Your statements for sample.size=10,000 try to construct a matrix with 3
dense 10,000 x 10,000 blocks. That's approximately 10*10*8 MB each and very
likely explains your error message.
Since you have a simple formula for the matrix, why not define a function to
implement multiplication by this
The dense blocks are too big as Reid has already written --
for smaller instances of this sort of thing I would suggest that the
the kronecker
product %x% operator in SparseM, would be more convenient.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED]