From: Bernzweig, Bruce (Exchange) <bbernzwe_at_bear.com>

Date: Fri 31 Mar 2006 - 16:23:52 GMT

Please be aware that, notwithstanding the fact that the pers...{{dropped}}

R-devel@r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Apr 01 02:48:39 2006

Date: Fri 31 Mar 2006 - 16:23:52 GMT

I have two sets of time-series that I imported from Excel using RODBC
and placed in

"securities" and "factors".

What I need to do is generate t-scores for each security-factor pair.

I tried the following:

t1 <- t.test(securities[,3:42], factors[,2:41], var.equal=TRUE)

However, this gives me just a single t-score. Note: the numeric values that I need are in indices 3 to 42 for securities and 2 to 41 for factors.

I'm pretty new with R so I was wondering if I could use something similar to the following where I can run some function that would calculate against all values (all meaning each security or each factor):

> y <- x+1

*> y
*

[1] 2 3 4 5 6

Or do I need to iterate through the list of securities and factors and generate a t-score for each pair one at a time?

Thanks,

- Bruce

Please be aware that, notwithstanding the fact that the pers...{{dropped}}

R-devel@r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Apr 01 02:48:39 2006

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