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I have written some code to calculate effects using the Delta method.

I have a dataframe dpcp with variables x1, x2, x3, x4 and a matrix of 1000 draws from a multivariate normal, m4[1000,4].

This code works to calculate the effects, but it runs very slowly - it currently takes upwards of 5 hours for only 2000 observations. How can I improve the runtime?

n=nrow(dpcp)
for (i in 1:n)

 {

     for (j in 1:1000)
      {        
     marg_effects[i,j]=(m4[j,1]*dpcp[i,]$x1)+(m4[j,2]*dpcp[i,]$x2)+(m4[j,3]*dpcp[i,]$x3)+(m4[j,4]*dpcp[i,]$x4)          
 } 
   } 
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    \$\begingroup\$ Please edit your post to try and fix the formatting of your code (selecting it all and pressing ctrl+k would be a good start). Use the preview window to ensure the code as displayed matches the way it looks in your editor. This will give reviewers the best chance of understanding your code. \$\endgroup\$ – forsvarir Jul 15 '16 at 15:40
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Aren't you looking for a simple matrix multiplication? Try:

x <- as.matrix(dpcp[c("x1", "x2", "x3", "x4")])

Then

marg_effects <- x %*% t(m4)

or equivalently (maybe a little faster):

marg_effects <- tcrossprod(x, m4)
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