Re: [R] Newbie question about vector matrix multiplication

From: Dan Stanger <DStanger_at_eatonvance.com>
Date: Wed, 14 May 2008 15:26:52 -0400

Hello Abhijit,
When I try that, I get:
> diag(w)%*%co%*%diag(w)

Error in diag(w) %*% co : requires numeric matrix/vector arguments

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

-----Original Message-----
From: Abhijit Dasgupta [mailto:adasgupt_at_mail.jci.tju.edu] Sent: Wednesday, May 14, 2008 3:22 PM
To: Dan Stanger
Cc: r-help_at_r-project.org
Subject: Re: [R] Newbie question about vector matrix multiplication

Won't diag(w)%*%co%*%diag(w) do it?

Dan Stanger wrote:
> Hello All,
>
> I have a covariance matrix, generated by read.table, and cov:
>
> co<-cov(read.table("c:/r.x"))
>
> 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.
>



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 - 21:17:32 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 Thu 15 May 2008 - 00:30:38 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