我有一个名为 reg 的回归函数。我现在需要运行它 1000 次,在直方图中捕获 Rsquare 值和 t-stat。
我尝试按如下方式运行复制(已采用 n=5,以查看结果):
replicate(5,{
seriese=matrix( rnorm(100*1,mean=0,sd=1), 100, 1)
e <- matrix(ncol = 1, nrow = 100)
for(i in 1:100){
e[i] <- sum(seriese[1:i,1])
}
dataY <- cbind(seriese, e)
seriesa=matrix( rnorm(100*1,mean=0,sd=1), 100, 1)
x <- matrix(ncol = 1, nrow = 100)
for(i in 1:100){
x[i] <- sum(seriesa[1:i,1])
}
dataX <- cbind(seriesa, x)
#convert to ts
dataYTS=ts(dataY[,2])
dataXTS=ts(dataX[,2])
#run regression
#check summary regression
reg=lm(dataYTS~dataXTS)
},simplify=FALSE)
这报告数据的类型,而不是值。
replicate(5,{reg=lm(dataYTS~dataXTS)})
[,1] [,2] [,3] [,4] [,5]
coefficients Numeric,2 Numeric,2 Numeric,2 Numeric,2 Numeric,2
residuals Numeric,100 Numeric,100 Numeric,100 Numeric,100 Numeric,100
effects Numeric,100 Numeric,100 Numeric,100 Numeric,100 Numeric,100
rank 2 2 2 2 2
fitted.values Numeric,100 Numeric,100 Numeric,100 Numeric,100 Numeric,100
assign Integer,2 Integer,2 Integer,2 Integer,2 Integer,2
qr List,5 List,5 List,5 List,5 List,5
df.residual 98 98 98 98 98
xlevels List,0 List,0 List,0 List,0 List,0
call Expression Expression Expression Expression Expression
terms Expression Expression Expression Expression Expression
model List,2 List,2 List,2 List,2 List,2