[R] Manipulation involving arrays

From: RAVI VARADHAN <rvaradhan_at_jhmi.edu>
Date: Mon 17 Jul 2006 - 08:11:34 EST


Hi,

I have the following piece of code that is part of a larger function. This piece is the most time consuming part of the function, and I would like to make this a bit more efficient. Could anyone suggest a way to do this faster?

In particular, I would like to replace the nested "for" loop with a faster construct. I tried things like "kronecker" and "outer" combined with apply, but couldn't get it to work.

Here is a sample code:

 ##########################

 n <- 120
 sigerr <- 5
 covmat <- diag(c(8,6,3.5))
 mu <- c(105,12,10)
 mcsamp <- 10000  

 Tbar <- array(0, dim=c(3,3,n))  

 # theta is a mcsamp x 3 matrix
 theta <- mvrnorm(mcsamp, mu = mu, Sigma = covmat)  

 wt <- matrix(runif(n*mcsamp),n,mcsamp)  wti <- apply(wt,1,sum)  

 tarray <- array(apply(theta,1,function(x)outer(x,x)),dim=c(3,3,mcsamp))  

 for (i in 1:n) {
 for (k in 1:mcsamp) {
 Tbar[,,i] <- Tbar[,,i] + wt[i,k] * tarray[,,k]
}

 Tbar[,,i] <- Tbar[,,i] / wti[i]
}

###############################################

Thanks very much,
Ravi.



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