Re: [R] How to speed up grouping time series, help please

2011-04-07 Thread Den Alpin
I found a faster implementation (by an order of magnitude from my tests) than the one using xts, split, merge (from Joshua). I report the two fastest solution below with code to generate a test case; some work still to be done for columns order and naming, Test case has grown from my previous post

[R] How to speed up grouping time series, help please

2011-04-07 Thread Den Alpin
I found a faster implementation (by an order of magnitude from my tests) than the one using xts, split, merge (from Joshua). I report the two fastest solution below with code to generate a test case; some work still to be done for columns order and naming, Test case has grown from my previous post

[R] How to speed up grouping time series, help please

2011-04-04 Thread Den Alpin
I retrieve for a few hundred times a group of time series (10-15 ts with 1 values each), on every group I do some calculation, graphs etc. I wonder if there is a faster method than what presented below to get an appropriate timeseries object. Making a query with RODBC for every group I get a

Re: [R] How to speed up grouping time series, help please

2011-04-04 Thread Joshua Ulrich
Hi Dan, On Mon, Apr 4, 2011 at 7:49 AM, Den Alpin den.al...@gmail.com wrote: I retrieve for a few hundred times a group of time series (10-15 ts with 1 values each), on every group I do some calculation, graphs etc. I wonder if there is a faster method than what presented below to get an

Re: [R] How to speed up grouping time series, help please

2011-04-04 Thread Gabor Grothendieck
On Mon, Apr 4, 2011 at 8:49 AM, Den Alpin den.al...@gmail.com wrote: I retrieve for a few hundred times a group of time series (10-15 ts with 1 values each), on every group I do some calculation, graphs etc. I wonder if there is a faster method than what presented below to get an

Re: [R] How to speed up grouping time series, help please

2011-04-04 Thread Den Alpin
I did some tests on Your and Gabor solutions, below my findings: - Your solution is fast as my solution in xts (below) but MUCH MORE READABLE, in particular I think your test should take into account xts creation from the data.frame (see below); - Gabor's solution with read.zoo is fast as xts but

Re: [R] How to speed up grouping time series, help please

2011-04-04 Thread Gabor Grothendieck
On Mon, Apr 4, 2011 at 11:20 AM, Den Alpin den.al...@gmail.com wrote: I did some tests on Your and Gabor solutions, below my findings: - Your solution is fast as my solution in xts (below) but MUCH MORE READABLE, in particular I think your test should take into account xts creation from the