Hi,

I am doing double for loops to calculate SDs with some weights and wondering
if I can get rid of the outer for loop as well. I made a simple examples
which is essentially what I am doing.

Thanks for your help!

-Young

#------------------------------------------------------
 # wtd.var is Hmisc package
# you can replace the 3 lines inside for loop as
# sdx[i,] = apply(x[(i-4):i,],2,var,na.rm=T)
# -------------------------------------------------------

x = matrix(rnorm(200),10,20)
sdx = matrix(0,10,20)
for(i in 5:nrow(x)){
                wts = ( 0.5 )^(i-c(1:i))
                wts = wts/sum(wts)
                sdx[i,] = apply(x[1:i,],2,wtd.var,weights=wts,normwt=T,
na.rm=T)
}

	[[alternative HTML version deleted]]

