Hi,
I am doing double for loops to calculate SDs with some weights and wondering
if I can get rid of the outer for loop as well. I made a simple examples
which is essentially what I am doing.
Thanks for your help!
-Young
#------------------------------------------------------
# wtd.var is Hmisc package
# you can replace the 3 lines inside for loop as
# sdx[i,] = apply(x[(i-4):i,],2,var,na.rm=T)
# -------------------------------------------------------
x = matrix(rnorm(200),10,20)
sdx = matrix(0,10,20)
for(i in 5:nrow(x)){
wts = ( 0.5 )^(i-c(1:i))
wts = wts/sum(wts)
sdx[i,] = apply(x[1:i,],2,wtd.var,weights=wts,normwt=T,
na.rm=T)
}
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