I need to have all elements of a matrix multiplied by a weight before being post-multiplied by itself, as shown in the forst block of codes below. I can also multiply the matrix by the square root of the weight and then take the outer product. Actually, what I need is this. Denote each row of the matrix by a row vector as xi and each element of the weighting vector as wi. Then, I need the sum of wi * t(xi) %*% xi over i. Any suggestion for a compact approach would be appreciated. set.seed(76543211) w<-1:10; w a<-matrix(rpois(20,2),nrow=10); a b<-a a<-w*a t(a)%*%b set.seed(76543211) a<-matrix(rpois(20,2),nrow=10); a a<-sqrt(w)*a; a t(a)%*%a
On 1/4/2017 5:41 PM, Steven Yen wrote:
I need help with gls{nlme}.
Specifically, I am estimating an equation with AR(1) using
maximum-likelihood. I am not understanding the correlationoption
below. Help appreciated.
===
library(nlme)
eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
affile6+afdec6
reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)