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sdd1
2012 Aug 06
1
more efficient way to parallel
...0,size = 10000,replace =T ), 100)
Sigma <- t(Sigmahalf)%*%Sigmahalf
x <- mvrnorm(n=1000, rep(0, 10), Sigma)
xlist <- list()
for (j in 1:1000)
{
xlist[[j]] <- list(X = matrix( x [j, ],5))
}
## end of initialization
dd1 <- sapply(xlist,function(s) {min(abs((eigen(s$X))$values))})
##
sumdd1=sum(dd1)
for (j in 1:1000)
{
xlist[[j]]$dd1 <- dd1[j]/sumdd1
}
## Assume dd2 and dd1 can not be combined in one sapply()
dd2 <- sapply(xlist, function(s){min(abs((eigen(s$X))$values))+s$dd1})
result.seq[i] <- sum(dd1*dd2)
}
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