R help - Aug 2010 - replace loops with matrix

Hey, R users

I am using?numerical method for my research paper and the computation burden is 
very heavy. first I tried to do it with loops, example code as following, and it
take hours to converge for only 200 obs. and my real data has 4000 obs. and the 
optimization command that I use is: 


optim(guess,myfunc1,data=mydata, method="BFGS",hessian=T))

then I tried matrix form?computation, it takes only 1/10 of the time the loop 
method takes. it may still have room to improve it. at least, the?following 
part?looks ugly.
ccl[,m]<-lia[,1]*lia[,2]*lia[,3]*lia[,4]*lia[,5] 

any suggestion are appreciated.


The Loop code:
for(m in 1:ns){
?for(i in 1:nt){
??? vbar2[,i]=a[1]+???? eta[m]+acedu[,i]*a[2]+acwrk[,i]*a[3]
??? vbar3[,i]=b[1]+b[2]*eta[m]+acedu[,i]*b[3]+acwrk[,i]*b[4]

??? v8[,i]=1+exp(vbar2[,i])+exp(vbar3[,i])

????? for(j in 1:n){
?? ???? ? if (edu[j,i]==1) lia[j,i]=1/v8[j,i]
????????? if (wrk[j,i]==1) lia[j,i]=exp(vbar2[j,i])/v8[j,i]
????????? if (home[j,i]==1) lia[j,i]=exp(vbar3[j,i])/v8[j,i]
???? }
?? ccl[,m]<-lia[,i]*ccl[,m]
?}
}

The Matrix code:
for(m in 1:ns){
??? vbar2[,1:nt]=a[1]+???? eta[m]+acedu[,1:nt]*a[2]+acwrk[,1:nt]*a[3]
??? vbar3[,1:nt]=b[1]+b[2]*eta[m]+acedu[,1:nt]*b[3]+acwrk[,1:nt]*b[4]

??? v8[,1:nt]=1+exp(vbar2[,1:nt])+exp(vbar3[,1:nt])

??? lia[1:n,]<-ifelse(edu[1:n,]==1,1/v8[1:n,],
?????????????????????????? ifelse(wrk[1:n,]==1,exp(vbar2[1:n,])/v8[1:n,],
?????????????????????????????????????????????????????? 
exp(vbar3[1:n,])/v8[1:n,]))

?? ccl[,m]<-lia[,1]*lia[,2]*lia[,3]*lia[,4]*lia[,5]
}

Nan
from Montreal

what  is nt? is that a typo for ns?
I  don't see why you need to calculate lia within the loop.

Also
library(fBasics)
ccl <-rowprod(lia)



Nikhil Kaza
Asst. Professor,
City and Regional Planning
University of North Carolina

nikhil.list at gmail.com

On Aug 17, 2010, at 6:22 PM, Hey Sky wrote:
> Hey, R users
>
> I am using numerical method for my research paper and the  
> computation burden is
> very heavy. first I tried to do it with loops, example code as  
> following, and it
> take hours to converge for only 200 obs. and my real data has 4000  
> obs. and the
> optimization command that I use is:
>
>
> optim(guess,myfunc1,data=mydata, method="BFGS",hessian=T))
>
> then I tried matrix form computation, it takes only 1/10 of the time  
> the loop
> method takes. it may still have room to improve it. at least, the  
> following
> part looks ugly.
> ccl[,m]<-lia[,1]*lia[,2]*lia[,3]*lia[,4]*lia[,5]
>
> any suggestion are appreciated.
>
>
> The Loop code:
> for(m in 1:ns){
>  for(i in 1:nt){
>     vbar2[,i]=a[1]+     eta[m]+acedu[,i]*a[2]+acwrk[,i]*a[3]
>     vbar3[,i]=b[1]+b[2]*eta[m]+acedu[,i]*b[3]+acwrk[,i]*b[4]
>
>     v8[,i]=1+exp(vbar2[,i])+exp(vbar3[,i])
>
>       for(j in 1:n){
>           if (edu[j,i]==1) lia[j,i]=1/v8[j,i]
>           if (wrk[j,i]==1) lia[j,i]=exp(vbar2[j,i])/v8[j,i]
>           if (home[j,i]==1) lia[j,i]=exp(vbar3[j,i])/v8[j,i]
>      }
>    ccl[,m]<-lia[,i]*ccl[,m]
>  }
> }
>
> The Matrix code:
> for(m in 1:ns){
>     vbar2[,1:nt]=a[1]+     eta[m]+acedu[,1:nt]*a[2]+acwrk[,1:nt]*a[3]
>     vbar3[,1:nt]=b[1]+b[2]*eta[m]+acedu[,1:nt]*b[3]+acwrk[,1:nt]*b[4]
>
>     v8[,1:nt]=1+exp(vbar2[,1:nt])+exp(vbar3[,1:nt])
>
>     lia[1:n,]<-ifelse(edu[1:n,]==1,1/v8[1:n,],
>                            ifelse(wrk[1:n,]==1,exp(vbar2[1:n,])/ 
> v8[1:n,],
>
> exp(vbar3[1:n,])/v8[1:n,]))
>
>    ccl[,m]<-lia[,1]*lia[,2]*lia[,3]*lia[,4]*lia[,5]
> }
>
> Nan
> from Montreal
>
>
>
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