code optimisation problem

Hello,

Package 'compiler' is good at optimizing for loops. Try the following.

system.time(f1(x,10))

system.time(f1.c(x,10))

f2 <- function(v,k) diff(cumsum(c(0,v)),lag=k)/k
system.time(f2(x,10))

#install.packages('compiler')
library(compiler)
f1.c <- cmpfun(f1)

N <- 1e6
x <- rnorm(N)
system.time(f1(x, 10))
   user  system elapsed
   6.77    0.06    6.83
system.time(f1.c(x, 10))
   user  system elapsed
   2.57    0.00    2.57


Hope this helps,

Rui Barradas

Em 27-11-2012 21:43, 47 escreveu:

I'd like to write a function that has a vector and a (pos.) number as inputs
and returns what is on the picture below (arithmetic means of (k)
consecutive elements of a given vector). The problem is it works too slow
for long vectors and i know it can be done without "for" loop. However, i've
got no idea how. Can anyone help me with that?

f1 <- function(v,k) {
   n <- length(v)
   z <- (n-k+1)
   for (i in k:n) {
     v[i-k+1] <- sum(v[(i-k+1):i])
   }
   v <- v[1:(n-k+1)]
   v <- v/k
   return (v)
}