[R] any way to make the code more efficient ?

[Leeds, Mark (IED)]

ravi : I appreciate your help but could you be a little more specific
about what you mean ? I can just stack
aggfxdata below the current full one ( the rbind works out the ordrering
by date because it's a zoo object )  
so it's not a question of where to put the new one. It's a question of
how to avoid rbind ? I apologize because I don't think I 
understand what you are saying. Or maybe it's not possible to avoid
rbind ? Thanks.


-----Original Message-----
From: Ravi Varadhan [mailto:rvaradhan at jhmi.edu] 
Sent: Friday, December 08, 2006 5:21 PM
To: Leeds, Mark (IED); r-help at stat.math.ethz.ch
Subject: RE: [R] any way to make the code more efficient ?


Using "rbind" almost always slows things down significantly.  You should
define the objects "aggfxdata" and "fullaggfxdata" before the loop and
then assign appropriate values to the corresponding rows and/or columns.


Ravi.

------------------------------------------------------------------------
----
-------

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Leeds, Mark (IED)
Sent: Friday, December 08, 2006 4:17 PM
To: r-help at stat.math.ethz.ch
Subject: [R] any way to make the code more efficient ?

The code bekow works so this is why I didn't include the data to
reproduce it. The  loops about 500 times and each time, a zoo object
with 1400 rows and 4 columns gets created. ( the rows represent minutes
so each file is one day worth of data). Inside the loop, I keep rbinding
the newly created zoo object to the current zoo object so that it gets
bigger and bigger over time.

Eventually, the new zoo object, fullaggfxdata,  containing all the days
of data is created.

I was just wondering if there is a more efficient way of doing this. I
do know the number of times the loop will be done at the beginning so
maybe creating the a matrix or data frame at the beginning and putting
the daily ones in something like that would Make it be faster. But, the
proboem with this is I eventually do need a zoo object.  I ask this
question because at around the 250 mark of the loop, things start to
slow down significiantly and I think I remember reading somewhere that
doing an rbind of something to itself is not a good idea.  Thanks. 

#=======================================================================
===============================================

start<-1

for (filecounter in (1:length(datafilenames))) { 

print(paste("File Counter = ", filecounter)) datafile=
paste(datadir,"/",datafilenames[filecounter],sep="")
aggfxdata<-clnaggcompcurrencyfile(fxfile=datafile,aggminutes=aggminutes,
fillholes=1)
logbidask<-log(aggfxdata[,"bidask"])
aggfxdata<-cbind(aggfxdata,logbidask)

if ( start == 1 ) {
fullaggfxdata<-aggfxdata
start<-0
} else {
fullaggfxdata<-rbind(fullaggfxdata,aggfxdata)
}


}

#=======================================================================
==================================
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