Hi A.K Here is the error I get when I use %*%
dim(X)
[1] 71142 219
length(Weights)
[1] 71142
Wx<-diag(Weights)%*%X
Error in array(0, c(n, p)) : 'dim' specifies too large an array That is why I asked for different and faster method -- View this message in context: http://r.789695.n4.nabble.com/Multiple-Vector-with-matrix-in-R-tp4649764p4649774.html Sent from the R help mailing list archive at Nabble.com.