Is it possible to vectorize/accelerate this?

Hi,
thank you for your very immediate response. :-) Is if than and else faster
than ifelse? I'm wondering (or not knowing something)
Best regards,
Peter
2011/11/3 R. Michael Weylandt <michael.weylandt at gmail.com>
<michael.weylandt at gmail.com>

I don't immediately see a good trick for vectorization so this seems to me
to be a good candidate for work in a lower-level language. Staying within R,
I'd suggest you use if and else rather than ifelse() since your computation
isn't vectorized: this will eliminate a small amount over overhead. Since
you also always add a_vec, you could also define b_vec as a copy of a to
avoid all those calls to subset a, but I don't think the effects will be
large and the code might not be as clear.

You indicated that you may be comfortable with writing C, but I'd suggest
you look into the Rcpp/Inline package pair which make the whole process much
easier than it would otherwise be.

?I'm not at a computer write now or I'd write a fuller example, but the
documentation for those packages is uncommonly good an you should be able to
easily get it down into C++. If you aren't able to get it by tomorrow, let
me know and I can help troubleshoot. The only things I foresee that you'll
need to change are zero-basing, C's loop syntax, and (I think) the call to
abs(). (I always forget where abs() lives in c++ ....)

The only possible hold up is that you need to be at a computer with a C
compiler

Hope this helps,

Michael

On Nov 3, 2011, at 3:10 PM, hihi <v.p.mail at freemail.hu> wrote:

Dear Members,

I work on a simulaton experiment but it has an bottleneck. It's quite
fast because of R and vectorizing, but it has a very slow for loop. The
adjacent element of a vector (in terms of index number) depends
conditionally on the former value of itself. Like a simple cumulating
function (eg. cumsum) but with condition. Let's show me an example:
a_vec = rnorm(100)
b_vec = rep(0, 100)
b_vec[1]=a_vec[1]
for (i in 2:100){b_vec[i]=ifelse(abs(b_vec[i-1]+a_vec[i])>1, a_vec[i],
b_vec[i-1]+a_vec[i])}
print(b_vec)

(The behaviour is like cumsum's, but when the value would excess 1.0
then it has another value from a_vec.)
Is it possible to make this faster? I experienced that my way is even
slower than in Excel! Programming in C would my last try...
Any suggestions?

Than you,
Peter