On Mon, Mar 23, 2009 at 11:04 AM, GRANT Lewis <l.gr...@hermes.co.uk> wrote:
[snip] > factors<-matrix(runif(400),nrow=40) > returns1<-matrix(runif(40),nrow=1) > returns2<-matrix(runif(2000),nrow=50) > coef(summary(lm(t(returns1)~factors)))[1,4] [snip] > (coef(summary(lm(t(returns2)~factors)))[50])[1,4] > > Error in `[.default`((coef(summary(lm(t(returns2) ~ factors)))[50]), 1, > : > incorrect number of dimensions Use of the 'str' function will reveal you are indexing a list element, so try [[50]] rather than [50] hth, Kingsford Jones > > > > ********************************************************************** > Hermes Fund Managers Limited > Registered in England No. 1661776, Lloyds Chambers, 1 Portsoken Street, > London E1 8HZ > > *** Please read the Hermes email disclaimer at > http://www.hermes.co.uk/email_terms.htm before acting on this email or > opening any attachment *** > > The contents of this email are confidential. If you have received this > message in error, please delete it immediately and contact the sender > directly or the Hermes IT Helpdesk on +44(0)20 7680 2117. Any reliance on, > use, disclosure, dissemination, distribution or copying of this email is > unauthorised and strictly prohibited. > > This message has been checked for viruses but the recipient is strongly > advised to rescan the message before opening any attachments or attached > executable files. Hermes do not accept any liability for any damage > sustained as a result of a virus introduced by this email or any attachment. > > > ********************************************************************** > > > ______________________________________________________________________ > This email has been scanned by the MessageLabs Email Security System. > For more information please visit http://www.messagelabs.com/email > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
