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)
}
<http://r.789695.n4.nabble.com/file/n4651030/Untitled.png>
--
View this message in context: http://r.789695.n4.nabble.com/code-optimisation-problem-tp4651030.html
Sent from the R help mailing list archive at Nabble.com.
code optimisation problem
5 messages · 47, Rui Barradas, Charles C. Berry +2 more
Hello,
Package 'compiler' is good at optimizing for loops. Try the following.
#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)
}
<http://r.789695.n4.nabble.com/file/n4651030/Untitled.png>
--
View this message in context: http://r.789695.n4.nabble.com/code-optimisation-problem-tp4651030.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Rui Barradas <ruipbarradas at sapo.pt> writes:
Hello, Package 'compiler' is good at optimizing for loops. Try the following.
Or vectorize the function
system.time(f1(x,10))
user system elapsed 5.01 0.00 5.00
system.time(f1.c(x,10))
user system elapsed 1.92 0.00 1.91
f2 <- function(v,k) diff(cumsum(c(0,v)),lag=k)/k system.time(f2(x,10))
user system elapsed 0.11 0.00 0.11
Chuck
#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)
}
[...]
Or try the filter() function (with convolutional filter rep(1/3,3)). Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com
-----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of cberry at tajo.ucsd.edu Sent: Tuesday, November 27, 2012 4:53 PM To: r-help at stat.math.ethz.ch Subject: Re: [R] code optimisation problem Rui Barradas <ruipbarradas at sapo.pt> writes:
Hello, Package 'compiler' is good at optimizing for loops. Try the following.
Or vectorize the function
system.time(f1(x,10))
user system elapsed 5.01 0.00 5.00
system.time(f1.c(x,10))
user system elapsed 1.92 0.00 1.91
f2 <- function(v,k) diff(cumsum(c(0,v)),lag=k)/k system.time(f2(x,10))
user system elapsed 0.11 0.00 0.11
Chuck
#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)
}
[...]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
or write the compute intense part in C and interface it to R.
On Wed, Nov 28, 2012 at 5:45 AM, William Dunlap <wdunlap at tibco.com> wrote:
Or try the filter() function (with convolutional filter rep(1/3,3)). Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com
-----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of cberry at tajo.ucsd.edu Sent: Tuesday, November 27, 2012 4:53 PM To: r-help at stat.math.ethz.ch Subject: Re: [R] code optimisation problem Rui Barradas <ruipbarradas at sapo.pt> writes:
Hello, Package 'compiler' is good at optimizing for loops. Try the following.
Or vectorize the function
system.time(f1(x,10))
user system elapsed 5.01 0.00 5.00
system.time(f1.c(x,10))
user system elapsed 1.92 0.00 1.91
f2 <- function(v,k) diff(cumsum(c(0,v)),lag=k)/k system.time(f2(x,10))
user system elapsed 0.11 0.00 0.11
Chuck
#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)
}
[...]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.