Re: [R] recursive beta with cutoffs on large data set

2008-06-15 Thread Dirk Eddelbuettel
Ivo, On 15 June 2008 at 12:50, ivo welch wrote: | dear R experts: I have an academic question that borders on asking | for consulting help, so I hope I am not too imposing. If I am, please | ignore me. | | My data set has 100MB data set of daily stock returns. I want to | compute rolling (rec

[R] recursive beta with cutoffs on large data set

2008-06-15 Thread ivo welch
dear R experts: I have an academic question that borders on asking for consulting help, so I hope I am not too imposing. If I am, please ignore me. My data set has 100MB data set of daily stock returns. I want to compute rolling (recursive?) betas---either bivariate or multivariate---with respe