Question

May you correct my loop function. I want to calculate correlation of colomns of my matrices a and b. The output should be a loop of correlation of the first 3 rows of a and b and then the remaining 3(not a correlation matrix). My code is below.

a=read.table("H:/cor1.txt",header=T)
b=read.table("H:/cor2.txt",header=T)
t=as.matrix(a)
y

          d     e    f
   [1,]   6    -5    7
   [2,]   7    -4    4
   [3,]   8    -3    3
   [4,]   9    -2    3
   [5,]  10    -1    9
   [6,]  11     0    7


t
         a     b    c
  [1,]   1    -1    4
  [2,]   2    -2    6
  [3,]   3    -3    9
  [4,]   4    -4   12
  [5,]   5    -5    6
  [6,]   6    -6    5

y=as.matrix(b)
n=3  #number to consider at a time
runs=2 #runs multiplied by number of shares be looked at
Corrs=matrix(0, nrow=2,3) #100 is number of shares being looked at
for (i in 1:runs){
    index_start = n*(i-1)+1  #replace 100 with days in a quater
    index_end = n*i  #replace 100 with days in a quater
    use_index = index_start:index_end
    Corrs[i] = diag(cor(t[use_index,],y[use_index,]))
}

Warning messages:

1: In Corrs[i] = diag(cor(t[use_index, ], y[use_index, ])) :
  number of items to replace is not a multiple of replacement length
2: In Corrs[i] = diag(cor(t[use_index, ], y[use_index, ])) :
  number of items to replace is not a multiple of replacement length

Corrs

     [,1] [,2] [,3]
[1,]    1    0    0
[2,]    1    0    0

the correct answer should be a matrix with the two rows below, respectively

diag(cor(t[1:3,],y[1:3,]))

[1]  1.0000000 -1.0000000 -0.9226129

diag(cor(t[4:6,],y[4:6,]))

[1]  1.0000000 -1.0000000 -0.8934051

Answer 1

on corrs[i] , change it to corrs[i,]