[R] Help with efficient double sum of max (X_i, Y_i) (X & Y vectors)

[Benilton Carvalho]

Well, a reproducible example would be nice =)

not tested:

x = rnorm(10)
y = rnorm(20)
mymax <- function(t1, t2) apply(cbind(t1, t2), 1, max)
sum(outer(x, y, mymax))

is this sth like what you need?

b

On Feb 1, 2007, at 1:18 PM, Jeffrey Racine wrote:

> Greetings.
>
> For R gurus this may be a no brainer, but I could not find pointers to
> efficient computation of this beast in past help files.
>
> Background - I wish to implement a Cramer-von Mises type test  
> statistic
> which involves double sums of max(X_i,Y_j) where X and Y are  
> vectors of
> differing length.
>
> I am currently using ifelse pointwise in a vector, but have a nagging
> suspicion that there is a more efficient way to do this. Basically, I
> require three sums:
>
> sum1: \sum_i\sum_j max(X_i,X_j)
> sum2: \sum_i\sum_j max(Y_i,Y_j)
> sum3: \sum_i\sum_j max(X_i,Y_j)
>
> Here is my current implementation - any pointers to more efficient
> computation greatly appreciated.
>
>   nx <- length(x)
>   ny <- length(y)
>
>   sum1 <- 0
>   sum3 <- 0
>
>   for(i in 1:nx) {
>     sum1 <- sum1 + sum(ifelse(x[i]>x,x[i],x))
>     sum3 <- sum3 + sum(ifelse(x[i]>y,x[i],y))
>   }
>
>   sum2 <- 0
>   sum4 <- sum3 # symmetric and identical
>
>   for(i in 1:ny) {
>     sum2 <- sum2 + sum(ifelse(y[i]>y,y[i],y))
>   }
>
> Thanks in advance for your help.
>
> -- Jeff
>
> -- 
> Professor J. S. Racine         Phone:  (905) 525 9140 x 23825
> Department of Economics        FAX:    (905) 521-8232
> McMaster University            e-mail: racinej at mcmaster.ca
> 1280 Main St. W.,Hamilton,     URL:
> http://www.economics.mcmaster.ca/racine/
> Ontario, Canada. L8S 4M4
>
> `The generation of random numbers is too important to be left to  
> chance'
>
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