Calculate effects using delta method in R -


i have written code calculate effects using delta method in r

i have dataframe dpcp variables x1,x2,x3,x4 , matrix of 1000 draws multivariate normal, m4[1000,4].

this code calculates effects, takes long run.

how can run faster:

n = nrow(dpcp) (i in 1: n) {     (j in 1: 1000) {         marg_effects[i, j] = (m4[j, 1] * dpcp[i, ] $x1) + (m4[j, 2] * dpcp[i, ] $x2)+ (m4[j, 3] * dpcp[i, ] $x3) + (m4[j, 4] * dpcp[i, ] $x4)     } } 

the code takes upwards of 5 hours 2000 observations.

you may want check this out first. however, speed computation, use matrix multiplication instead of looping

marg_effects <- as.matrix(dpcp) %*% t(m4) 

the %*% operator matrix multiplication , t() function transpose m4

hope helps.


Comments

Popular posts from this blog

javascript - Slick Slider width recalculation -

jsf - PrimeFaces Datatable - What is f:facet actually doing? -

angular2 services - Angular 2 RC 4 Http post not firing -