Have you not followed your own thread? Dirk is Mr. Rcpp himself and he
gives an implementation that gives you 25x improvement here as well as
tips for getting even more out of it:
http://tolstoy.newcastle.edu.au/R/e17/help/12/01/2471.html
Michael
On Sat, Jan 28, 2012 at 12:28 PM, Kevin Ummel
Sorry, guys. I'm not active on the listserve, so my last post was held by the
moderator until after Dirk's solution was posted.
Excellent stuff.
thanks,
kevin
On Jan 29, 2012, at 8:37 AM, R. Michael Weylandt wrote:
Have you not followed your own thread? Dirk is Mr. Rcpp himself and he
gives
Sorry about that -- Gmail threaded things by arrival in my mailbox,
not by timestamp (surprisingly)
Rcpp really is one of the coolest new things in the R ecosystem --
hope it works well for you.
M
On Sun, Jan 29, 2012 at 11:12 AM, Kevin Ummel kevinum...@gmail.com wrote:
Sorry, guys. I'm not
On 01/29/2012 08:12 AM, Kevin Ummel wrote:
Sorry, guys. I'm not active on the listserve, so my last post was held by the
moderator until after Dirk's solution was posted.
Excellent stuff.
Is 'diff' really the bottleneck in your calculations? I would have said
diff was in the class of 'fast'
ehm... this doesn't take very many ideas.
x = runif(n=10e6, min=0, max=1000)
x = round(x)
system.time( {
y = x[-1] - x[-length(x)]
})
I get about 0.5 seconds on my old laptop.
HTH
Peter
On Fri, Jan 27, 2012 at 4:15 PM, Kevin Ummel kevinum...@gmail.com wrote:
Hi everyone,
Speed is the
R. Michael Weylandt michael.weylandt at gmail.com writes:
I'd write your own diff() that eliminates the method dispatch and
argument checking that diff - diff.default does.
x[-1] - x[-len(x)] # is all you really need.
(# you could also try something like c(x[-1], NA) - x which may be
On 28 January 2012 at 16:20, Hans W Borchers wrote:
| R. Michael Weylandt michael.weylandt at gmail.com writes:
|
| I'd write your own diff() that eliminates the method dispatch and
| argument checking that diff - diff.default does.
|
| x[-1] - x[-len(x)] # is all you really need.
| (#
On 28 January 2012 at 11:46, Dirk Eddelbuettel wrote:
|
| On 28 January 2012 at 16:20, Hans W Borchers wrote:
| | R. Michael Weylandt michael.weylandt at gmail.com writes:
| |
| | I'd write your own diff() that eliminates the method dispatch and
| | argument checking that diff - diff.default
Thanks. I've played around with pure R solutions. The fastest re-write of diff
(for the 1 lag case) I can seem to find is this:
diff2 = function(x) {
y = c(x,NA) - c(NA,x)
y[2:length(x)]
}
#Compiling via 'cmpfun' doesn't seem to help (or hurt):
require(compiler)
diff2 = cmpfun(diff2)
But
Hi everyone,
Speed is the key here.
I need to find the difference between a vector and its one-period lag (i.e. the
difference between each value and the subsequent one in the vector). Let's say
the vector contains 10 million random integers between 0 and 1,000. The
solution vector will have
I'd write your own diff() that eliminates the method dispatch and
argument checking that diff - diff.default does.
x[-1] - x[-len(x)] # is all you really need.
(# you could also try something like c(x[-1], NA) - x which may be
marginally faster as it only subsets x once but you should profile to
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