[R] Manipulation involving arrays

[Gabor Grothendieck]

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]
>  }
>