try this:
V <- var(matrix(rnorm(100*3), 100, 3))
w <- c(0.5, 0.3, 0.2)
V * (w %o% w)
I hope it helps.
Best,
Dimitris
----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
http://www.student.kuleuven.be/~m0390867/dimitris.htm
Quoting Dan Stanger <[EMAIL PROTECTED]>:
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
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