Re: [R] *Building* a covariance matrix efficiently

: RE: [R] *Building* a covariance matrix efficiently Hi Rex, Thanks for the reply. But it doesn't solve the issues of redundant calculations due to... -- *This message may contain confidential information. If you are not the designated recipient, please notify the sende

Re: [R] *Building* a covariance matrix efficiently

mmetry, so I'm not sure of the point of this exercise. PS: I actually know how to spell and pronounce Tsjerk, but Tsj is not a very familiar pattern for my fingers. From: Tsjerk Wassenaar [mailto:tsje...@gmail.com] Sent: Monday, March 14, 2011 1:41 PM To: Dwyer Rex USRE Subject: Re: RE: [R]

Re: [R] *Building* a covariance matrix efficiently

ssenaar Sent: Monday, March 14, 2011 10:14 AM To: R-help Subject: [R] *Building* a covariance matrix efficiently deaRs, I want to build a covariance matrix out of the data from a binary file, that I can read in chunk by chunk, with each chunk containing a single observation vector X. I wonder how to

[R] *Building* a covariance matrix efficiently

deaRs, I want to build a covariance matrix out of the data from a binary file, that I can read in chunk by chunk, with each chunk containing a single observation vector X. I wonder how to do that most efficiently, avoiding the calculation of the full symmetric matrices XX'. The trivial non-optimal