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



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