R help - Mar 2012 - how to increase speed for function?/time efficiency of below function

i am using sarima() function as below
___________________________________________________________________________________________
sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){ 
  n=length(data)
  constant=1:n   
  xmean=matrix(1,n,1) 
  if (d>0 & D>0) 
    fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S), 
            optim.control=list(trace=1,REPORT=1,reltol=tol))
  if (d>0 & D==0)  
    fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S),
            xreg=constant,include.mean=F,
optim.control=list(trace=1,REPORT=1,reltol=tol))
  if (d==0 & D==0)
    fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S),
            xreg=xmean,include.mean=F,
optim.control=list(trace=1,REPORT=1,reltol=tol))
  if (d==0 & D>0)  
    fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S),
            xreg=constant,include.mean=F,
optim.control=list(trace=1,REPORT=1,reltol=tol))
  if (S < 0) goof=20 else goof=3*S
  tsdiag(fitit,gof.lag=goof)
  k=length(fitit$coef)
  BIC=log(fitit$sigma2)+(k*log(n)/n)
  AICc=log(fitit$sigma2)+((n+k)/(n-k-2))
  AIC=log(fitit$sigma2)+((n+2*k)/n)
  innov<<-fitit$resid
  list(fit=fitit, AIC=AIC, AICc=AICc, BIC=BIC)
}
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
it takes 1-2 minutes for one time series,i have 4500 times series data,how
to increase speed/time of execution
is there any concept of threading/parallel computing in R
Please..Please.....can u suggest me code for above function,which will be
time efficient,i am frustrated with time consumption & reading material on
parallel computing, but i cant understand it properly



--
View this message in context:
http://r.789695.n4.nabble.com/how-to-increase-speed-for-function-time-efficiency-of-below-function-tp4515201p4515201.html
Sent from the R help mailing list archive at Nabble.com.

It's rather inappropriate to use someone else's code and not to give
them credit:

http://www.mirrorservice.org/sites/lib.stat.cmu.edu/general/tsa2/Rcode/itall.R

Michael

On Thu, Mar 29, 2012 at 7:54 AM, sagarnikam123 <sagarnikam123 at
gmail.com> wrote:
> i am using sarima() function as below
>
___________________________________________________________________________________________
> sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){
> ?n=length(data)
> ?constant=1:n
> ?xmean=matrix(1,n,1)
> ?if (d>0 & D>0)
> ? ?fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
> period=S),
> ? ? ? ? ? ?optim.control=list(trace=1,REPORT=1,reltol=tol))
> ?if (d>0 & D==0)
> ? ?fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
> period=S),
> ? ? ? ? ? ?xreg=constant,include.mean=F,
> optim.control=list(trace=1,REPORT=1,reltol=tol))
> ?if (d==0 & D==0)
> ? ?fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
> period=S),
> ? ? ? ? ? ?xreg=xmean,include.mean=F,
> optim.control=list(trace=1,REPORT=1,reltol=tol))
> ?if (d==0 & D>0)
> ? ?fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
> period=S),
> ? ? ? ? ? ?xreg=constant,include.mean=F,
> optim.control=list(trace=1,REPORT=1,reltol=tol))
> ?if (S < 0) goof=20 else goof=3*S
> ?tsdiag(fitit,gof.lag=goof)
> ?k=length(fitit$coef)
> ?BIC=log(fitit$sigma2)+(k*log(n)/n)
> ?AICc=log(fitit$sigma2)+((n+k)/(n-k-2))
> ?AIC=log(fitit$sigma2)+((n+2*k)/n)
> ?innov<<-fitit$resid
> ?list(fit=fitit, AIC=AIC, AICc=AICc, BIC=BIC)
> }
>
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
> it takes 1-2 minutes for one time series,i have 4500 times series data,how
> to increase speed/time of execution
> is there any concept of threading/parallel computing in R
> Please..Please.....can u suggest me code for above function,which will be
> time efficient,i am frustrated with time consumption & reading material
on
> parallel computing, but i cant understand it properly
>
>
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/how-to-increase-speed-for-function-time-efficiency-of-below-function-tp4515201p4515201.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.