Saving run time in loop
Hi: Perhaps rollapply() in the zoo package might be helpful. Dennis On Tue, Apr 19, 2011 at 11:30 PM, vincent.deluard
<vincent.deluard at trimtabs.com> 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.
Vincent.
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