Performance issue in stats:::weighted.mean.default method

print(stats, digits=3)

w <- c(0, 1)
x <- c(Inf, 1)
weighted.mean(x, w)

fun.new(x, w)

weightedMean(x,w)

On 05/03/2015 14:55, Tade?? Palusga wrote:

Hi,
   I'm using this mailing list for the first time and I hope this is the
right one. I don't think that the following is a bug but it can be a
performance issue.

    By my opinion, there is no need to filter by [w != 0] in last sum of
weighted.mean.default method defined in
src/library/stats/R/weighted.mean.R. There is no need to do it because
you can always sum zero numbers and filtering is too expensive (see
following benchmark snippet)

But 0*x is not necessarily 0, so there is a need to do it ... see

w <- c(0, 1)
x <- c(Inf, 1)
weighted.mean(x, w)

[1] 1

fun.new(x, w)

[1] NaN

library(microbenchmark)
x <- sample(500,5000,replace=TRUE)
w <- sample(1000,5000,replace=TRUE)/1000 *
ifelse((sample(10,5000,replace=TRUE) -1) > 0, 1, 0)
fun.new <- function(x,w) {sum(x*w)/sum(w)}
fun.orig  <- function(x,w) {sum(x*w[w!=0])/sum(w)}
print(microbenchmark(
   ORIGFN = fun.orig(x,w),
   NEWFN  = fun.new(x,w),
   times = 1000))

#results:
#Unit: microseconds
#   expr     min       lq      mean  median      uq      max neval
# ORIGFN 190.889 194.6590 210.08952 198.847 202.928 1779.789  1000
#  NEWFN  20.857  21.7175  24.61149  22.080  22.594 1744.014  1000




So my suggestion is to remove the w != check




Index: weighted.mean.R
===================================================================
--- weighted.mean.R     (revision 67941)
+++ weighted.mean.R     (working copy)
@@ -29,7 +29,7 @@
          stop("'x' and 'w' must have the same length")
      w <- as.double(w) # avoid overflow in sum for integer weights.
      if (na.rm) { i <- !is.na(x); w <- w[i]; x <- x[i] }
-    sum((x*w)[w != 0])/sum(w) # --> NaN in empty case
+    sum(x*w)/sum(w) # --> NaN in empty case
  }

  ## see note for ?mean.Date


I hope i'm not missing something - I really don't see the reason to have
this filtration here.

BR

Tadeas 'donarus' Palusga

--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Emeritus Professor of Applied Statistics, University of Oxford
1 South Parks Road, Oxford OX1 3TG, UK