[R] Yearly aggregates and matrices
Gabor Grothendieck
ggrothendieck at gmail.com
Fri Apr 29 04:13:45 CEST 2011
On Thu, Apr 28, 2011 at 4:49 PM, mathijsdevaan <mathijsdevaan at gmail.com> wrote:
> Thanks, but it did not really improve the speed. Why is it that when I change
> the layout of the matrix (which does not give the required results), the
> speed increases tremendously? So:
>
> library(reshape2)
> library(zoo)
> z <- read.zoo(DF, split = 3, index = 2, FUN = identity) # Split on 3 and
> index on 2 instead of vice versa
> sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA
> r <- rollapply(z, 3, sum.na, align = "right", partial = TRUE)
>
> or
>
> mm <- melt(DF, id = c("B", "C"))
> aa <- acast(mm, B ~ C + variable, FUN = sum) # B ~ C instead of C ~ B
> sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA
> r <- rollapply(aa, 3, sum.na, align = "right", partial = TRUE)
>
For me it makes little difference:
> system.time(for(i in 1:100) read.zoo(DF, split = 3, index = 2, FUN = identity))
user system elapsed
1.72 0.00 1.71
> system.time(for(i in 1:100) read.zoo(DF, split = 2, index = 3, FUN = identity))
user system elapsed
1.75 0.00 1.74
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