[R] URGENT Help required

arnaud_amsellem@ssga.com arnaud_amsellem at ssga.com
Tue Nov 26 12:29:05 CET 2002

I've the following problem:
The below function runs a loop with regression analysis and stores F-Stat
in a matrix. When I call the matrix elements (models[i,j]) in the function
I get proper results, but when I try to call  the same elements outside the
function the matrix appears to be empty e.g when I call compt inside the
function I get: 5 but when I call it outside I get: 1. This is the same
problem with models which appears to be empty outside the function.
Specifically I would like being able to  run the same function for various
data frames and store the results in the same matrix (models) one after the

# Set general variables & matrix
myDataFrame <- read.table("path",header=T)
models <- matrix(nrow = 20, ncol =8)
X <- matrix(nrow = 1, ncol = 6)
compt <- 1
deb <- 0
fin <- 0

# Runsanalysis
myFunction <- function(IndDF)
     indDF <- as.data.frame(IndDF)
     for (i in 2:(length(IndDF)-1))
          for (j in ((i+1):(length(IndDF))))
               for (k in 0:5)
                    deb <- dim(IndDF)[1]-k*21-100
                    fin <- dim(IndDF)[1]-k*21
                    X[1,k+1] <- lm((IndDF[,i])[deb:fin]~(IndDF
               if (0.39*X[1,1]+0.25*X[1,2]+0.16*X[1,3]+0.10*X[1,4]
+0.06*X[1,5]+0.04*X[1,6] > 5)
                    models[compt,1] <- "ind"
                    models[compt,2] <-
                    models[compt,3] <-
                    models[compt,6] <- 0.39*X[1,1]+0.25*X[1,2]+0.16*X[1,3]
                    models[compt,7] <- as.character((IndDF
                    models[compt,8] <- as.character((IndDF
                    compt <- compt+1

Any help appreciated


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