On my 2.16GHz Macbook w/ 2GB of RAM your code takes about 11.2 and 112
seconds total time elapse respectively. Are you running from the GUI or
through Terminal?
On Sat, Oct 25, 2008 at 10:23 AM, Nils Rüfenacht <[EMAIL PROTECTED]
> wrote:
> 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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--
Byron Ellis ([EMAIL PROTECTED])
"Oook" -- The Librarian
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