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R is a free, open source programming language and software environment for statistical computing and graphics.

4 votes

Optimization over 7 constants, running a function 10,000,000 times

You have several loops that are completely unnecessary. Remove them and you will see dramatic speedups. Take voltoalph and voltoenen for example: voltoalph2 <- function(v,c) { # v: a data vector …
Joshua Ulrich's user avatar
3 votes

Vectorize/speed-up exponentially weighted covariance calculation in R

While using sum() helps a lot (as josliber did), you can get another 2 orders of magnitude of performance improvement by removing two of the loops. You can replace them with a call to crossprod(). Us …
Joshua Ulrich's user avatar
5 votes
Accepted

Permutations with repetitions algorithm in R

This is one of many instances where people would be tempted to say, "see, loops in R are slow". And my response is, "loops aren't that slow, but you can put slow code in loops." …
Joshua Ulrich's user avatar