[R] 3 dimensional matrix??

[Jason Turner]

> Perhaps this is obvious...but is there anyway to create a matrix like 
> object with has more than 2 dimensions.  

Yes.  They're called arrays in R.

my.array<-array(0,dim=c(10,5,6,8))

will give you a 4-dimensional 10 x 5 x 6 x 8  array.

Have a look at the source for "spectrum" in the ts library 
for a good example of their use.

> I want to estimate a bunch 
> of var/cov matrices inside an index loop.  It would be more 
> computationally efficient to do this in C...but R makes many of the 
> operations inside the loop really easy!  

You can, of course, migrate the innermost portions of the loop 
out to C or Fortran after polishing it in R.  And yes, R makes it much
easier.  Debugging pointers in variable-sized 4-d arrays isn't
my idea of a good time. ;-)

Cheers

Jason
-- 
Indigo Industrial Controls Ltd.
64-21-343-545
jasont at indigoindustrial.co.nz
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