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 simply the same, repeated again and again in the results matrix. The regression does not seem to be obeying the instructions of the nested loop, which intend it to calculate regression coefficients over a data one row at a time. I have been struggling with the code for many days now, testing various parts, and I cannot seem to get the nested loop to work as I want it to. I would be very grateful for any suggestions. Below is a brief version of my code:
#Code start library(zoo) seed.set(1) Pmat<-matrix(rnorm(1000), nrow=100, ncol=100) maxcol<-ncol(Pmat) maxrow<-nrow(Pmat) startrow<-10 period<-10 wind<-2 #roll window subdiv<-period/wind rollstart<-11 #start roll at period+1 #converting Pmat into ts for rollapply() to work... PmatTS<-ts(Pmat) Preg<-matrix(NA,ncol=maxcol,nrow=2*maxrow) PmatWt<-matrix(NA, nrow=subdiv,ncol=maxcol) mult_col<-matrix(1:5, nrow=5, ncol=1) #rolling calculations... for (i in (rollstart):maxrow) #test loop - works { #extract the relevant timeframe... dslice<-PmatTS[(i-period):i,] #slicing past 100 days dslicets<-ts(dslice) #operating on sliced data... Pmin<-rollapply(dslicets, wind, by=wind, min, na.rm=F) #getting min data at per quintile Pmax<-rollapply(dslicets, wind, by=wind, max, na.rm=F) Pmult<-Pmin*Pmax #calculating product tt<-time(Pmult) for (j in 1:5) #1st nested loop { PmatWt[j,]<-Pmult[j,]*mult_col[j,] } #rolling regression analysis... for (k in 1:maxcol) #2nd nested loop { sel_col<-PmatWt[,k] if(!all(is.na(sel_col))) {Preg[,k]<-coef(lm(tt~sel_col))} } } #Code End Thanks, rcoder -- View this message in context: http://www.nabble.com/problem-with-nested-loop-for-regression-tp18792841p18792841.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.