I think this is what you meant:
z.dates =
c("2007-03-31","2007-06-30","2007-09-30","2007-12-31","2008-03-31","2008-06-30","2008-09-30","2008-12-31")
nms = c("A","B","C","D")
# these are the report dates that are the real days the data was available
rd1 = matrix(c("20070514","20070814","20071115", "20080213",
"20080514", "20080814", "20081114", "20090217",
"20070410","20070709","20071009", "20080109",
"20080407", "20080708", "20081007", "20090112",
"20070426","--","--","--","--","--","--","20090319",
"--","--","--","--","--","--","--","--"),
nrow=8,ncol=4)
dimnames(rd1) = list(z.dates,nms)
# this is the unadjusted raw data, that always has the same dimensions,
rownames, and colnames as the report dates
ua = matrix(c(640.35,636.16,655.91,657.41,682.06,702.90,736.15,667.65,
2625.050,2625.050,2645.000,2302.000,1972.000,1805.000,1547.000,1025.000,
NaN, NaN,-98.426,190.304,180.894,183.220,172.520, 144.138,
NaN,NaN,NaN,NaN,NaN,NaN,NaN,NaN),
nrow=8,ncol=4)
dimnames(ua) = list(z.dates,nms)
##############################
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]))
ix <- lapply(1:nr, function(i) which(x[i] <= dt1 & dt1 < x[i + 1]))
sapply(1:length(ix), function(i) if(length(ix[[i]])) fin1[ix[[i]], tkr +
1] <<- ua[i, tkr])
}
colnames(fin1) <- c("daily_dates", colnames(ua))
# Check results
str(fin1)
head(fin1)
tail(fin1)
On Tue, Mar 6, 2012 at 7:34 AM, Ben quant <[email protected]> wrote:
> 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.
>>
>> ______________________________________________
>> [email protected] 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.
>>
>
>
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