Hello,
I was iterating over some matrices with cor(x, use=“pairwise.complete.obs”) to
handle cases with NA values and noticed that such “use=“ setting had a big
influence on speed even for matrices that had no NAs. Given that anyNA(x) is so
quick, maybe in the case of use=“pairwise.complete.obs” it would make sense to
first check if the arguments have any NAs, and switch to use=“everything” in
such cases?
Below are my quick benchmarks.
x <- matrix(rnorm(1e6), ncol=1e3)
system.time(cor(x))
# user system elapsed
# 0.636 0.003 0.641
system.time(cor(x, use="pair"))
# user system elapsed
# 3.509 0.013 3.538
system.time(anyNA(x))
# user system elapsed
# 0.001 0.000 0.001
Warm regards,
Karolis K.
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