[R] zoo performance regression noticed (1.6-5 is faster...)

[Gabor Grothendieck]

On Fri, Nov 4, 2011 at 12:34 PM, James Marca
<jmarca at translab.its.uci.edu> wrote:
> Good morning,
>
> I have discovered what I believe to be a performance regression
> between Zoo 1.6x and Zoo 1.7-6 in the application of rollapply.
> On zoo 1.6x, rollapply of my function over my data takes about 20
> minutes. Using 1.7-6, the same code takes about 6 hours.
>
> R --version
> R version 2.13.1 (2011-07-08)
> Copyright (C) 2011 The R Foundation for Statistical Computing
> ISBN 3-900051-07-0
> Platform: x86_64-pc-linux-gnu (64-bit)
>
> Two versions of zoo 1.6 run *fast*  On one machine I am running
>
>  less /usr/lib64/R/library/zoo/DESCRIPTION
>  Package: zoo
>  Version: 1.6-3
>  Date: 2010-04-23
>  Title: Z's ordered observations
>  ...
>  Packaged: 2010-04-23 07:28:47 UTC; zeileis
>  Repository: CRAN
>  Date/Publication: 2010-04-23 07:43:54
>  Built: R 2.10.1; ; 2010-04-25 06:41:34 UTC; unix
>
> (Thankfully I forgot to upgrade.packages() on this machine!)
>
> On the other
>
>  Package: zoo
>  Version: 1.6-5
>  Date: 2011-04-08
>  ...
>  Packaged: 2011-04-08 17:13:47 UTC; zeileis
>  Repository: CRAN
>  Date/Publication: 2011-04-08 17:27:47
>  Built: R 2.13.1; ; 2011-11-04 15:49:54 UTC; unix
>
> I have stripped out zoo 1.7-6 from all my machines.
>
> I tried to ensure all libraries were identical on the two machines
> (using lsof), and after finally downgrading zoo I got the second
> machine to be as fast as the first, so I am quite certain the
> difference in speed is down to the Zoo version used.
>
> My code runs a fairly simple function over a time series using the
> following call to process a year of 30s data (9 columns, about a
> million rows):
>
>    vals <- rollapply(data=ts.data[,c(n.3.cols, o.3.cols,volocc.cols)]
>                  ,width=40
>                  ,FUN=rolling.function.fn(n.cols=n.3.cols,o.cols=o.3.cols,vo.cols=volocc.cols)
>                  ,by.column=FALSE
>                  ,align='right')
>
>
> (The rolling.function.fn call returns a function that is initialized
> with the initial call above (a trick I learned from Javascript))
>
> If this is a known situation with the new 1.7 generation Zoo, my
> apologies and I'll go away.  If my code could be turned into a useful
> test, I'd be happy to help out as much as I'm able.  Given the extreme
> runtime difference though, I thought I should offer my help in this
> case, since zoo is such a useful package in my work.

This was a known problem and was fixed but if its still there then
there must be some other condition under which it can occur as well.
If you can provide a small self contained reproducible example it
would help in tracking it down.

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