Dear Friends,
I'm trying to find if there is a way to automate creation of the design matrix.
Suppose we are interested in say running an autoregressive model. The user
inputs the following data
myfunAR <- function(y, order)
{.....
......
}
now here y is the data series and order represents the level of the process. In
other words if order=2 then we have an AR (2) process. Now it is easy to to
create the y vector within the function, but I'm not clear on how to create the
design matrix.
For instance if order=2 then
y <- as.matrix(rnorm(100))
ynew <- as.matrix(y[3:nrow(y),1])
x <- as.matrix(cbind(rep(1, nrow(y)-2), y[2:(nrow(y)-1),1], y[1:(nrow(y)-2),1]))
ynew and x gives me the response vector and design matrix respectively.
however, I'm trying to write a general function which will accomodate any
order. Hence given the user inputs y and the order, is there a way to program
the creation of the x matrix automatically.
The long way would be
if (order=1)
{%%%%%%%%%5}
if (order=2)
{%%%%%%%%%%%%%5}
but this will force me to limit at some point.Is there an alternative way to
program this??
Thanks in advance
Regards
Anup
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