[R] Newbie question about vector matrix multiplication

From: Dan Stanger <DStanger_at_eatonvance.com>
Date: Wed, 14 May 2008 15:18:32 -0400

Hello All,

I have a covariance matrix, generated by read.table, and cov:


             X Y Z

X 0.0012517684 0.0002765438 0.0007887114

Y 0.0002765438 0.0002570286 0.0002117336

Z 0.0007887114 0.0002117336 0.0009168750  

And a weight vector generated by

w<- read.table("c:/r.weights")

          X Y Z

1 0.5818416 0.2158531 0.2023053  

I want to compute the product of the matrix and vectors termwise to generate a 3x3 matrix, where m[i,j]=w[i]*co[i,j]*w[j].

0.000423773 7.47216E-08 4.41255E-08

7.47216E-08 1.96566E-11 4.29229E-11

4.41255E-08 4.29229E-11 4.11045E-11  

Is this possible without writing explicit loops?

Thank you,

Dan Stanger

Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261  

        [[alternative HTML version deleted]]

R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 14 May 2008 - 21:16:32 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 14 May 2008 - 23:30:38 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive