[R] combining two different matrizes
ThomasH
thomas.hufnagel1 at gmx.de
Wed Jun 5 23:56:16 CEST 2013
Hello together,
this is ma first post, so please aplogize me if post this in the wrong
section.
I have problem concerning ma two matrizes.
After a regressione and so on, I got two matrizes
Matrixres contains the results of ma calculation.
Matrixr contains my detiene, which where Aldo used for the regression.
Please ser the following code:
#Datei einlesen
residual = read.csv2("E:***Input-R_Renditen.csv",header=TRUE, sep=";")
#Aktientitel
alist <- list()
for (a in 2:11){
#Regression
#Länge Gesamtzeit
t <- 243
tx <- t-59
#Länge Regression
reglist <- list()
for (i in 1:tx){
j <- i+59
#RegressionsVariable
x = residual[i:j,a]
rm = residual[i:j,12]
smb = residual[i:j,13]
hml = residual[i:j,14]
rf = residual[i:j,15]
#Überschussrenditen
ex=x-rf
erm=rm-rf
#Regression
reg <- lm(ex~erm+smb+hml)
reglist[[i]] <- coef(reg)
#Berechnung Residuum
#Residual Berechnung
rx = residual[(j-5):j,a]
rrm = residual[(j-5):j,12]
rsmb = residual[(j-5):j,13]
rhml = residual[(j-5):j,14]
rrf = residual[(j-5):j,15]
rex = rx-rrf
rerm = rrm-rrf
#Berechnung
res <-
sum(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))/sd(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))
reglist[[i]] <- res
}
#Residuen auf alle Aktien
alist[[a]] <- reglist
}
#Matrix mit Residuen
matrixres <- do.call(cbind,alist)
#Spaltennamen/Zeilennamen
s<- names(residual)[2:11]
colnames(matrixres)<-s
#RenditeMatrix
matrixr <- do.call(cbind,residual[60:243,2:11])
Now I want to combines the two matrizes in the following way:
Under every row of matrixres should stand the row of matrixr for excample:
Matrixres row1
Matrixr row1
Matrixres row2
Matrixr row 2
Can anybody help me? I was working on this problem the whole day, but have
no idea.
Thanks alot
Thomash
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