[R] Vectorised operations

[Bert Gunter]

Sorry, I can't help, but  wanted to note that "apply methods" are
essentially just loops and rarely much faster or slower than explicit
loops. (Those of us who use them do so for clarity and maintainability
of code reasons).

Cheers,
Bert
Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Wed, May 18, 2016 at 6:32 AM, John Logsdon
<j.logsdon at quantex-research.com> wrote:
> Folks
>
> I have some very long vectors - typically 1 million long - which are
> indexed by another vector, same length, with values from 1 to a few
> thousand, sp each sub part of the vector may be a few hundred values long.
>
> I want to calculate the cumulative maximum of each sub part the main
> vector by the index in an efficient manner.  This can obviously be done in
> a loop but the whole calculation is embedded within many other
> calculations which would make everything very slow indeed.  All the other
> sums are vectorised already.
>
> For example,
>
> A=c(1,2,1,  -3,5,6,7,4,  6,3,7,6,9, ...)
> i=c(1,1,1,   2,2,2,2,2,  3,3,3,3,3, ...)
>
> where A has three levels that are not the same but the levels themselves
> are all monotonic non-decreasing.
>
> the answer to be a vector of the same length:
>
> R=c(1,2,2,  -3,5,6,7,7,  6,6,7,7,9, ...)
>
> If I could reset the cumulative maximum to -1e6 (eg) at each change of
> index, a simple cummax would do but I can't see how to do this.
>
> The best way I have found so far is to use the aggregate command:
>
> as.vector(unlist(aggregate(a,list(i),cummax)[[2]]))
>
> but rarely this fails, returning a shorter vector than expected and seems
> rather ugly,  converting to and from lists which may well be an
> unnecessary overhead.
>
> I have been trying other approaches using apply() methods but either it
> can't be done using them or I can't get my head round them!
>
> Any ideas?
>
> Best wishes
>
> John
>
> John Logsdon
> Quantex Research Ltd
> +44 161 445 4951/+44 7717758675
>
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