Just out of curiosity: Does it make any difference, from a computational perspective,  whether I choose option 1 or 2? In option 2 I concretely pre-allocate memory, which should be more efficient, right?

<hansl>
#Opt 1:
matrix X = x1~x2~..~xp

#Opt 2:
matrix X = zeros(T,p)
X[,1] = x1
X[,2] = x2
...
X[,p] = xp
<\hansl>

Artur