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randgen
2003 May 08
3
Avoiding loops to spare time and memory
Is it possible to avoid the loop in the following function (or make the
function otherwise more efficient) and can someone point me to a
possible solution? (It would be great if hours could be reduced to
seconds :-).
# ---------------------------------------------
RanEigen=function(items=x,cases=y,sample=z)
{
X=matrix(rnorm(cases*items),nrow=cases,byrow=F)
S=crossprod(X-rep(1,cases) %*% t(colMeans(X)))
EV=eigen((1/sqrt(diag(S))*diag(items))%*%S%*%(1/sqrt(diag(S))*diag(items)),only.values=T)$values
for (i in 2:sample)
{
X=matrix(rnorm(cases*items),nrow=cas...