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Performance is a subset of Optimization: performance is the goal when you want the execution time of your program or routine to be optimal.

2 votes
Accepted

Computation of concordant and discordant pairs

If the counting operation is a performance bottleneck in your code, then one possibility would be to implement it in C++ using the Rcpp package: library(Rcpp) cppFunction( "IntegerVector CDcount(NumericVector …
josliber's user avatar
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4 votes
Accepted

Vectorize/speed-up exponentially weighted covariance calculation in R

A key performance bottleneck in your code is your calculation of the Cov_t^{k,l} values: Sum <- 0 for(j in 1:i){ # calc sum of exponentially weighted average of past returns Sum <- Sum + (1-60/61)*( … past returns Cov[k,l] <- sum((1-delta)*delta^(0:(i-1))*(Data[i:1,k] - means[k])*(Data[i:1,l] - means[l])) l <- l + 1 } } res[[i]] <- Cov } return(res) } To see the performance
josliber's user avatar
  • 1,181
4 votes
Accepted

Looping through two lists and randomly aggregating elements to equal an element from another...

To briefly summarize your problem, for each of your column numbers (1-19) you have two vectors (FV and CV) of the same length. For each pair of elements, you can only pick one. You want to pick the el …
josliber's user avatar
  • 1,181
9 votes
Accepted

Count lengths of constant subarrays

A few initial thoughts on the code: Iterating through groups of consecutive elements is implemented efficiently by itertools.groupby, which for each consecutive group in a collection returns both the …
josliber's user avatar
  • 1,181
5 votes
Accepted

Rolling mean lag function

allFipsRM2(dat, "x",2) outdat2 = merge( dat[, c("fips","x","year")], rm1b, by=c("fips","year") ) outdat2 = merge( outdat2, rm2b, by=c("fips","year") ) all.equal(outdat, outdat2) # [1] TRUE To see the performance
josliber's user avatar
  • 1,181
1 vote

Solving for a seed value in R

It seems that you are looping through seeds to find the one that causes a randomized procedure's output to match the output from a previous run. If you had set the random seed immediately before runn …
josliber's user avatar
  • 1,181