Hi all,
I'm trying to calculate the moving average of a certain window size.
One straight forward approach is:
(defn lazy-avg [coll]
(let [[sum cnt] (reduce
(fn [[v c] val] [(+ val v) (inc c)])
[0 0]
coll)]
(if (zero? cnt) 0 (/ sum cnt))))
(let [window-size 5
n 1000000]
(map lazy-avg (partition window-size 1 (range 0 n)))
This takes about 2 seconds for 10^6 elements on my box. How can I
improve the runtime?
A slightly more performant (not much) approach keeping a rolling sum
would be:
(defn partialsums [start lst]
(lazy-seq
(if-let [lst (seq lst)]
(cons start (partialsums (+ start (first lst)) (rest lst)))
(list start))))
(defn sliding-window-moving-average [window lst]
(map #(/ % window)
(let [start (apply + (take window lst))
diffseq (map - (drop window lst) lst)]
(partialsums start diffseq))))
However, this causes the jvm to run out of heap space for n > 10^6
Is ~ 2 seconds the best I can do?
Cheers
Andreas
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