[英]R Programming: How to vectorize/speed up a for loop that need the previous value in each process
[英]How to speed up or vectorize a for loop?
我想通過矢量化或使用Data.table或其他方法來提高for循環的速度。 我必須在1,000,000行上運行代碼,我的代碼非常慢。
代碼是相當不言自明的。 我在下面提供了一個解釋,以防萬一。 我已經包含了函數的輸入和輸出。 希望你能幫助我更快地完成這項功能。
我的 目標是將矢量“容量”裝箱,其中每個容器等於100份。 向量“卷”包含交易的股票數量。 這是它的樣子:
head(Volume, n = 60)
[1] 5 3 1 5 3 1 1 1 1 1 1 1 18 1 1 18 2 7 13 2 7 13 3 2 1 1 3 2 1 1 1
[32] 1 6 6 1 1 1 1 1 1 1 1 18 2 1 1 2 1 14 18 2 1 1 2 1 14 1 1 9 5
向量“binIdexVector”與“Volume”的長度相同,它包含bin號; 即前100個股票的每個元素得到數字1,接下來100個股票的每個元素得到數字2,接下來100個股票的每個元素得到數字3,依此類推。 這是矢量的樣子:
head(binIdexVector, n = 60)
[1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[48] 2 2 3 3 3 3 3 3 3 3 3 3 3
這是我的功能 :
#input as a vector
Volume<-c(5L, 3L, 1L, 5L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 18L, 1L, 1L,
18L, 2L, 7L, 13L, 2L, 7L, 13L, 3L, 2L, 1L, 1L, 3L, 2L, 1L, 1L,
1L, 1L, 6L, 6L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 18L, 2L, 1L,
1L, 2L, 1L, 14L, 18L, 2L, 1L, 1L, 2L, 1L, 14L, 1L, 1L, 9L, 5L,
2L, 1L, 1L, 1L, 1L, 9L, 5L, 2L, 1L, 1L, 1L, 2L, 1L, 1L, 3L, 1L,
1L, 2L, 1L, 2L, 1L, 1L, 3L, 1L, 1L, 2L, 9L, 9L, 3L, 3L, 1L, 1L,
1L, 1L, 5L, 5L, 8L, 8L, 2L, 1L, 2L, 1L, 10L, 10L, 10L, 10L, 10L,
10L, 10L, 10L, 9L, 9L, 1L, 1L, 8L, 1L, 8L, 1L, 8L, 8L, 2L, 1L,
1L, 1L, 1L, 1L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L,
1L, 1L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 5L, 5L,
1L, 2L, 7L, 1L, 2L, 7L, 1L, 1L, 1L, 1L, 2L, 1L, 10L, 1L, 1L,
1L, 1L, 1L, 1L, 2L, 1L, 10L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 30L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 3L,
1L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 2L, 2L, 1L, 2L, 1L,
10L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L, 10L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 30L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 3L, 1L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 2L, 1L, 2L, 2L, 2L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 7L, 7L, 3L, 1L, 1L, 1L, 4L, 3L, 1L,
1L, 1L, 4L, 25L, 1L, 1L, 25L, 1L, 1L, 2L, 1L, 1L, 2L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 2L, 1L)
binIdexVector <- numeric(length(Volume))
# initialize
binIdex <-1
totalVolume <-0
for(i in seq_len(length(Volume))){
totalVolume <- totalVolume + Volume[i]
if (totalVolume <= 100) {
binIdexVector[i] <- binIdex
} else {
binIdex <- binIdex + 1
binIdexVector[i] <- binIdex
totalVolume <- Volume[i]
}
}
# output:
> dput(binIdexVector)
c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 6, 6, 6, 6, 6, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 7,
7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8,
8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8,
8, 8, 8, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9,
9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 10, 10, 10, 10, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 10, 10, 10)
非常感謝您的幫助!
> sessionInfo()
R version 3.1.2 (2014-10-31)
Platform: x86_64-w64-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
loaded via a namespace (and not attached):
[1] tools_3.1.2
當矢量化困難時,您可以使用Rcpp。
library(Rcpp)
cppFunction('
IntegerVector bin(NumericVector Volume, int n) {
IntegerVector binIdexVector(Volume.size());
int binIdex = 1;
double totalVolume =0;
for(int i=0; i<Volume.size(); i++){
totalVolume = totalVolume + Volume[i];
if (totalVolume <= n) {
binIdexVector[i] = binIdex;
} else {
binIdex++;
binIdexVector[i] = binIdex;
totalVolume = Volume[i];
}
}
return binIdexVector;
}')
all.equal(bin(Volume, 100), binIdexVector)
#[1] TRUE
它比findInterval(cumsum(Volume), seq(0, sum(Volume), by=100))
快findInterval(cumsum(Volume), seq(0, sum(Volume), by=100))
當然這給出了一個不准確的答案)
Volume<-sample(1:5,500,replace=TRUE)
binLabels<- cumsum(diff(cumsum(Volume) %% 100) <0) + 1
這導致向量binLabels
指示每個數據點屬於哪個bin。 每個bin將保持所需的數據點數,使得數據點的總和為100。
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