Created
January 5, 2022 02:43
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styler format
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| library(dplyr) | |
| library(tidyr) | |
| library(purrr) # map | |
| library(slider) | |
| # only returns rsquared | |
| get_coef1 <- function(data) { | |
| coef1 <- lm(data = data, r1 ~ r2 + r3) %>% | |
| coef() %>% | |
| .["r2"] %>% | |
| unname() | |
| return(coef1) | |
| } | |
| data <- tibble( | |
| t = rep(1:10, 3), | |
| case = c(rep("a", 10), rep("b", 10), rep("c", 10)), | |
| r1 = rnorm(30), | |
| r2 = rnorm(30), | |
| r3 = rnorm(30) | |
| ) | |
| stylerFormat %>% | |
| group_by(case) %>% | |
| nest() %>% | |
| mutate(rollreg = map(data, ~ .x %>% | |
| mutate(coef1 = slider::slide_dbl(., ~ get_coef1(.x), | |
| .before = Inf, | |
| .complete = TRUE | |
| )))) %>% | |
| select(-data) %>% | |
| unnest(rollreg) | |
| desiredFormat %>% | |
| group_by(case) %>% | |
| nest() %>% | |
| mutate( | |
| rollreg = map(data, ~ .x %>% | |
| mutate( | |
| coef1 = slider::slide_dbl( | |
| ., | |
| ~ get_coef1(.x), | |
| .before = Inf, | |
| .complete = TRUE | |
| ) | |
| ) | |
| ) | |
| ) %>% | |
| select(-data) %>% | |
| unnest(rollreg) |
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