sum of series of arrays
sum of series of arrays
I have time series of matrices (e.g., ser[symm] and ser[rec]) for which I take the sum. I currently use a do loop over time to compute the sums needed. Is there a command or function available to do this (compute the sums of the the time series of matrices) faster? Thanks much.
Todd Clark
Economic Research Dept.
Federal Reserve Bank of Cleveland
Economic Research Dept.
Federal Reserve Bank of Cleveland
Re: sum of series of arrays
I'm not sure whether you're summing over time, element by element, or summing over the elements at a given time period.
Re: sum of series of arrays
I need to take the sum over time of the time series of the matrices in question, to get a matrix of the same shape.
Todd Clark
Economic Research Dept.
Federal Reserve Bank of Cleveland
Economic Research Dept.
Federal Reserve Bank of Cleveland
Re: sum of series of arrays
You can loop over the dimensions and use SSTATS to compute the sum over time, but that's probably no quicker.
Re: sum of series of arrays
Ok, thanks
Todd Clark
Economic Research Dept.
Federal Reserve Bank of Cleveland
Economic Research Dept.
Federal Reserve Bank of Cleveland