Saving run time in loop

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Saving run time in loop

 Hi r users, I am trying to compute the "moving variance" of a large matrix. I now use a loop but I am looking for a faster solution. Here is a sample of the code. Source= matrix(rnorm(400),ncol=100) variances= matrix(rep(NA,4*100),ncol=100) for (i in 1:80) {variances[,i]=apply(Source[,i:(i+80)],1,var)} any idea? Many thanks in advance. Vincent.
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Re: Saving run time in loop

 On 20/04/11 18:30, vincent.deluard wrote: > Hi r users, > > I am trying to compute the "moving variance" of a large matrix. I now use a > loop but I am looking for a faster solution. Here is a sample of the code. > > Source= matrix(rnorm(400),ncol=100) > variances= matrix(rep(NA,4*100),ncol=100) > > for (i in 1:80) {variances[,i]=apply(Source[,i:(i+80)],1,var)} > > any idea? Many thanks in advance. It's not at all clear what you are actually trying to do, and the sample code that you give does not work.  I.e. it throws an error. Be more careful and think more clearly.      cheers,          Rolf Turner ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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Re: Saving run time in loop

 In reply to this post by vincent.deluard Hi: Perhaps rollapply() in the zoo package might be helpful. Dennis On Tue, Apr 19, 2011 at 11:30 PM, vincent.deluard <[hidden email]> wrote: > Hi r users, > > I am trying to compute the "moving variance" of a large matrix. I now use a > loop but I am looking for a faster solution. Here is a sample of the code. > > Source= matrix(rnorm(400),ncol=100) > variances= matrix(rep(NA,4*100),ncol=100) > > for (i in 1:80) {variances[,i]=apply(Source[,i:(i+80)],1,var)} > > any idea? Many thanks in advance. > > > Vincent. > > -- > View this message in context: http://r.789695.n4.nabble.com/Saving-run-time-in-loop-tp3462228p3462228.html> Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > [hidden email] 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. > ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.