# How to Vectorize Nested Loop in R?

[This article was first published on

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

Could any R expert here help me to vectorize my for loop? Thanks in advance for your favor. The reason I am in trouble is the variable inside my “for” function are updated after each loop, which makes me feel difficult to use lapply, sapply or whatever. **Quantitative Finance Collector**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

Simplifed codes are listed below:

for (i in 1:N) { #N could be a large number, AdjS and VarS are initially given and updated for each i

PredS <- F %*% AdjS

PredY <- H %*% PredS

PredError <- (Y[i,] - t(PredY))

VarY <- (H %*% VarS) %*% t(H)

InvVarY <- solve(VarY)

KG <- (VarS %*% t(H)) %*% InvVarY

AdjS <- PredS + PredError

VarS <- (diag(3) - KG %*% H) %*% VarS

ll[i] <- PredError %*% InvVarY %*% t(PredError)

}

PredS <- F %*% AdjS

PredY <- H %*% PredS

PredError <- (Y[i,] - t(PredY))

VarY <- (H %*% VarS) %*% t(H)

InvVarY <- solve(VarY)

KG <- (VarS %*% t(H)) %*% InvVarY

AdjS <- PredS + PredError

VarS <- (diag(3) - KG %*% H) %*% VarS

ll[i] <- PredError %*% InvVarY %*% t(PredError)

}

The point is how to vectorize the for loop while allowing AdjS and VarS to be updated. I appreciate your help.

Tags – r , vectorize

**Read the full post at How to Vectorize Nested Loop in R?**.

To

**leave a comment**for the author, please follow the link and comment on their blog:**Quantitative Finance Collector**.R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.