[R] Applying user function over a large matrix

From: Sudipta Sarkar <ssarkar_at_lanworth.com>
Date: Tue, 29 Apr 2008 15:16:19 -0400 (EDT)

Respected R experts,
I am trying to apply a user function that basically calls and applies the R loess function from stat package over each time series. I have a large matrix of size 21 X 9000000 and I need to apply the loess for each column and hence I have implemented this separate user function that applies loess over each column and I am calling this function foo as follows: xc<-apply(t,2,foo) where t is my 21 X 9000000 matrix and loess. This is turning out to be a very slow process and I need to repeat this step for 25-30 such large matrix chunks. Is there any trick I can use to make this work faster? Any help will be deeply appreciated.

Sudipta Sarkar PhD
Senior Analyst/Scientist
Lanworth Inc. (Formerly Forest One Inc.) 300 Park Blvd., Ste 425
Itasca, IL
Ph: 630-250-0468

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