Re: [R] Yearly aggregates and matrices

From: mathijsdevaan <mathijsdevaan_at_gmail.com>
Date: Thu, 28 Apr 2011 13:49:24 -0700 (PDT)

Thanks, but it did not really improve the speed. Why is it that when I change the layout of the matrix (which does not give the required results), the speed increases tremendously? So:

library(reshape2)
library(zoo)
z <- read.zoo(DF, split = 3, index = 2, FUN = identity) # Split on 3 and index on 2 instead of vice versa
sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA r <- rollapply(z, 3, sum.na, align = "right", partial = TRUE)

or

mm <- melt(DF, id = c("B", "C"))
aa <- acast(mm, B ~ C + variable, FUN = sum) # B ~ C instead of C ~ B sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA r <- rollapply(aa, 3, sum.na, align = "right", partial = TRUE)

Thanks!

Gabor Grothendieck wrote:
>
> On Wed, Apr 27, 2011 at 2:03 PM, mathijsdevaan
> &lt;mathijsdevaan_at_gmail.com&gt; wrote:

>> Hi,
>>
>> Is there an alternative to "z <- read.zoo(DF, split = 2, index = 3, FUN =
>> identity)" and "r <- rollapply(z, 3,  sum.na, align = "right", partial =
>> TRUE)"? I am trying to use the following script in which the split data
>> (B)
>> contains about 300000 unique cases and obviously I am getting an
>> allocation
>> error. Thanks!
>>

>
> You could test the speed of this to see if its faster:
>
> library(reshape2)
> library(zoo)
> mm <- melt(DF, id = c("B", "C"))
> aa <- acast(mm, C ~ B + variable, FUN = sum)
> sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA
> r <- rollapply(aa, 3, sum.na, align = "right", partial = TRUE)
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
> ______________________________________________
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