search for: sum_t

Displaying 2 results from an estimated 2 matches for "sum_t".

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2018 Jan 17
1
mgcv::gam is it possible to have a 'simple' product of 1-d smooths?
...n-function regression analysis. The following is the 'hierarchy' of models I would like to test: (1) Y_i = a + integral[ X_i(t)*Beta(t) dt ] (2) Y_i = a + integral[ F{X_i(t)}*Beta(t) dt ] (3) Y_i = a + integral[ F{X_i(t),t} dt ] equivalents for discrete data might be: 1) Y_i = a + sum_t[ L_t * X_it * Beta_t ] (2) Y_i = a + sum_t[ L_t * F{X_it} * Beta_t ] (3) Y_i = a + sum_t[ L_t * F{X_it,t} ] where Y_i are scalar outcomes for the i-th subject, and X_i(t) is a functional covariate observed at times t in [0,1,...T], and L are the quadrature weights. Beta() and/or F{} are the f...
2008 Jul 21
2
avoid loop with three-dimensional array
Dear R user, I'm trying to find a solution for optimizing my code. I have to run a 50.000 iteration long simulation and it is absolutely necessary to have an optimized code. I have to do this operation *sum_t ( t(X_t) %*% A %*% X_t )* where X_t is a (d*k) matrix which changes in time and A is a constant in time (d*d) matrix. I have put all my X_t in a three dimensional array X of dimension (d,k,T). At the moment for computing the sum over time I'm doing a for loop and saving the resulting (k*k) mat...