <- 1:10;
> x <- as.vector(x);
> tracemem(x);
[1] "<0x0000000005622db8"
> x <- as.vector(x);
tracemem[0x0000000005622db8 -> 0x0000000005622ec0]: as.vector
> x <- as.vector(x);
tracemem[0x0000000005622ec0 -> 0x0000000005622f18]: as.vector
> x <- as.vector(x);