How to speed up multiple for loop over list of data frames
On Oct 17, 2007, at 4:36 PM, James wrote:
On Oct 17, 2007, at 10:18 AM, Waterman, DG ((David)) wrote:
I agree. Avoid the lines like: iv = c( iv, min(i, j) ) I had code that was sped up by 70 times after fixing the size of my output object before entering a loop.
I'm in the process of replacing that very kind of command. In my
case, I'm trying to iterate over a non-integer sequence that
doesn't begin at 1.
x<-seq(15,25,0.10)
So when I'm iterating over that sequence in my for loop, I don't
have nice, easy integers that I can also use for the assignment to
my vector. Is there a way to know where I am in the for loops
progress through the vector x, without having to create a separate
variable that I increment each time the loop executes? Something
along the lines of this:
y<-numeric(length(x))
for(i in x) {
y[i] <- GBSGreeks(Selection = 'delta', TypeFlag="c", S=i,
X=20, Time=1/12, r=.05, b=.05, sigma=0.4)
}
But that obviously doesn't work. The vector x is length=101. My
vector assignment only works on the 11 integers from 15 to 25.
Is there a clever way to fix this without the use of a separate
variable to track the loops progress through the vector x and for
assignment to the equal size y vector?
thanks
James
I guess in answer to my own question I found that on page 46 of "An
Introduction to R" it describes this usage:
> for (i in 1:length(yc)) {
plot(xc[[i]], yc[[i]]);
abline(lsfit(xc[[i]], yc[[i]]))
}
So in my case that turns into:
y<-numeric(length(x))
for(i in 1:length(x)) {
y[i]<-GBSGreeks(Selection = 'delta', TypeFlag="c", S=x[i],
X=20, Time=.0000001, r=.05, b=.05, sigma=0.4)
}
Sorry for the noise.
James