[R] ideas to speed up code: converting a matrix of integers to a matrix of normally distributed values

2007-03-16 Thread Matthew Keller
Hi all, [this is a bit hard to describe, so if my initial description is confusing, please try running my code below] #WHAT I'M TRYING TO DO I'd appreciate any help in trying to speed up some code. I've written a script that converts a matrix of integers (usually between 1-10,000 - these

Re: [R] ideas to speed up code: converting a matrix of integers to a matrix of normally distributed values

2007-03-16 Thread jim holtman
Considering that the vast majority of your time is spent in the function mvrnorm (on my system 5.7 out of 6.1 seconds). In your example that is 12000 calls to the function. To improve your speed you have to cut down the number of calls to the function. For example, how many unique integers do

Re: [R] ideas to speed up code: converting a matrix of integers to a matrix of normally distributed values

2007-03-16 Thread Matthew Keller
Hi, Many thanks to Jim and Martin for their suggestions. Using your ideas, I came up with a solution that indexes rather than uses sapply (and therefore calling up mvrnorm separately for each cell in the matrix). The trick is to create a key matrix once, and then to use the match() function each