Re: [R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors)

2007-02-02 Thread Thomas Lumley
of max (X_i, Y_i) (X Y vectors) 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

Re: [R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors)

2007-02-02 Thread Ravi Varadhan
with efficient double sum of max (X_i, Y_i) (X Y vectors) 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

[R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors)

2007-02-01 Thread Jeffrey Racine
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

Re: [R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors)

2007-02-01 Thread Ravi Varadhan
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jeffrey Racine Sent: Thursday, February 01, 2007 1:18 PM To: r-help@stat.math.ethz.ch Subject: [R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors) Greetings. For R gurus this may

Re: [R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors)

2007-02-01 Thread Benilton Carvalho
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

Re: [R] Help with efficient double sum of max (X_i, Y_i) (X Y vectors)

2007-02-01 Thread Achim Zeileis
Jeff, you can do sum1: \sum_i\sum_j max(X_i,X_j) sum2: \sum_i\sum_j max(Y_i,Y_j) sum(x * (2 * rank(x) - 1)) sum3: \sum_i\sum_j max(X_i,Y_j) sum(outer(x, y, pmax)) Probably, the latter can be speeded up even more... Z __ R-help@stat.math.ethz.ch