You can retain the trick of using subset and still get rid of the loop in:
http://www.mayin.org/ajayshah/KB/R/EXAMPLES/rollingreg.R by using sapply like this (untested): dat <- sapply( seq(T-width), function(i) { model <- lm(dlinrchf ~ dlusdchf + dljpychf + dldemchf, A, i:(i+width-1)) details <- summary.lm(model) tmp <- coefficients(model) c( USD = tmp[2], JPY = tmp[3], DEM = tmp[4], R2 = details$r.squared, RMSE = details$sigma ) } ) dat <- as.data.frame(t(dat)) attach(dat) Date: Mon, 22 Mar 2004 10:28:45 +0530 From: Ajay Shah <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]>, <[EMAIL PROTECTED]> Subject: Re: [R] Operating on windows of data > I have a data set that is comprised of, for simplicity, a vector of > numbers that I want to march across+in overlapping windows of say 10 > values each, computing a couple of values for each window. Is there > +a vectorized way to do this, or do I truly need to resort to > looping--I think so? Any other clever thoughts? I'm not sure this is clever, but I use the subset capabilities of R. See http://www.mayin.org/ajayshah/KB/R/ols.html 3 of the examples there are related to your question, though it's still using loops. :-) -- Ajay Shah Consultant [EMAIL PROTECTED] Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html