boennecd

This may be completely unrelated in which case I am sorry, but I have seen some issues with re-throwing exceptions but only on clang-11 using libc++. It is not with...

The feature is requested in this Stackoverflow comment: https://stackoverflow.com/questions/23162937/the-rolling-regression-in-r-using-roll-apply/52457815?noredirect=1#comment121401460_52457815

This is a good idea. For the time being, you can: - Scale the design matrix and the outcomes. - Subsequently down scale the predicted values This will give you...

Thank you for the reply. Here is a version to the R squared: ```r ##### # simulate data set.seed(65731482) n

You can replace ```r # re-scale the R^2 library(zoo) mea_weighted

There is a `\psi` instead of `\phi` in the README.