[baichen]

q){b:first x+1;b#x+1}[8;1] 
1 
2 2 
3 3 3 
4 4 4 4 
5 5 5 5 5 
6 6 6 6 6 6 
7 7 7 7 7 7 7 
8 8 8 8 8 8 8 8

[baichen]

select a:a ,b1:b[;0],b2:b[;1],b3:b[;2] from t

a b1 b2 b3
----------
1 4  5  6 
2 6  12 23
3 12 36 14

[baichen]

I guess you mean:

 

 

(flip enlist[`a]!enlist[t `a]),'flip `b1`b2`b3!flip t `b 
a b1 b2 b3 
---------- 
1 4 5 6 
2 6 12 23 
3 12 36 14

 

 

[baichen]

 

tData:([]y:10?100.0;x1:10?10.0;x2:10?20.0;x3:10?30.0;const:1.0) 
tData 
y x1 x2 x3 const 
------------------------------------------- 
8.226874 2.037285 8.538354 16.01854 1 
51.32018 7.757617 15.40955 28.16125 1 
49.47829 0.6938325 0.3188056 9.083402 1 
86.65565 4.101914 7.146077 13.34548 1 
64.14975 2.337549 0.5094767 13.24347 1 
90.82711 7.125845 13.76178 21.80396 1 
97.96094 1.392257 12.75511 29.98824 1 
30.77491 2.701876 0.7691273 22.29986 1 
36.52273 6.357182 17.94471 7.113864 1 
95.91177 7.771303 15.87103 17.01243 1 

rolling:{[w;t] (w-1)_({ 1_x,y }[w#delete from t;t])} 
fn:{[t;Y;X] 
       yx:enlist t[Y] mmu flip t[`const,X];
       xx:x mmu flip[x:t[`const,X]];yx lsq xx} 
fn[;`y;`x1`x2`x3] each rolling[5;tData] 
49.22355 4.14351 -3.200252 -0.6170487 
30.90215 9.65294 -4.097335 0.03631143 
41.24432 -5.843066 0.4397651 1.026252 
14.49142 -2.988273 -0.3123183 2.138712 
6.81604 -5.333931 1.68819 1.800037 
-18.19828 -2.163089 3.582677 1.640662

 

 

 

It returns rows of lists of betas with rolling window:5

 

[baichen]

Wrapped them into function:

tabData:([]y:10?100.0;x1:10?10.0;x2:10?20.0;x3:10?30.0;const:1.0); 
main:{[n;y;xs;tab] rolling:{[w;t] (w-1)_({ 1_x,y }[w#delete from t;t])}; 
fn:{[t;Y;X] 
      yx:enlist t[Y] mmu flip t[`const,X];
      xx:x mmu flip[x:t[`const,X]];yx lsq xx}; 
      fn[;y;xs] each rolling[n;tab] } 
betas:main[5;`y;`x1`x2`x3;tabData]

 

 

[baichen]

for default installation, you should put the kc.lic file in your $HOME/q directory :

baichen@MacProM1:~/q$ ls

kc.lic m64/ q.k

 

[baichen]

To set value in a list, we can use @

n:2
@[3 mavg a;til n;:;0n]
0n 0n 1 2 3 4 5 6 7 8

[baichen]

you also can use where clause, which return all keys that have duplicates:

q)dic:`a`b`c`d!1 2 3 1
q)where dic=1
`a`d

[baichen]

? can be used in vector-based condition . For example:

?[101b;`a;`b]
`a`b`a

$ is used in single condition :
$[1b;`a;`b]
`a

 

---