[R] Saving run time in loop

[Dennis Murphy]

Hi:

Perhaps rollapply() in the zoo package might be helpful.

Dennis

On Tue, Apr 19, 2011 at 11:30 PM, vincent.deluard
<vincent.deluard at trimtabs.com> wrote:
> Hi r users,
>
> I am trying to compute the "moving variance" of a large matrix. I now use a
> loop but I am looking for a faster solution. Here is a sample of the code.
>
> Source= matrix(rnorm(400),ncol=100)
> variances= matrix(rep(NA,4*100),ncol=100)
>
> for (i in 1:80) {variances[,i]=apply(Source[,i:(i+80)],1,var)}
>
> any idea? Many thanks in advance.
>
>
> Vincent.
>
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