[R] Help with efficient double sum of max (X_i, Y_i) (X & Y vectors)
Benilton Carvalho
bcarvalh at jhsph.edu
Thu Feb 1 19:37:01 CET 2007
Well, a reproducible example would be nice =)
not tested:
x = rnorm(10)
y = rnorm(20)
mymax <- function(t1, t2) apply(cbind(t1, t2), 1, max)
sum(outer(x, y, mymax))
is this sth like what you need?
b
On Feb 1, 2007, at 1:18 PM, Jeffrey Racine wrote:
> Greetings.
>
> For R gurus this may be a no brainer, but I could not find pointers to
> efficient computation of this beast in past help files.
>
> Background - I wish to implement a Cramer-von Mises type test
> statistic
> which involves double sums of max(X_i,Y_j) where X and Y are
> vectors of
> differing length.
>
> I am currently using ifelse pointwise in a vector, but have a nagging
> suspicion that there is a more efficient way to do this. Basically, I
> require three sums:
>
> sum1: \sum_i\sum_j max(X_i,X_j)
> sum2: \sum_i\sum_j max(Y_i,Y_j)
> sum3: \sum_i\sum_j max(X_i,Y_j)
>
> Here is my current implementation - any pointers to more efficient
> computation greatly appreciated.
>
> nx <- length(x)
> ny <- length(y)
>
> sum1 <- 0
> sum3 <- 0
>
> for(i in 1:nx) {
> sum1 <- sum1 + sum(ifelse(x[i]>x,x[i],x))
> sum3 <- sum3 + sum(ifelse(x[i]>y,x[i],y))
> }
>
> sum2 <- 0
> sum4 <- sum3 # symmetric and identical
>
> for(i in 1:ny) {
> sum2 <- sum2 + sum(ifelse(y[i]>y,y[i],y))
> }
>
> Thanks in advance for your help.
>
> -- Jeff
>
> --
> Professor J. S. Racine Phone: (905) 525 9140 x 23825
> Department of Economics FAX: (905) 521-8232
> McMaster University e-mail: racinej at mcmaster.ca
> 1280 Main St. W.,Hamilton, URL:
> http://www.economics.mcmaster.ca/racine/
> Ontario, Canada. L8S 4M4
>
> `The generation of random numbers is too important to be left to
> chance'
>
> ______________________________________________
> R-help at stat.math.ethz.ch 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.
More information about the R-help
mailing list