If you're able to work with the transpose of your matrix, you might
consider the function 'filter()', e.g.:
> filter(diag(1:5), c(2,3), sides=1)
Time Series:
Start = 1
End = 5
Frequency = 1
[,1] [,2] [,3] [,4] [,5]
1 NA NA NA NA NA
2 3 4 0 0 0
3 0 6 6 0 0
4 0 0 9 8 0
5 0 0 0 12 10
>
I don't know if the conversion to and from a time-series class will
impact the timing, but if this might serve your purposes, it's easy to
do some experiments to find out.
- Tony Plate
Huang-Wen Chen wrote:
> I'm wondering what's the best way to shift a huge matrix left or right.
> My current implementation is the following:
>
> shiftMatrixL <- function(X, shift, padding=0) {
> cbind(X[, -1:-shift], matrix(padding, dim(X)[1], shift))
> }
>
> X <- shiftMatrixL(X, 1)*3 + shiftMatrixL(X,2)*5...
>
> However, it's still slow due to heavy use of this function.
> The resulting matrix will only be read once and then discarded,
> so I believe the best implementation of this function is in C,
> manipulating the internal data structure of this matrix.
> Anyone know similar package for doing this job ?
>
> Huang-Wen
>
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