[R] Creating a data set within a function
Gabor Grothendieck
ggrothendieck at gmail.com
Sun Aug 19 21:56:08 CEST 2007
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On 8/19/07, Anup Nandialath <anup_nandialath at yahoo.com> 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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