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On 8/19/07, Anup Nandialath <[EMAIL PROTECTED]> wrote:
> 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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