[R] Avoiding loops to spare time and memory

[Dirk Enzmann]

Is it possible to avoid the loop in the following function (or make the
function otherwise more efficient) and can someone point me to a
possible solution? (It would be great if hours could be reduced to
seconds :-).

# ---------------------------------------------
RanEigen=function(items=x,cases=y,sample=z)
{
  X=matrix(rnorm(cases*items),nrow=cases,byrow=F)
  S=crossprod(X-rep(1,cases) %*% t(colMeans(X)))

EV=eigen((1/sqrt(diag(S))*diag(items))%*%S%*%(1/sqrt(diag(S))*diag(items)),only.values=T)$values

  for (i in 2:sample)
  {
  X=matrix(rnorm(cases*items),nrow=cases,byrow=F)
  S=crossprod(X-rep(1,cases) %*% t(colMeans(X)))

EV=rbind(EV,eigen((1/sqrt(diag(S))*diag(items))%*%S%*%(1/sqrt(diag(S))*diag(items)),only.values=T)$values)

  }
  REigV=(cbind(1:items,colMeans(EV)))
  REigV[,2]=as.numeric(formatC(REigV[,2],format="f",digits=7,flag="
",width=10))
  colnames(REigV)=c(' ','Eigenvalue')
  rownames(REigV)=rep('',items)
  return(REigV)
}
# ---------------------------------------------

Thanks in advance,
Dirk


*************************************************
Dr. Dirk Enzmann
Criminological Research Institute of Lower Saxony
Luetzerodestr. 9
D-30161 Hannover
Germany

phone: +49-511-348.36.32
fax:   +49-511-348.36.10
email: ENZMANN at KFN.uni-hannover.de

http://www.kfn.de