[R] Speed up sum of outer products?
AjayT
ajaytalati at googlemail.com
Tue Mar 1 17:53:50 CET 2011
Hi, I'm new to R and stats, and I'm trying to speed up the following sum,
for (i in 1:n){
C = C + (X[i,] %o% X[i,]) # the sum of outer products - this is very slow
according to Rprof()
}
where X is a data matrix (nrows=1000 X ncols=50), and n=1000. The sum has to
be calculated over 10,000 times for different X.
I think it is similar to estimating a co-variance matrix for demeaned data
X. I tried using cov, but got different answers, and it was'nt much quicker?
Any help gratefully appreciated,
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