[redirected from R-devel: this really belongs on R-help]
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)
ANSWER:
If securities and factors are both data frames then something like
m1 <- mapply(t.test,securities[3:42],factors[2:41],SIMPLIFY=FALSE,
MoreArgs=list(var.equal=TRUE))
(note the lack of commas in the square brackets -- this extracts
the columns you want as sublists, although it might work with
commas as well, haven't tried it) will give you a list of t-test
results. If all you want is the t-statistic, something like
sapply(m1,"[[","statistic")
should do it.
Poke around in the documentation (?mapply, ?sapply, etc.) to
see why this all works.
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