[R] How to speed up multiple for loop over list of data frames
Gavin Simpson
gavin.simpson at ucl.ac.uk
Thu Oct 18 09:10:42 CEST 2007
On Wed, 2007-10-17 at 19:57 -0600, James wrote:
> On Oct 17, 2007, at 4:36 PM, James wrote:
>
> > On Oct 17, 2007, at 10:18 AM, Waterman, DG ((David)) wrote:
> >
> >> I agree. Avoid the lines like:
> >> iv = c( iv, min(i, j) )
> >>
> >> I had code that was sped up by 70 times after fixing the size of my
> >> output object before entering a loop.
> >
> > I'm in the process of replacing that very kind of command. In my
> > case, I'm trying to iterate over a non-integer sequence that
> > doesn't begin at 1.
> >
> > x<-seq(15,25,0.10)
> >
> > So when I'm iterating over that sequence in my for loop, I don't
> > have nice, easy integers that I can also use for the assignment to
> > my vector. Is there a way to know where I am in the for loops
> > progress through the vector x, without having to create a separate
> > variable that I increment each time the loop executes? Something
> > along the lines of this:
> >
> > y<-numeric(length(x))
> > for(i in x) {
> > y[i] <- GBSGreeks(Selection = 'delta', TypeFlag="c", S=i,
> > X=20, Time=1/12, r=.05, b=.05, sigma=0.4)
> > }
> >
> > But that obviously doesn't work. The vector x is length=101. My
> > vector assignment only works on the 11 integers from 15 to 25.
> >
> > Is there a clever way to fix this without the use of a separate
> > variable to track the loops progress through the vector x and for
> > assignment to the equal size y vector?
> >
> > thanks
> >
> > James
>
> I guess in answer to my own question I found that on page 46 of "An
> Introduction to R" it describes this usage:
>
> > for (i in 1:length(yc)) {
> plot(xc[[i]], yc[[i]]);
> abline(lsfit(xc[[i]], yc[[i]]))
> }
>
> So in my case that turns into:
>
> y<-numeric(length(x))
> for(i in 1:length(x)) {
> y[i]<-GBSGreeks(Selection = 'delta', TypeFlag="c", S=x[i],
> X=20, Time=.0000001, r=.05, b=.05, sigma=0.4)
> }
I think a more recommended approach if you are canning this in a
function etc, is to seq(along = y) instead of 1:length(x) in the
for(...)
for(i in seq(along = y)) {
## other stuff here
}
The reason being, I guess, is what happens when length(x) is 0 or
returns something strange.
All the best,
G
>
> Sorry for the noise.
>
> James
>
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Gavin Simpson [t] +44 (0)20 7679 0522
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