I'm trying to calculate rolling r-squared of regression among first column and other columns in a dataframe (first column and second, first column and third etc.) But when I try threading, it kept telling me the error that
TypeError: ParallelRegression() argument after * must be an iterable, not int".
I'm wondering how do I fix this? Thanks very much!
import threading
totalThreads=3 #three different colors
def ParallelRegression(threadnum):
for i in range(threadnum):
res[:,i]=sm.OLS(df.iloc[:,0], df.iloc[:,i+1]).fit().rsquared
threads=[]
for threadnum in range(totalThreads):
t=threading.Thread(target=ParallelRegression,args=(threadnum))
threads.append(t)
t.start()
for threadnum in range(totalThreads):
threads[threadnum].join()
See a summary of the data (df) in the picture linked below:
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