inst/book/1ed/C-PortfolioOptimization/R/sumSquares.R
In enricoschumann/NMOF: Numerical Methods and Optimization in Finance
trials <- 1000L; n <- 20000L; ee <- rnorm(n)
system.time(for (i in 1L:trials) z1 <- sum(ee^2))
system.time(for (i in 1L:trials) z2 <- ee %*% ee)
system.time(for (i in 1L:trials) z3 <- crossprod(ee))
stopifnot(all.equal(as.numeric(z1), as.numeric(z2)))
stopifnot(all.equal(as.numeric(z2), as.numeric(z3)))
enricoschumann/NMOF documentation built on May 3, 2024, 10:06 p.m.
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trials <- 1000L; n <- 20000L; ee <- rnorm(n)
system.time(for (i in 1L:trials) z1 <- sum(ee^2))
system.time(for (i in 1L:trials) z2 <- ee %*% ee)
system.time(for (i in 1L:trials) z3 <- crossprod(ee))
stopifnot(all.equal(as.numeric(z1), as.numeric(z2)))
stopifnot(all.equal(as.numeric(z2), as.numeric(z3)))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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