Re: [R] sapply and matrix command

Hi, I have made some progress speeding up my code. This is what I have at the moment: M1=sum(sapply(1:m, function(k){sum(sapply(1:m,function(j){w[k]*w[j]*LGD^2 (pmnorm(c(qnorm(Q[k]),qnorm(Q[j])),c(0,0),equicorr(2,rho[k,j]))-Q[k]*Q[j])}))})) I tried setting up a function as so: f1 -

Re: [R] sapply and matrix command

Hi Michael, Thanks for your response. Here is a simple example of what I am trying to do: w=rep(0.02,10) Q=rep(0.02,10) rho=matrix(0.5,nrow=10,ncol=10) m=10 LGD=0.45 M1=sum(sapply(1:m,

Re: [R] sapply and matrix command

Thanks again for the help looks like this will be useful for what I'm doing. Is there any way to use combn to return combinations of values with themselves: e.g. combn(1:3,2) [,1] [,2] [,3] [,4] [,5] [,6] [1,]111 2 2 3 [2,]1 232 3 3