[R] Speed up sum of outer products?

From: AjayT <ajaytalati_at_googlemail.com>
Date: Tue, 01 Mar 2011 08:53:50 -0800 (PST)


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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Received on Tue 01 Mar 2011 - 17:07:47 GMT

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