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

[Martin Maechler]

>>>>> "TL" == Thomas Lumley <tlumley at u.washington.edu>
>>>>>     on Fri, 9 Feb 2007 08:13:54 -0800 (PST) writes:

    TL> On 2/9/07, Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
    >>> The other reason why pmin/pmax are preferable to your functions is that
    >>> they are fully generic.  It is not easy to write C code which takes into
    >>> account that <, [, [<- and is.na are all generic.  That is not to say that
    >>> it is not worth having faster restricted alternatives, as indeed we do
    >>> with rep.int and seq.int.
    >>> 
    >>> Anything that uses arithmetic is making strong assumptions about the
    >>> inputs.  It ought to be possible to write a fast C version that worked for
    >>> atomic vectors (logical, integer, real and character), but is there
    >>> any evidence of profiled real problems where speed is an issue?


    TL> I had an example just last month of an MCMC calculation where profiling showed that pmax(x,0) was taking about 30% of the total time.  I used

    TL> function(x) {z <- x<0; x[z] <- 0; x}

    TL> which was significantly faster. I didn't try the
    TL> arithmetic solution. 

I did - eons ago as mentioned in my message earlier in this
thread. I can assure you that those (also mentioned)

  pmin2 <- function(k,x) (x+k - abs(x-k))/2
  pmax2 <- function(k,x) (x+k + abs(x-k))/2

are faster still, particularly if you hardcode the special case of k=0!
{that's how I came about these:  pmax(x,0) is also denoted  x_+, and
	x_+ := (x + |x|)/2
	x_- := (x - |x|)/2
}

    TL> Also, I didn't check if a solution like this would still
    TL> be faster when both arguments are vectors (but there was
    TL> a recent mailing list thread where someone else did).

indeed, and they are faster.
Martin