--- Begin Message ---For sure some smart cookie has a much better solution but this can do the trickdt <- as.data.frame(cbind(rnorm(1:12),rnorm(1:12))) regs <- sapply(seq(1,9,by=4), function(x) coef(lm(dt[(x:(x+3)),1] ~ dt[(x:(x+3)),2]))) tmp <- c() for (i in 1:ncol(regs)) { tmp <- cbind(tmp, sapply(1:4, function(y) regs[,i])) } cbind(dt, t(tmp)) Cheers, Filipe -----Mensagem original----- De: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Em nome de Alfredo Alessandrini Enviada em: quinta-feira, 7 de julho de 2011 11:10 Para: r-help@r-project.org Assunto: [R] coefficients lm of data.frame Hi, I've a data frame like this: > as.data.frame(cbind(rnorm(1:12),rnorm(1:12))) V1 V2 1 -1.30849402 -0.52094136 2 0.96157302 0.76217871 3 -0.44223351 -1.72630871 4 -0.10432438 -1.04732942 5 -1.38748914 0.95877311 6 -0.63965975 0.65494811 7 -0.24058318 0.19496830 8 -0.11172988 1.01680655 9 0.08065333 0.22168589 10 0.25196536 0.84619914 11 -0.59536986 -0.08243074 12 1.09115054 0.49822977 I need to add two columns as result of the fitting of linear model based on a preset numbers of row. For example if I need to compute a lm each 4 rows, I get the data.frame below, where intercept1 and coeff1 is obtained from V1 and V2 of first 4 rows lm(V2 ~ V1), and so on... V1 V2 "intercept" "coeff" 1 0.6931694 0.05797771 intercept1 coeff1 2 -1.4069786 0.23983307 intercept1 coeff1 3 -1.4901708 0.45079601 intercept1 coeff1 4 0.2215696 1.87888983 intercept1 coeff1 5 -0.5828106 0.90376622 intercept2 coeff2 6 -0.7607985 0.71419938 intercept2 coeff2 7 0.1273495 0.06199312 intercept2 coeff2 8 -0.5612245 1.02223971 intercept2 coeff2 9 -0.1439178 0.92135354 intercept3 coeff3 10 -1.1011662 0.02894731 intercept3 coeff3 11 -0.4098710 -0.01231322 intercept3 coeff3 12 1.1511811 -0.63923140 intercept3 coeff3 Thanks in advance, Alfredo ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
