any way to make the code more efficient ?
Save your intermediate results as a list of matrices. Then rbind them all at once using do.call. It looks like this will save 23 seconds (see below), if you are running on a PC like mine (AMD 2GHz, WinXP ). But I wonder, if 23 a mere seconds is all you save is this really worth worrying about?? Maybe you are losing time elsewhere. If so, you need to profile this run and/or track memory usage.
amat <- NULL mat.1400.by.4 <- matrix(1:(1400*4),nc=4) system.time(for (i in 1:500) amat <- rbind(amat, mat.1400.by.4 ))
[1] 20.05 1.53 23.24 NA NA
list.of.matrices <- rep( list( mat.1400.by.4 ) , 500 ) system.time( amat2 <- do.call(rbind, list.of.matrices ) )
[1] 0.08 0.00 0.08 NA NA
all.equal(amat,amat2)
[1] TRUE
On Fri, 8 Dec 2006, Leeds, Mark (IED) wrote:
The code bekow works so this is why I didn't include the data to
reproduce it. The loops about 500
times and each time, a zoo object with 1400 rows and 4 columns gets
created. ( the rows represent minutes so each file is one day
worth of data). Inside the loop, I keep rbinding the newly created zoo
object to the current zoo object so that it gets bigger and
bigger over time.
Eventually, the new zoo object, fullaggfxdata, containing all the days
of data is created.
I was just wondering if there is a more efficient way of doing this. I
do know the number of times the loop will be done at the beginning so
maybe creating the a matrix or data frame at the beginning and putting
the daily ones in something like that would
Make it be faster. But, the proboem with this is I eventually do need a
zoo object. I ask this question because at around the 250
mark of the loop, things start to slow down significiantly and I think I
remember reading somewhere that doing an rbind of something to itself is
not a good idea. Thanks.
#=======================================================================
===============================================
start<-1
for (filecounter in (1:length(datafilenames))) {
print(paste("File Counter = ", filecounter))
datafile= paste(datadir,"/",datafilenames[filecounter],sep="")
aggfxdata<-clnaggcompcurrencyfile(fxfile=datafile,aggminutes=aggminutes,
fillholes=1)
logbidask<-log(aggfxdata[,"bidask"])
aggfxdata<-cbind(aggfxdata,logbidask)
if ( start == 1 ) {
fullaggfxdata<-aggfxdata
start<-0
} else {
fullaggfxdata<-rbind(fullaggfxdata,aggfxdata)
}
}
#=======================================================================
==================================
--------------------------------------------------------
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu UC San Diego
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