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Could any R expert here help me to vectorize my for loop? Thanks in advance for your favor. The reason I am in trouble is the variable inside my “for” function are updated after each loop, which makes me feel difficult to use lapply, sapply or whatever. Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Simplifed codes are listed below:
for (i in 1:N) { #N could be a large number, AdjS and VarS are initially given and updated for each i
PredS <- F %*% AdjS
PredY <- H %*% PredS
PredError <- (Y[i,] – t(PredY))
VarY <- (H %*% VarS) %*% t(H)
InvVarY <- solve(VarY)
KG <- (VarS %*% t(H)) %*% InvVarY
AdjS <- PredS + PredError
VarS <- (diag(3) – KG %*% H) %*% VarS
ll[i] <- PredError %*% InvVarY %*% t(PredError)
}
PredS <- F %*% AdjS
PredY <- H %*% PredS
PredError <- (Y[i,] – t(PredY))
VarY <- (H %*% VarS) %*% t(H)
InvVarY <- solve(VarY)
KG <- (VarS %*% t(H)) %*% InvVarY
AdjS <- PredS + PredError
VarS <- (diag(3) – KG %*% H) %*% VarS
ll[i] <- PredError %*% InvVarY %*% t(PredError)
}
The point is how to vectorize the for loop while allowing AdjS and VarS to be updated. I appreciate your help.
Tags – r , vectorize
Read the full post at How to Vectorize Nested Loop in R?.
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