Moohwan -
   It appears that you are trying to calculate a 100000
by 100000 matrix when all you want are the diagonal elements. Here's one approach that might work:

s = t(dev)%*%dev/(nr-1)
sinv = solve(s)
part = sinv%*%t(dev)
t2 = dev[,1]*part[1,] + dev[,2]*part[2,]

                                        - Phil Spector
                                         Statistical Computing Facility
                                         Department of Statistics
                                         UC Berkeley
                                         spec...@stat.berkeley.edu


On Wed, 21 Jul 2010, Moohwan Kim wrote:

Dear R family,

I faced a technical problem in r coding.
#s=t(dev)%*%dev/(nr-1)         # dev (100,000 by 2) stands for
deviation from the mean
#sinv=solve(s)
#t2=diag(dev%*%sinv%*%t(dev))

I got an error message at t2 statement:
Error in diag(dev %*% si %*% t(dev)) : allocMatrix: too many elements specified

Please let me know if there is a way to overcome this problem.

best
moohwan

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