[R] Moving window regressions - how can I improve this code?
Prof Brian Ripley
ripley at stats.ox.ac.uk
Sun May 16 08:31:20 CEST 2004
You forgot drop=FALSE, one of the commonest S programmers' oversights.
The lm.fit call should be
fit = lm.fit(x[ind, , drop = FALSE], y[ind])
Please don't mix assignment operators in posted code, BTW.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
More information about the R-help
mailing list