[R-sig-finance] RE: [R] How to make R faster?

Liaw, Andy andy_liaw at merck.com
Wed Jan 26 00:06:58 CET 2005

A few things to add to what Spencer said:

- Please give more info about your setup, as the posting guide asks you to
(e.g., R version, OS [which Linux distro and which release?], hardware).
These things matter!  As an example, the time it takes to start an R process
was dramatically reduced since R-2.0.0.  If you are using older version, you
need to upgrade.

- See the example section of ?Startup, which has an example of how to
specify packages to be loaded at startup.

- There's a section on profiling R code in the `Writing R Extensions'
manual, that may help you pinpoint the bottleneck.

- Sometimes re-thinking the organization of the computation or algorithm can
make a huge difference.  I remember reading in an old computing book the
staggering difference between FFT and doing the computation the naïve way.


> From: Spencer Graves
>       My standard algorithm for improving speed is as follows: 
>       1.  Identify what takes the most time. 
>       2.  Try to find ways in R to speed it up, e.g., 
> converting loops 
> to vector operations.  Many tasks in R can be performed in a 
> variety of 
> different ways to get the same result but with different time. 
>       3.  If that fails, convert the most time consuming part into 
> compiled code and link to it. 
>       Use "system.time" to time a single expression and 
> "proc.time" to 
> store the time at multiple places in your code;  precede any 
> test with 
> garbage collection (gc) to reduce variations in the answers. 
>       An "R site search" (www.r-project.org -> Search -> "R site 
> search") for "timing R" produced 126 hits, the second of which gave 
> "system.time";  you might skim the rest for other ideas.  A similar 
> search for "compute speed" produced 64 hits, some of which will 
> doubtless interest you if you haven't already read them. 
>       For more help on this, please be more specific, e.g., following 
> the posting guide! "http://www.R-project.org/posting-guide.html". 
>       hope this helps.  spencer graves
> ebashi wrote:
> >Dear R users;
> >I am using R for a project. I have some PHP forms that
> >pass parameters to R for calculations, and publish the
> >result in HTML format by CGIwithR. I'm using a Linux
> >machine and every things work perfectly. However, it
> >is  too slow, it takes 5 to 10 seconds to run, and
> >even  if I start R from the Shell it takes the same
> >amount of time, which is probably due to installing
> >packages. My first question is that how can i make R
> >run faster? and second if I am supposed to reduce the
> >packages which are being loaded at initiation of R,
> >how can I limit it to only the packages that i want?
> >and third how can i make R not to get open each time,
> >and let it sit on the server so that, when i pass
> >something to it , i get result faster?
> >
> >Sincerely,
> >Sean
> >
> >______________________________________________
> >R-help at stat.math.ethz.ch mailing list
> >https://stat.ethz.ch/mailman/listinfo/r-help
> >PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> >  
> >
> ______________________________________________
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> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html

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