On 20/04/11 18:30, vincent.deluard wrote:
Hi r users,

I am trying to compute the "moving variance" of a large matrix. I now use a
loop but I am looking for a faster solution. Here is a sample of the code.

Source= matrix(rnorm(400),ncol=100)
variances= matrix(rep(NA,4*100),ncol=100)

for (i in 1:80) {variances[,i]=apply(Source[,i:(i+80)],1,var)}

any idea? Many thanks in advance.

It's not at all clear what you are actually trying to do, and the sample
code that you give does not work.  I.e. it throws an error.

Be more careful and think more clearly.

    cheers,

        Rolf Turner

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