[R] Computation of contour values - Speeding up computation

[Andreas Wittmann]

Dear R useRs, 

i have the following code to compute values needed for a contour plot

############################################################

"myContour" <- function(a, b, plist, veca, vecb, dim)
{
  tmpb <- seq(0.5 * b, 1.5 * b, length=dim)
  tmpa  <- seq(0.5 * a, 1.5 * a, length=dim)

  z <- matrix(0, nrow=dim, ncol=dim)
  for(i in 1:dim)
  {
    for(j in 1:dim)
    {
      z[i, j] <- posteriorPdf(a=tmpa[j], b=tmpb[i], 
                              plist=plist, veca=veca, vecb=vecb) 
    }
  }
}

"posteriorPdf" <- function(a, b, plist, veca, vecb)
{
  res <- sum(plist[, 1] *       
             exp(vecb[, 1] * log(vecb[, 2]) + (vecb[, 1] - 1.0) * log(b) 
                 - vecb[, 2] * b - lgamma(vecb[, 1])) *
             exp(veca[, 1] * log(veca[, 2]) + (veca[, 1] - 1.0) * log(a) 
                 - veca[, 2] * a - lgamma(veca[, 1])))
          
  return(res)          
}

plist <- matrix(0, 100, 3)
plist[, 1] <- runif(100) 
veca <- vecb <- matrix(0, 100, 2)

veca[, 1] <- seq(20, 50, len=100)
veca[, 2] <- seq(10, 20, len=100)

vecb[, 1] <- seq(50, 200, len=100)
vecb[, 2] <- seq(1000, 400000, len=100)

myContour(a=20, b=0.01, plist=plist, veca=veca, vecb=vecb, dim=50)

############################################################

this is part of my other computations which i do with R. Here i recognized, that my functions myContour and posteriorPdf took a long time of my computations. The key to speed this up is to avoid the two for-loops in myContour, i think. I tried a lot to do this with apply or something like that, but i didn't get it. 

If you have any advice how i can to this computations fast, i would be very thankful, one idea is to use external c-code?


best regards
Andreas 
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