[R] band matrices

[Ott Toomet]

Hi,

are there routines for creating and manipulatin band matrices?  I am
estimating a problem using penalised likelihood and I have to
calculate the penalty term (using notation by Green & Silvermann
(1994))

t(g) %*% Q %*% solve(R) %*% t(Q) %*% g

It can be done using diag(), some indexing, and perhaps sparseM
package.  Are there better ways?

Thanks in advance,

Ott

-- 
Ott Toomet
PhD Student

Dept. of Economics
Århus University
Building 322
Universitetsparken
8000 Århus C
Denmark

otoomet (a) econ au dk
ph: (+45) 89 42 20 40
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