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Bert Gunter Genentech Nonclinical Statistics -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of anna Sent: Friday, February 12, 2010 10:29 AM To: r-help@r-project.org Subject: [R] Code working but too slow, any idea for how to speed it up ?(no loop in it) 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: http://n4.nabble.com/Code-working-but-too-slow-any-idea-for-how-to-speed-it- up-no-loop-in-it-tp1483110p1483110.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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. ______________________________________________ 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.
