Hi, are there routines for creating and manipulatin band matrices? I am estimating a problem using penalised likelihood and I have to calculate the penalty term (using notation by Green & Silvermann (1994)) t(g) %*% Q %*% solve(R) %*% t(Q) %*% g It can be done using diag(), some indexing, and perhaps sparseM package. Are there better ways? Thanks in advance, Ott -- Ott Toomet PhD Student Dept. of Economics ??rhus University Building 322 Universitetsparken 8000 ??rhus C Denmark otoomet (a) econ au dk ph: (+45) 89 42 20 40 ------------------------------------------- (o_ (*_ (O_ (o< -! //\ //\ //\ //\ V_/_ V_/_ V_/_ V_/_ standard drunken shocked noisy penguin penguin penguin penguin