From: Gabor Grothendieck <ggrothendieck_at_gmail.com>

Date: Sat 27 Aug 2005 - 02:21:00 EST

R-help@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 Received on Sat Aug 27 02:34:13 2005

Date: Sat 27 Aug 2005 - 02:21:00 EST

On 8/26/05, Marc Schwartz (via MN) <mschwartz@mn.rr.com> wrote:

> On Fri, 2005-08-26 at 15:25 +0200, Peter Dalgaard wrote:

*> > Marc Schwartz <MSchwartz@mn.rr.com> writes:
**> >
**> > > x <- c(0.005, 0.010, 0.025, 0.05, 0.1, 0.5, 0.9,
**> > > 0.95, 0.975, 0.99, 0.995)
**> > >
**> > > df <- c(1:100)
**> > >
**> > > mat <- sapply(x, qchisq, df)
**> > >
**> > > > dim(mat)
**> > > [1] 100 11
**> > >
**> > > > str(mat)
**> > > num [1:100, 1:11] 3.93e-05 1.00e-02 7.17e-02 2.07e-01 4.12e-01 ...
**> >
**> > outer() is perhaps a more natural first try... It does give the
**> > transpose of the sapply approach, though.
**> >
**> > round(t(outer(x,df,qchisq)),2)
**> >
**> > should be close. You should likely add dimnames.
**>
**>
**>
**> What I find interesting, is that I would have intuitively expected
**> outer() to be faster than sapply(). However:
**>
**>
**> > system.time(mat <- sapply(x, qchisq, df), gcFirst = TRUE)
**> [1] 0.01 0.00 0.01 0.00 0.00
**>
**> > system.time(mat1 <- round(t(outer(x, df, qchisq)), 2),
**> gcFirst = TRUE)
**> [1] 0.01 0.00 0.01 0.00 0.00
**>
**> # No round() or t() to test for overhead
**> > system.time(mat2 <- outer(x, df, qchisq), gcFirst = TRUE)
**> [1] 0.01 0.00 0.02 0.00 0.00
**>
**>
**> # Bear in mind the round() on mat1 above
**> > all.equal(mat, mat1)
**> [1] "Mean relative difference: 4.905485e-05"
**>
**> > all.equal(mat, t(mat2))
**> [1] TRUE
**>
**>
**> Even when increasing the size of 'df' to 1:1000:
**>
**>
**> > system.time(mat <- sapply(x, qchisq, df), gcFirst = TRUE)
**> [1] 0.16 0.01 0.16 0.00 0.00
**>
**> > system.time(mat1 <- round(t(outer(x, df, qchisq)), 2), gcFirst =
**> TRUE)
**> [1] 0.16 0.00 0.18 0.00 0.00
**>
**> > # No round() or t() to test for overhead
**> > system.time(mat2 <- outer(x, df, qchisq), gcFirst = TRUE)
**> [1] 0.16 0.01 0.17 0.00 0.00
**>
**>
**>
**> It also seems that, at least in this case, t() and round() do not add
**> much overhead.
**>
*

You might need to do it repeatedly to get a more reliable reading. When I do it 1000 times outer is faster than sapply though not by much:

> n <- 1000

> system.time(for (i in 1:n) mat <- sapply(x, qchisq, df), gcFirst = TRUE)

[1] 14.05 0.00 14.43 NA NA

*>
*

> system.time(for(i in 1:n) mat2 <- outer(x, df, qchisq), gcFirst = TRUE)

[1] 13.42 0.00 13.85 NA NA

R-help@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 Received on Sat Aug 27 02:34:13 2005

*
This archive was generated by hypermail 2.1.8
: Sun 23 Oct 2005 - 15:59:41 EST
*