[Rd] 'xtfrm' performance (influences 'order' performance) in R devel
Sklyar, Oleg (London)
osklyar at maninvestments.com
Tue Sep 9 16:48:34 CEST 2008
Ha, defined xtfrm for TimeDate, works instantly (xtfrm is already a
method). However, it won't be taken up by order as it is not in the
imported namespace, so order falls back to xtfrm.default.
Moreover, defining order (which is not a method unfortunately, *any
chance of changing this*?):
setGeneric("order")
setMethod("order", "TimeDate",
function (..., na.last = TRUE, decreasing = FALSE)
order(list(...)[[1]]@.Data,na.last=na.last,
decreasing=decreasing))
does not help either as it won't be taken up, order still calls the
default one, what am I doing wrong?
Dr Oleg Sklyar
Research Technologist
AHL / Man Investments Ltd
+44 (0)20 7144 3107
osklyar at maninvestments.com
> -----Original Message-----
> From: John Chambers [mailto:jmc at r-project.org]
> Sent: 09 September 2008 15:11
> To: Sklyar, Oleg (London)
> Cc: R-devel at r-project.org
> Subject: Re: [Rd] 'xtfrm' performance (influences 'order'
> performance) in R devel
>
> No definitive answers, but here are a few observations.
>
> In the call to order() code, I notice that you have dropped
> into the branch
> if (any(unlist(lapply(z, is.object))))
> where the alternative in your case would seem to have been
> going directly to the internal code.
>
> You can consider a method for xtfrm(), which would help but
> won't get you completely back to a trivial computation.
> Alternatively, order() should be eligible for the new
> mechanism of defining methods for "...".
>
> (Individual existing methods may not be the issue, and one
> can't infer anything definite from the evidence given, but a
> plausible culprit is the "[" method. Because [] expressions
> appear so often, it's always chancy to define a nontrivial
> method for this function.)
>
> John
>
> Sklyar, Oleg (London) wrote:
>
> Hello everybody,
>
> it looks like the presense of some (do know know which)
> S4 methods for a
> given S4 class degrades the performance of xtfrm (used
> in 'order' in new
> R-devel) by a factor of millions. This is for classes
> that ARE derived
> from numeric directly and thus should be quite trivial
> to convert to
> numeric.
>
> Consider the following example:
>
> setClass("TimeDateBase",
> representation("numeric", mode="character"),
> prototype(mode="posix")
> )
> setClass("TimeDate",
> representation("TimeDateBase", tzone="character"),
> prototype(tzone="London")
> )
> x = new("TimeDate", 1220966224 + runif(1e5))
>
> system.time({ z = order(x) })
> ## > system.time({ z = order(x) })
> ## user system elapsed
> ## 0.048 0.000 0.048
>
> getClass("TimeDate")
> ## Class "TimeDate"
>
> ## Slots:
>
> ## Name: .Data tzone mode
> ## Class: numeric character character
>
> ## Extends:
> ## Class "TimeDateBase", directly
> ## Class "numeric", by class "TimeDateBase", distance 2
> ## Class "vector", by class "TimeDateBase", distance 3
>
>
> Now, if I load a library that not only defines these
> same classes, but
> also a bunch of methods for those, then I have the
> following result:
>
> library(AHLCalendar)
> x = now() + runif(1e5) ## just random times in POSIXct format
> x[1:5]
> ## TimeDate [posix] object in 'Europe/London' of length 5:
> ## [1] "2008-09-09 14:19:35.218" "2008-09-09 14:19:35.672"
> ## [3] "2008-09-09 14:19:35.515" "2008-09-09 14:19:35.721"
> ## [5] "2008-09-09 14:19:35.657"
>
>
>
> system.time({ z = order(x) })
>
>
>
>
> Enter a frame number, or 0 to exit
>
> 1: system.time({
> 2: order(x)
> 3: lapply(z, function(x) if (is.object(x)) xtfrm(x) else x)
> 4: FUN(X[[1]], ...)
> 5: xtfrm(x)
> 6: xtfrm.default(x)
> 7: as.vector(rank(x, ties.method = "min", na.last = "keep"))
> 8: rank(x, ties.method = "min", na.last = "keep")
> 9: switch(ties.method, average = , min = , max =
> .Internal(rank(x[!nas], ties.
> 10: .gt(c(1220966375.21811, 1220966375.67217, 1220966375.51470,
> 1220966375.7211
> 11: x[j]
> 12: x[j]
>
> Selection: 0
> Timing stopped at: 47.618 13.791 66.478
>
> At the same time:
>
> system.time({ z = as.numeric(x) }) ## same as x at .Data
> ## user system elapsed
> ## 0.001 0.000 0.001
>
> The only difference between the two is that I have the
> following methods
> defined for TimeDate (full listing below).
>
> Any idea why this could be happenning. And yes, it is
> down to xtfrm
> function, 'order' was just a place where the problem
> occured. Should
> xtfrm function be smarter with respect to classes that
> are actually
> derived from 'numeric'?
