From: Jeremiah Rounds <jeremiahrounds_at_hotmail.com>

Date: Wed, 14 May 2008 12:53:26 -0700

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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 - 23:13:47 GMT

Date: Wed, 14 May 2008 12:53:26 -0700

> Date: Wed, 14 May 2008 15:18:32 -0400

*> From: DStanger_at_eatonvance.com
**> To: r-help_at_r-project.org
**> Subject: [R] Newbie question about vector matrix multiplication
**>
**> 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
*

First off your example matrix does not seem to represent the equation you wrote down. For example m[1,3] should be m[1,3] = 0.5818416 * 0.0007887114* 0.2023053 = .000928. I apologize if that represents something incorrect on part. However if I am correct then I believe what you seek is the line below:

m = w %*% t(w)*co

To get there btw picture moving the weights together then picture multiplying two equal sized matrixes together by each coefficient.

*>
**>
**>
*

> 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]]
**>
**> ______________________________________________
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**> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
**> and provide commented, minimal, self-contained, reproducible code.
*

esh_messenger_052008

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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 - 23:13:47 GMT

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