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hctx
2006 May 08
2
On the speed of apply and alternatives?
...)*2)
for (i in 1:length(qnt))
{
q_i <- quantile(smpls, qnt[i]) # the quantile i
m_i <- mean(smpls[smpls<q_i ] ) # mean of obs less than q_i
ret[i] <- ifelse(real < q_i, 1, 0)
ret[length(qnt)+i] <- ifelse(real < q_i, real - m_i, 0)
}
ret
}
hcvx <- apply(testm, 1, cmp_fun)
The code is functioning well, but seems to take forever to calculate
the statistics matrix. As I have to repeat this snippet 2000 times, I
have a problem. Can anyone advise as to how I can optimize the runtime
of this problem? Should i drop the apply function altoge...