This is what I've got at the moment:
weights0 <- array(dim=c(nrow(ind),nrow(all.msim)))
weights1 <- array(dim=c(nrow(ind),nrow(all.msim)))
weights2 <- array(dim=c(nrow(ind),nrow(all.msim)))
weights3 <- array(dim=c(nrow(ind),nrow(all.msim)))
weights4 <- array(dim=c(nrow(ind),nrow(all.msim)))
weights5 <- array(dim=c(nrow(ind),nrow(all.msim)))
weights0 <- 1 # sets initial weights to 1
Nice and clear, but not nice and short! Would experienced R programmers write this in a different way?
EDIT:
Also, is there an established way of creating a number of weights that depends on a pre-existing variable to make this generalisable? For example, the parameter num.cons would equal 5: the number of constraints (and hence weights) that we need. Imagine this is a common programming problem, so sure there is a solution.