search for: rerm

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);