First of all, please send a reproducible code. Your code is wrong and it does
not execute: naming a function called "function" is a bad idea.
Ravi.
____________________________________________________________________
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
----- Original Message -----
From: anna <lippelann...@hotmail.com>
Date: Friday, February 12, 2010 1:30 pm
Subject: [R] Code working but too slow, any idea for how to speed it up ?(no
loop in it)
To: r-help@r-project.org
> Hello my friends,
> here is a code I wrote with no loops on matrix that is taking too
> long (2
> seconds and I call him 720 times --> 12 minutes):
>
> mat1 and mat2 are both matrix with 103 columns and 164 rows.
>
> sequence <- matrix(seq(1 : ncol(mat1)))
>
> returns <- apply(sequence, 1, function, mat1= mat1, mat2 = mat2, day
> = 1)
>
> function<- function(mat1, mat2, colNb, day){
> mat1<- matrix(mat1[, colNb] )
> mat2<- matrix(mat2[, colNb])
> nbDays <- length(mat1)
> returns <- abs(mat1[1:(nbDays - day)]) * ((as.ts(lag(mat2,
> day))/as.ts(mat2))^mat1[1:(nbDays - day)] - 1)
> return(returns)
> }
>
> I am wondering if the fact of using lag and ts is not slowering down
> the
> code, any idea?
>
> -----
> Anna Lippel
> --
> View this message in context:
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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