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R value of i and j in a loop

I am learning to run a loop (2 rounds of loop) for a DCC GARCH model. However, the loop is out of my control because:

Problem 1: Round 1, I want R to run for i from 1 to n-1 (n is total numbers of countries): however it keeps run from i==0 --> I put i in (2:length(msci)-1); so it is ok for now, but I just don't understand why there is the case.

Round 2, I want R to run for j from i+1 to n. Somehow, R run j until n+ 1 --> I bypass it by setting

j in (i+1:length(msci)-1

It is ok for i=1 (it runs for j from 2 to 49). When i=2, it runs from 3 to 50

So it issues the error: "[1] "Now is loop j 50" Error in [.data.frame(msci, j) : undefined columns selected"

Any help (how to stop j reach the value of 50) is greatly appreciated. thanks

My code is:

library(R.oo)
library(rmgarch)
library(tidyverse)
setwd("C:/data/Garch output")
#define the function####
my_model <- function(country1, country2) {
  uspec <- ugarchspec(variance.model = list(model="eGARCH",garchOrder = c(1,1)),mean.model = list(armaOrder = c(2,2)))
  mspec=multispec(replicate(2,uspec))
  multf=multifit(mspec,data=data.frame(country1,country2),solver = "nlminb",fit.control = list(stationarity = 1, fixed.se = 0, scale = 1, rec.init = "all"))
  
  #define the DCC model
  spec1=dccspec(uspec=mspec,dccOrder=c(1,1), model = "DCC",distribution="mvnorm")
  #estimate DCC 
  fit1=dccfit(spec1,data=data.frame(country1,country2),fit.control = list(eval.e=TRUE),fit=multf)
  return(fit1)
  
}

for (i in 2: length(msci)-1) {
  
  print(paste("LOOP i IS NOW", i))
  
  if (j >= i+1:length(msci)-1) {
    if (i != j) {
      print(paste("Now is loop j", j))
      print(paste("this is the loop of correlation between", names(msci[i]), "and", names(msci[j])))
      #create name for the output
      temp_name <- paste0("fit_",names(msci[i]), "_", names(msci[j]))
      file_name <- temp_name
      #estimate model
      temp_name <- tryCatch({my_model(msci[i], msci[j])},
                            error = function(e) {cat("There is a error in", names(msci[i]), "and", names(msci[j]), "
")}
      )
      saveRDS(temp_name, file = paste0(file_name,".RDS"))
      print(paste("Finish loop of correlation between", names(msci[i]), "and", names(msci[j])))
    }
    
    }}

my data is in the below google link.

https://docs.google.com/spreadsheets/d/1ygaoOvby4mTpFIfHTkcyjq-Uwby671yQWI-xfU3Li7Y/edit#gid=0

question from:https://stackoverflow.com/questions/65912093/r-value-of-i-and-j-in-a-loop

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1 Reply

0 votes
by (71.8m points)

Your issue is order of operations -- in R, : has higher precedence than + and -.

## Demonstration:
1:5 - 1
# [1] 0 1 2 3 4
1:(5 - 1)
# [1] 1 2 3 4

## In your case
## change this:
for (i in 2: length(msci)-1)
## to this:
for (i in 1:(length(msci) - 1))

## I don't see `j` defined in your code, but I assume you have the same issue and need
for (j in (i + 1):n))

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