[R-sig-finance] tips and tricks for rolling regressions?

[Gabor Grothendieck]

Taher Khan <t.khan at econ.bbk.ac.uk> writes:

> I want to find out if there is a clever way to do a one-step-ahead
> moving window rolling regression using a vectorized operation like with
> apply, rather than a for loop.


There was a thread on r-help about this in which there were
a number of solutions including the ones just listed by Ajay.
Check out the following for a few more:

http://tolstoy.newcastle.edu.au/R/help/04/04/1288.html

http://tolstoy.newcastle.edu.au/R/help/04/04/1371.html