[R-sig-Finance] Backtesting speed
atp at piskorski.com
Thu Jul 20 19:05:27 CEST 2006
On Wed, Jul 19, 2006 at 08:06:07AM -0400, roger bos wrote:
> When I profile my R code, the vast majority of the time is usually
> in read.table and write.table, so I figure there is not much I can
> do to improve my code.
No, that's likely an unwarranted assumption. If I remember right, R
read.table() can be GROTESQUELY inefficient in some cases. So, you
might just have one super slow thing obscuring the fact that you also
have lots of other moderately slow things, all of which could be
dramatically (and perhaps usefully) sped up.
Andrew Piskorski <atp at piskorski.com>
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