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volcs
2011 Nov 04
1
zoo performance regression noticed (1.6-5 is faster...)
...the first, so I am quite certain the
difference in speed is down to the Zoo version used.
My code runs a fairly simple function over a time series using the
following call to process a year of 30s data (9 columns, about a
million rows):
vals <- rollapply(data=ts.data[,c(n.3.cols, o.3.cols,volocc.cols)]
,width=40
,FUN=rolling.function.fn(n.cols=n.3.cols,o.cols=o.3.cols,vo.cols=volocc.cols)
,by.column=FALSE
,align='right')
(The rolling.function.fn call returns a function that is initialized
with the initial cal...