[R] rolling regression between adjacent columns

Gabor Grothendieck ggrothendieck at gmail.com
Wed Jul 30 02:39:59 CEST 2008

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On Tue, Jul 29, 2008 at 6:15 PM, rcoder <mpdotbook at gmail.com> wrote:
> Hi everyone,
> I am trying to apply linear regression to adjacent columns in a matrix (i.e.
> col1~col2; col3~col4; etc.). The columns in my matrix come with identifiers
> at the top of each column, but when I try to use these identifiers to
> reference the columns in the regression function using rollapply(), the
> columns are not recognised and the regression breaks down. Is there a more
> robust way to reference the columns I need, so that I can apply the
> regression across the matrix; 'by.column', but every other column?
> Thanks,
> rcoder
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