>
>
>
> showMethods(class="TimeDate")
>
>
> Function: + (package base)
> e1="TimeDate", e2="TimeDate"
> e1="TimeDate", e2="numeric"
> (inherited from: e1="TimeDateBase", e2="numeric")
>
> Function: - (package base)
> e1="TimeDate", e2="TimeDate"
>
> Function: Time (package AHLCalendar)
> x="TimeDate"
>
> Function: TimeDate (package AHLCalendar)
> x="TimeDate"
>
> Function: TimeDate<- (package AHLCalendar)
> x="TimeSeries", value="TimeDate"
>
> Function: TimeSeries (package AHLCalendar)
> x="data.frame", ts="TimeDate"
> x="matrix", ts="TimeDate"
> x="numeric", ts="TimeDate"
>
> Function: [ (package base)
> x="TimeDate", i="POSIXt", j="missing"
> x="TimeDate", i="Time", j="missing"
> x="TimeDate", i="TimeDate", j="missing"
> x="TimeDate", i="integer", j="missing"
> (inherited from: x="TimeDateBase", i="ANY", j="missing")
> x="TimeDate", i="logical", j="missing"
> (inherited from: x="TimeDateBase", i="ANY", j="missing")
> x="TimeSeries", i="TimeDate", j="missing"
> x="TimeSeries", i="TimeDate", j="vector"
>
> Function: [<- (package base)
> x="TimeDate", i="ANY", j="ANY", value="ANY"
> x="TimeDate", i="ANY", j="ANY", value="numeric"
> x="TimeDate", i="missing", j="ANY", value="ANY"
> x="TimeDate", i="missing", j="ANY", value="numeric"
>
> Function: add (package AHLCalendar)
> x="TimeDate"
>
> Function: addMonths (package AHLCalendar)
> x="TimeDate"
>
> Function: addYears (package AHLCalendar)
> x="TimeDate"
>
> Function: align (package AHLCalendar)
> x="TimeDate", to="character"
> x="TimeDate", to="missing"
>
> Function: as.POSIXct (package base)
> x="TimeDate"
>
> Function: as.POSIXlt (package base)
> x="TimeDate"
>
> Function: coerce (package methods)
> from="TimeDate", to="TimeDateBase"
>
> Function: coerce<- (package methods)
> from="TimeDate", to="numeric"
>
> Function: dates (package AHLCalendar)
> x="TimeDate"
>
> Function: format (package base)
> x="TimeDate"
>
> Function: fxFwdDate (package AHLCalendar)
> x="TimeDate", country="character"
>
> Function: fxSettleDate (package AHLCalendar)
> x="TimeDate", country="character"
>
> Function: holidays (package AHLCalendar)
> x="TimeDate"
>
> Function: index (package AHLCalendar)
> x="TimeDate", y="POSIXt"
> x="TimeDate", y="Time"
> x="TimeDate", y="TimeDate"
>
> Function: initialize (package methods)
> .Object="TimeDate"
> (inherited from: .Object="ANY")
>
> Function: leapYear (package AHLCalendar)
> x="TimeDate"
>
> Function: mday (package AHLCalendar)
> x="TimeDate"
>
> Function: mode (package base)
> x="TimeDate"
> (inherited from: x="TimeDateBase")
>
> Function: mode<- (package base)
> x="TimeDate", value="character"
> (inherited from: x="TimeDateBase", value="character")
>
> Function: month (package AHLCalendar)
> x="TimeDate"
>
> Function: pretty (package base)
> x="TimeDate"
>
> Function: prettyFormat (package AHLCalendar)
> x="TimeDate", munit="character"
> x="TimeDate", munit="missing"
>
> Function: print (package base)
> x="TimeDate"
>
> Function: show (package methods)
> object="TimeDate"
> (inherited from: object="TimeDateBase")
>
> Function: summary (package base)
> object="TimeDate"
>
> Function: td2tz (package AHLCalendar)
> x="TimeDate"
>
> Function: times (package AHLCalendar)
> x="TimeDate"
>
> Function: tojulian (package AHLCalendar)
> x="TimeDate"
>
> Function: toposix (package AHLCalendar)
> x="TimeDate"
>
> Function: tots (package AHLCalendar)
> x="TimeDate"
>
> Function: tzone (package AHLCalendar)
> x="TimeDate"
>
> Function: tzone<- (package AHLCalendar)
> x="TimeDate"
>
> Function: wday (package AHLCalendar)
> x="TimeDate"
>
> Function: yday (package AHLCalendar)
> x="TimeDate"
>
> Function: year (package AHLCalendar)
> x="TimeDate"
>
>
>
> Dr Oleg Sklyar
> Research Technologist
> AHL / Man Investments Ltd
> +44 (0)20 7144 3107
> osklyar at maninvestments.com
>
>
>
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