[R] Moving window regressions - how can I improve this code?

[Prof Brian Ripley]

You forgot drop=FALSE, one of the commonest S programmers' oversights.
The lm.fit call should be

                            fit = lm.fit(x[ind, , drop = FALSE], y[ind])

Please don't mix assignment operators in posted code, BTW.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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