[R] Manipulation involving arrays
Gabor Grothendieck
ggrothendieck at gmail.com
Mon Jul 17 01:19:00 CEST 2006
The double loop is the same as:
Tbar[] <- matrix(tarray, 9) %*% t(wt) / rep(wti, each = 9)
On 7/16/06, RAVI VARADHAN <rvaradhan at jhmi.edu> wrote:
> 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]
> }
>
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