Just looking at this, but it looks like ix doesn't exist:
sapply(1:length(inxlist), function(i) if(length(ix[[i]]))
fin1[ix[[i]], tkr
+ 1] <<- ua[i, tkr])
Trying to sort it out now.
Ben
On Mon, Mar 5, 2012 at 7:48 PM, Rui Barradas <[email protected]> wrote:
> Hello,
>
> >
> > Mar 05, 2012; 8:53pm by Ben quant Ben quant
> > Hello,
> >
> > Does anyone know of a way I can speed this up?
> >
>
> Maybe, let's see.
>
> >
> > ################################# change anything below.
> >
>
> # Yes.
> # First, start by using dates, not characters
>
> fdate <- function(x, format="%Y%m%d"){
> DF <- data.frame(x)
> for(i in colnames(DF)){
> DF[, i] <- as.Date(DF[, i], format=format)
> class(DF[, i]) <- "Date"
> }
> DF
> }
>
> rd1 <- fdate(rd1)
> # This is yours, use it.
> dt1 <- seq(from =as.Date(z.dates[1]), to = as.Date("2009-03-25"), by =
> "day")
> # Set up the result, no time expensive 'cbind' inside a loop
> fin1 <- data.frame(matrix(NA, nrow=length(dt1), ncol=ncol(ua) + 1))
> fin1[, 1] <- dt1
> nr <- nrow(rd1)
>
> # And vectorize
> for(tkr in 1:ncol(ua)){
> x <- c(rd1[, tkr], as.Date("9999-12-31"))
> inxlist <- lapply(1:nr, function(i) which(x[i] <= dt1 & dt1 < x[i +
> 1]))
> sapply(1:length(inxlist), function(i) if(length(ix[[i]]))
> fin1[ix[[i]], tkr
> + 1] <<- ua[i, tkr])
> }
> colnames(fin1) <- c("daily_dates", colnames(ua))
>
> # Check results
> str(fin)
> str(fin1)
> head(fin)
> head(fin1)
> tail(fin)
> tail(fin1)
>
>
> Note that 'fin' has facotrs, 'fin1' numerics.
> I haven't timed it but I believe it should be faster.
>
> Hope this helps,
>
> Rui Barradas
>
>
>
>
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/index-instead-of-loop-tp4447672p4448567.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
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>
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