-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Nathan S. Watson-Haigh wrote: > I'm trying to calculate Pearson correlation coefficients for a large > matrix of size 18563 x 18563. The following function takes about XX > minutes to complete, and I'd like to do this calculation about 15 times > and so speed is some what of an issue.
Sorry, meant to fill in the blanks! the following takes about 15 mins to complete: corr <- abs(cor(dat, use="p")) > > Does anyone have any suggestions on ways to speed this up? I'd wondered > if using C++ code to do the calculations might speed things up, but I've > never written any C/C++ code or attempted to use any within R. > > I've seen some C++ code here: > http://www.alglib.net/statistics/correlation.php > > I wondered if anyone might be able to help me get this so it can run in > R? I've tried the following: > 1) download and unzipped > http://www.alglib.net/translator/dl/statistics.correlation.cpp.zip > 2) moved the contents of the libs dir into the parent dir alongside > correlation.cpp (didn't know how to tell R where to look for C libraries) > 3) Tried: "R CMD SHLIB correlation.cpp" and got the following as output: > -- start output -- > icpc -I/tools/R/2.7.1/lib/R/include -I/usr/local/include -mp -fpic > -g -O2 -c correlation.cpp -o correlation.o > ap.h(163): warning #858: type qualifier on return type is meaningless > const bool operator==(const complex& lhs, const complex& rhs); > ^ > > ap.h(164): warning #858: type qualifier on return type is meaningless > const bool operator!=(const complex& lhs, const complex& rhs); > ^ > > ap.h(179): warning #858: type qualifier on return type is meaningless > const double abscomplex(const complex &z); > ^ > > icpc -shared -L/usr/local/lib -o correlation.so correlation.o > -- end output -- > 4) Now this doesn't look brilliant! Any thoughts? Also, I'm assuming I > need to do some other work with the C++ code in order to allow me to use > it from within my R scripts - any pointers on that? > > Thanks for any input - I hope I just need a hand over the initial > hurdles and then I can get onto that up-hill learning curve!! > > Nathan > > ______________________________________________ R-help@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. - -- - -------------------------------------------------------- Dr. Nathan S. Watson-Haigh OCE Post Doctoral Fellow CSIRO Livestock Industries Queensland Bioscience Precinct St Lucia, QLD 4067 Australia Tel: +61 (0)7 3214 2922 Fax: +61 (0)7 3214 2900 Web: http://www.csiro.au/people/Nathan.Watson-Haigh.html - -------------------------------------------------------- -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.9 (MingW32) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org iEYEARECAAYFAklF8xAACgkQ9gTv6QYzVL4+wwCeL3jZVYi1VsCIQG/FQYpvcUPi XCwAoKGAImMBJOLSOBELchL+LpKDnlTT =LIiy -----END PGP SIGNATURE----- ______________________________________________ R-help@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.
