[R] vectorization instead of using loop

[Patrick Burns]

One thing that would speed it up is if you
inverted 'covmat' once and then used
'inverted=TRUE' in the call to 'mahalanobis'.

Patrick Burns
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Frank Hedler wrote:
> Dear all,
> I've sent this question 2 days ago and got response from Sarah. Thanks for
> that. But unfortunately, it did not really solve our problem. The main issue
> is that we want to use our own (manipulated) covariance matrix in the
> calculation of the mahalanobis distance. Does anyone know how to vectorize
> the below code instead of using a loop (which slows it down)?
> I'd really appreciate any help on this, thank you all in advance!
> Cheers,
> Frank
>
> This is what I posted 2 days ago:
> We have a data frame x with n people as rows and k variables as columns.
> Now, for each person (i.e., each row) we want to calculate a distance
> between  him/her and EACH other person in x. In other words, we want to
> create a n x n matrix with distances (with zeros in the diagonal).
> However, we do not want to calculate Euclidian distances. We want to
> calculate Mahalanobis distances, which take into account the covariance
> among variables.
> Below is the piece of code we wrote ("covmat" in the function below is the
> variance-covariance matrix among variables in Data that has to be fed into
> mahalonobis function we are using).
>  mahadist = function(x, covmat) {
>  dismat = matrix(0,ncol=nrow(x),nrow=nrow(x))
>  for (i in 1:nrow(x)) {
>        dismat[i,] = mahalanobis(as.matrix(x), as.matrix(x[i,]), covmat)^.5
>  }
>  return(dismat)
> }
>
> This piece of code works, but it is very slow. We were wondering if it's at
> all possible to somehow vectorize this function. Any help would be greatly
> appreciated.
> Thanks,
> Frank
>
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