[R] Loops that last for ever...
Liaw, Andy
andy_liaw at merck.com
Mon Jan 30 20:40:30 CET 2006
From: Constantine Tsardounis
>
> Hello, good morning or evening!...
>
> After studying some of the examples at S-poetry Document, I tried to
> implement some of the concepts in my R script, that intensively uses
> looping constructs. However I did not manage any improvement.
> My main problem is that I have a list of a lot of data e.g.:
> > xs
> [[1]]
> [1]........................[1000]
> [[2]]
> [1]........................[840]
> ...
> [[50]]
> [1]........................[945]
>
>
> Having a script with loops inside loops (for example in a Monte-Carlo
> simulation) takes a lot of minutes before it is completed. Is there
> another easier way to perform functions for each of the [[i]] ? Using
> probably apply? or constructing a specific function? or using the
> so-called "vectorising" tricks?
>
> One example could be the following, that calculates the sums 1:5,
> 2:6, 3:7,..., for each of xs[[i]] :
>
> xs <- lapply(1:500, function(x) rnorm(1000))
> totalsum <- list()
> sums <- list()
> first <- list()
>
> for(i in 1:length(xs)) {
> totalsum[i] <- sum(xs[[i]])
> for(j in 1:length(xs[[i]])) {
> if(j == 1) {
> sums[[i]] <- list()
> }
> if(j >= 5) {
> sums[[i]][j] <- sum(xs[[i]][(j-4):j])
> }
> }
> }
For this you want to vectorize the computation inside, eliminating the j
loop, then use lapply() if you like for the outer loop. That saves you the
line to initialize the list.
> Of course the functions I actually call are more complicated,
> increasing the total time of calculations to a lot of minutes,...
>
> << 1 >>. How could I optimize (or better eliminate?...) the above
> loop? Any other suggestions for my scripting habits?
>
> Another problem that I am facing is that calculating a lot of lists
> (>50), that contain results of various econometric tests of all the
> variables, in the form of
>
> example.list[[i]] <- expression
>
> demands more than 50 lines at the beginning of the script that
> "initiate" the lists (e.g.
> example.list.1 <- list()
> example.list.2 <- list()
> ...
> example.list.50 <- list()
>
> << 2 >>. Is there a way to avoid that?
Yes, by putting them all in one list.
Andy
>
> Thank you very very much in advance,
>
> Constantine Tsardounis
>
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