element_wise_mult: element_wise_mult

In bcallaway11/BMisc: Miscellaneous Functions for Panel Data, Quantiles, and Printing Results

element_wise_mult

Description

This is a function that takes in two matrices of dimension nxB and nxk and returns a Bxk matrix that comes from element-wise multiplication of every column in the first matrix times the entire second matrix and the averaging over the n-dimension. It is equivalent (but faster than) the following R code: 'sapply(1:biters, function(b) sqrt(n)*colMeans(Umat[,b]*inf.func))' . This function is particularly useful for fast computations using the multiplier bootstrap.

Usage

element_wise_mult(U, inf_func)

Arguments

U	nxB matrix (e.g., these could be a matrix of Rademachar weights for B bootstrap iterations using the multiplier bootstrap
inf_func	nxk matrix of (e.g., these could be a matrix containing the influence function for different parameter estimates)

Value

a Bxk matrix

bcallaway11/BMisc documentation built on Jan. 12, 2025, 9:11 a.m.