[R] Timings of function execution in R [was Re: R in Industry]

[Ravi Varadhan]

Hi,

"greaterOf" is indeed an interesting function.  It is much faster than the
equivalent R function, "pmax", because pmax does a lot of checking for
missing data and for recycling.  Tom Lumley suggested a simple function to
replace pmax, without these checks, that is analogous to greaterOf, which I
call fast.pmax.  

fast.pmax <- function(x,y) {i<- x<y; x[i]<-y[i]; x}

Interestingly, greaterOf is even faster than fast.pmax, although you have to
be dealing with very large vectors (O(10^6)) to see any real difference.

> n <- 2000000
> 
>  x1 <- runif(n)
>  x2 <- rnorm(n)
> system.time( ans1 <- greaterOf(x1,x2) )
[1] 0.17 0.06 0.23   NA   NA
> system.time( ans2 <- pmax(x1,x2) )
[1] 0.72 0.19 0.94   NA   NA
> system.time( ans3 <- fast.pmax(x1,x2) )
[1] 0.29 0.05 0.35   NA   NA
>  
> all.equal(ans1,ans2,ans3)
[1] TRUE


Ravi.

----------------------------------------------------------------------------
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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Douglas Bates
Sent: Thursday, February 08, 2007 6:00 PM
To: R-Help
Subject: [R] Timings of function execution in R [was Re: R in Industry]

On 2/8/07, Albrecht, Dr. Stefan (AZ Private Equity Partner)
<stefan.albrecht at apep.com> wrote:
> Dear all,
>
> Thanks a lot for your comments.
>
> I very well agree with you that writing efficient code is about
optimisation. The most important rules I know would be:
> - vectorization
> - pre-definition of vectors, etc.
> - use matrix instead of data.frame
> - do not use named objects
> - use pure matrix instead of involved S4 (perhaps also S3) objects (can
have enormous effects)
> - use function instead of expression
> - use compiled code
> - I guess indexing with numbers (better variables) is also much faster
than with text (names) (see also above)
> - I even made, for example, my own min, max, since they are slow, e.g.,
>
> greaterOf <- function(x, y){
> # Returns for each element of x and y (numeric)
> # x or y may be a multiple of the other
>   z <- x > y
>   z*x + (!z)*y

That's an interesting function.  I initially was tempted to respond
that you have managed to reinvent a specialized form of the ifelse
function but then I decided to do the timings just to check (always a
good idea).  The enclosed timings show that your function is indeed
faster than a call to ifelse.  A couple of comments:

- I needed to make the number of components in the vectors x and y
quite large before I could  get reliable timings on the system I am
using.

- The recommended way of doing timings is with system.time function,
which makes an effort to minimize the effects of garbage collection on
the timings.

- Even when using system.time there is often a big difference in
timing between the first execution of a function call that generates a
large object and subsequent executions of the same function call.

[additional parts of the original message not relevant to this
discussion have been removed]