[R] Manipulation involving arrays
RAVI VARADHAN
rvaradhan at jhmi.edu
Mon Jul 17 00:11:34 CEST 2006
Hi,
I have the following piece of code that is part of a larger function. This piece is the most time consuming part of the function, and I would like to make this a bit more efficient. Could anyone suggest a way to do this faster?
In particular, I would like to replace the nested "for" loop with a faster construct. I tried things like "kronecker" and "outer" combined with apply, but couldn't get it to work.
Here is a sample code:
##########################
n <- 120
sigerr <- 5
covmat <- diag(c(8,6,3.5))
mu <- c(105,12,10)
mcsamp <- 10000
Tbar <- array(0, dim=c(3,3,n))
# theta is a mcsamp x 3 matrix
theta <- mvrnorm(mcsamp, mu = mu, Sigma = covmat)
wt <- matrix(runif(n*mcsamp),n,mcsamp)
wti <- apply(wt,1,sum)
tarray <- array(apply(theta,1,function(x)outer(x,x)),dim=c(3,3,mcsamp))
for (i in 1:n) {
for (k in 1:mcsamp) {
Tbar[,,i] <- Tbar[,,i] + wt[i,k] * tarray[,,k]
}
Tbar[,,i] <- Tbar[,,i] / wti[i]
}
###############################################
Thanks very much,
Ravi.
More information about the R-help
mailing list