search for: botstrap

Displaying 1 result from an estimated 1 matches for "botstrap".

Did you mean: bootstrap
2009 May 30
0
improve efficiency of a loop
...fill the rest of the values using this loop: > for(.t in 3:length(d$time)){ > ? ? ? d$y.b[c(.t)]<-gamma*d$y.b[c(.t-1)] + beta*d$x[c(.t)] ?+ d$res[c(.t)] #pretending that res are resampled errors. > ? ? ? } My problem is that this becomes very slow --- painfully slow when I am actually botstraping --- when I have several observations or more than one index (hence more looping levels) in the dependent variable. I tried to use lapply, but it seems to me that it is not adequate when you have a recursive situation such the one above. Any hint? I appreciate any help, Nelson Villoria