Re: [R] problem with nested loop for regression

2008-08-05 Thread rcoder
Hi Jim, Thanks very much for your reply and suggestions. Although the statement Preg[,k]<-coef(lm(tt~sel_col)) is applying lm() between the same vectors, the contents of one of the vectors (sel_col) should be changing with each cycle through the outer loop. My mistake is that I didn't specify inf

Re: [R] problem with nested loop for regression

2008-08-04 Thread jim holtman
Actually now that I read it closer, I see what your problem is. what did you think the statement: Preg[,k]<-coef(lm(tt~sel_col)) was going to do? Preg is a 200x100 matrix and you are only storing two values (the coefficients) so they will be repeated 100 times in the column. So there is nothin

Re: [R] problem with nested loop for regression

2008-08-04 Thread jim holtman
Exactly what problem are you having? There is nothing wrong with nested for loops, so what is leading you to believe you have a problem? I ran your program and it seems to terminate. Most of the time seems to have been spent in the following statement: if(!all(is.na(sel_col)))

Re: [R] problem with nested loop for regression

2008-08-04 Thread rcoder
Hi, I guess my question is really more about the nested for loop construct and whether it is doing what I intend it to do in my code in the previous post. I would be grateful if anyone who has used nested loops could let me know if I am doing something wrong. Thanks, rcoder rcoder wrote: >

[R] problem with nested loop for regression

2008-08-03 Thread rcoder
Hi everyone, I'm experiencing difficulty getting the results I want when I use a nested for loop. I have a data set to which I perform some calculations, and then try to apply a regression over a rolling window. The code runs, but the regression results I am getting (intercept and slope) are simp