[R] faster row by row data frame processing
Whit Armstrong
Whit.Armstrong at tudor.com
Mon Dec 20 20:37:51 CET 2004
Something like this perhaps?
x <- matrix(rnorm(1000),ncol=10)
y <- t(apply(abs(x),1,rank,ties.method="first"))
thresh <- 8
x[y>thresh] <- sign(x[y>thresh])
x[y<=thresh] <- 0
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of bogdan romocea
> Sent: Monday, December 20, 2004 1:52 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] faster row by row data frame processing
>
>
> Dear R users,
>
> I have a data frame with a few thousand rows and several
> hundred numeric columns (plus a date column). For each row
> (day), I want to assign +/- 1 to the highest X absolute
> values, 0 to the other values, and save all that in a
> separate data frame.
>
> I have a working solution (below), however I find it rather
> slow. Is there something I could do to increase the speed?
> (The code is CPU-bound; Pentium 4 @ 2.4 GHz, 512 MB RAM, Win
> XP, R 2.0.0.)
>
> Thank you,
> b.
>
>
> #all is the original data frame (date + a number of columns)
> #set up the output data frame DailyTopN <-
> data.frame(all[1,1],matrix(ncol=ncol(all)-1))
> names(DailyTopN) <- names(all)
> top <- 20
> for (i in 1:1000) #the rows to be processed
> {
> #data frame row as vector
> onerow <- na.omit(as.matrix(all[i,][2:ncol(all)])[1, ])
> #select the 'top' highest absolute values
> r <- rank(abs(onerow),ties.method="random")
> selected <- names(r[which(r <= top)])
> #set +/-1 for the highest absolute values, 0 for the others
> DailyTopN[i,selected] <- 1 * sign(all[i,selected])
> DailyTopN[i,1] <- all[i,1] #add the date
> }
> DailyTopN[is.na(DailyTopN)] <- 0
> rownames(DailyTopN) <- 1:nrow(DailyTopN)
>
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