Hello Abhijit, When I try that, I get: > diag(w)%*%co%*%diag(w) Error in diag(w) %*% co : requires numeric matrix/vector arguments
Dan Stanger Eaton Vance Management 200 State Street Boston, MA 02109 617 598 8261 -----Original Message----- From: Abhijit Dasgupta [mailto:[EMAIL PROTECTED] Sent: Wednesday, May 14, 2008 3:22 PM To: Dan Stanger Cc: r-help@r-project.org Subject: Re: [R] Newbie question about vector matrix multiplication Won't diag(w)%*%co%*%diag(w) do it? Dan Stanger wrote: > Hello All, > > I have a covariance matrix, generated by read.table, and cov: > > co<-cov(read.table("c:/r.x")) > > X Y Z > > X 0.0012517684 0.0002765438 0.0007887114 > > Y 0.0002765438 0.0002570286 0.0002117336 > > Z 0.0007887114 0.0002117336 0.0009168750 > > > > And a weight vector generated by > > w<- read.table("c:/r.weights") > > X Y Z > > 1 0.5818416 0.2158531 0.2023053 > > > > I want to compute the product of the matrix and vectors termwise to > generate a 3x3 matrix, where m[i,j]=w[i]*co[i,j]*w[j]. > > 0.000423773 7.47216E-08 4.41255E-08 > > 7.47216E-08 1.96566E-11 4.29229E-11 > > 4.41255E-08 4.29229E-11 4.11045E-11 > > > > Is this possible without writing explicit loops? > > Thank you, > > Dan Stanger > > Eaton Vance Management > 200 State Street > Boston, MA 02109 > 617 598 8261 > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
