Thanks for your replies.
There's nothing special about my code (I guess), but here it is.
indexGenerator <-
function(mue,sigma,duration,numOfSimulations,timeStep =
1/252,nameBasis="Index"){
m <- mue
s <- sigma
T <- duration
dt <- timeStep
n <- numOfSimulations
# dataMatrix contains n simulations over T+1 years (from 0 to T)
dataMatrix <- matrix(1,nrow=n,ncol=T+1)
YearEndIndex <- seq(1:T)/dt + 1
PTIME <- proc.time()
for(i in 1:n){
Index_all <- seq(0,T,by=dt) + 1
Index_YE <- seq(1:(T+1))
time <- seq(0,T,by=dt)
ZFZ <- rnorm(length(Index_all)-1,0,1)
for(t in 2:length(Index_all)){
Index_all[t] <- Index_all[t-1] + m*Index_all[t-1]*dt +
s*Index_all[t-1]*sqrt(dt)*ZFZ[t-1]
}
print(paste("Simulation",i,"of",n,"done."),quote=FALSE)
dataMatrix[i,2:(T+1)] <- t(Index_all[YearEndIndex])
}
tableName <- "dummy"
write.table(dataMatrix,tableName,sep = ";")
print(proc.time()-PTIME)
}
Without running any other program in the background yields (on my Mac)
> indexGenerator(0.08,0.15,30,100)
user system elapsed
19.739 0.220 19.961
> indexGenerator(0.08,0.15,30,1000)
user system elapsed
197.721 2.138 199.012
>
I figured out that the function can be made faster by rewriting the
code but this doesn't answer my question why my MacBook is slower.
Here some specifications:
Modell-Identifizierung: MacBookPro4,1
Prozessortyp: Intel Core 2 Duo
Prozessorgeschwindigkeit: 2.4 GHz
Anzahl der Prozessoren: 1
Gesamtzahl der Kerne: 2
L2-Cache: 3 MB
Speicher: 2 GB
Systemversion: Mac OS X 10.5.5 (9F33)
Kernel-Version: Darwin 9.5.0
Before I used a Dell Inspirion 510, running on Windows XP with a 1.7
GHz processor and some lousy 512 MB RAM.
The R-version in use is 2.8.o
Cheers,
Nils
Am 25.10.2008 um 16:41 schrieb Simon Urbanek:
On Oct 24, 2008, at 4:07 PM, Nils Rüfenacht wrote:
I recently changed from a 4 year old Dell running on Windows XP to
a mew MacBook Pro running on OS X 10.5. I expected to save an
amount of runtime when executing my R code now, but I was mistaken.
I didn't figure out what the problem could be! Same code is running
about 30% (!) slower now!
Any suggestions?
What about sharing the code with us? There is very little we can say
unless you share the code with us as well as the exact machine specs
(and compare the same version of R).
Cheers,
Simon
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