element_wise_mult {BMisc}

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