I am stuck in a difficult problem in R and am not able to resolve it. The problem goes like this.
x and y are two vectors, as given below:
x<- c(1,2,3,4,5)
y<- c(12,4,2,5,7,18,9,10)
I want to create a new vector p, where length(p) = length(x), in the following manner:
For each id in x, find the id in y which has minimum absolute distance in terms of values. For instance, for id=1 in x, value_x(id=1)=1, min_value_y =2, and id_y(value==2) = 3. Thus, the answer to id 1 in x is 3. Thus, we create a new vector p, which will have following values: p = (3,3,3,2,4);
Now we have to update p, in the following manner:
As 3 has been the id corresponding to id_x=1, it can't be the id for id_x=2. Hence, we have to discard id_y =3 with value 2, to calculate the next minimum distance for id_x=2. Next best minimum distance for id_x=2 is id_y=2 with value 4. Hence, updated p is (3,2,3,2,4).
As 3 has been the id corresponding to id_x=1, it can't be the id for id_x=3. Hence, we have to discard id_y =3 with value 2, to calculate the next minimum distance for id_x=3. Next best minimum distance for id_x=3 is 2. Hence, updated p is (3,2,4,2,4).
As next values in p is 2, and 4 we have to repeat what we did in the last two steps. In summary, while calculating the minimum distance between x and y, for each id of x we have to get that id of y which hasn't been previously appeared. Thus all the elements of p has to be unique.
Any answers would be appreciated.
I tried something like this, though not a complete solution:
minID <- function(x,y) {return(which(abs(x-y)==min(abs(x-y))))};
p1 <- sapply(x,minID,y=y);
#Calculates the list of all minimum elements -no where close to actual solution :(
I have a x and y over 1 million, hence for loop would be extremely slow. I am looking for a faster solution.
This can be implemented efficiently with a binary search tree on the elements of y, deleting elements as they're matched and added to p. I've implemented this using set from the stl in C++, using Rcpp to get the code into R:
library(Rcpp)
getVals = cppFunction(
'NumericVector getVals(NumericVector x, NumericVector y) {
NumericVector p(x.size());
std::vector<std::pair<double, int> > init;
for (int j=0; j < y.size(); ++j) {
init.push_back(std::pair<double, int>(y[j], j));
}
std::set<std::pair<double, int> > s(init.begin(), init.end());
for (int i=0; i < x.size(); ++i) {
std::set<std::pair<double, int> >::iterator p1, p2, selected;
p1 = s.lower_bound(std::pair<double, int>(x[i], 0));
p2 = p1;
--p2;
if (p1 == s.end()) {
selected = p2;
} else if (p2 == s.begin()) {
selected = p1;
} else if (fabs(x[i] - p1->first) < fabs(x[i] - p2->first)) {
selected = p1;
} else {
selected = p2;
}
p[i] = selected->second+1; // 1-indexed
s.erase(selected);
}
return p;
}')
Here's a runtime comparison against the pure-R solution that was posted -- the binary search tree solution is much faster and enables solutions with vectors of length 1 million in just a few seconds:
# Pure-R posted solution
getVals2 = function(x, y) {
n <- length(x)
p <- rep(NA, n)
for(i in 1:n) {
id <- which.min(abs(y - x[i]))
y[id] <- Inf
p[i] <- id
}
return(p)
}
# Test with medium-sized vectors
set.seed(144)
x = rnorm(10000)
y = rnorm(20000)
system.time(res1 <- getVals(x, y))
# user system elapsed
# 0.008 0.000 0.008
system.time(res2 <- getVals2(x, y))
# user system elapsed
# 1.284 2.919 4.211
all.equal(res1, res2)
# [1] TRUE
# Test with large vectors
set.seed(144)
x = rnorm(1000000)
y = rnorm(2000000)
system.time(res3 <- getVals(x, y))
# user system elapsed
# 4.402 0.097 4.467
The reason for the speedup is because this approach is asymptotically faster -- if x is of size n and y is of size m, then the binary search tree approach runs in O((n+m)log(m)) time -- O(m log(m)) to construct the BST and O(n log(m)) to compute p -- while the which.min approach runs in O(nm) time.
n <- length(x)
p <- rep(NA, n)
for(i in 1:n) {
id <- which.min(abs(y - x[i]))
y[id] <- Inf
p[i] <- id
}
I have tried to develop a code in R and have gotten around 20x improvement over for loop. The piece of code goes as follows:
Generalized.getMinId <- function(a,b)
{
sapply(a, FUN = function(x) which.min(abs(x-b)))
}
Generalized.getAbsDiff <- function(a,b)
{
lapply(a, FUN = function(x) abs(x-b))
}
min_id = Generalized.getMinId(tlist,clist);
dup = which(duplicated(min_id));
while(length(dup) > 0)
{
absdiff = Generalized.getAbsDiff(tlist[dup],clist);
infind = lapply(dup, function(x,y)
{l <- head(y,x-1); l[l>0]}, y = min_id);
absdiff = Map(`[<-`, absdiff, infind, Inf);
dupind = sapply(absdiff, which.min);
min_id[dup] = dupind;
dup = which(duplicated(min_id));
}
In case someone can make an improvement over this piece of code, it would be awesome.
Related
I would like to compute the Area Under the Curve defined by a set of experimental values. I created a function to calculate an aproximation of the AUC using the Simpson's rule as I saw in this post. However, the function only works when it receives a vector of odd length. How can I modify the code to add the area of the last trapezoid when the input vector has an even length.
AUC <- function(x, h=1){
# AUC function computes the Area Under the Curve of a time serie using
# the Simpson's Rule (numerical method).
# https://link.springer.com/chapter/10.1007/978-1-4612-4974-0_26
# Arguments
# x: (vector) time serie values
# h: (int) temporal resolution of the time serie. default h=1
n = length(x)-1
xValues = seq(from=1, to=n, by=2)
sum <- list()
for(i in 1:length(xValues)){
n_sub <- xValues[[i]]-1
n <- xValues[[i]]
n_add <- xValues[[i]]+1
v1 <- x[[n_sub+1]]
v2 <- x[[n+1]]
v3 <- x[[n_add+1]]
s <- (h/3)*(v1+4*v2+v3)
sum <- append(sum, s)
}
sum <- unlist(sum)
auc <- sum(sum)
return(auc)
}
Here a data example:
smoothed = c(0.3,0.317,0.379,0.452,0.519,0.573,0.61,0.629,0.628,0.613,0.587,0.556,0.521,
0.485,0.448,0.411,0.363,0.317,0.273,0.227,0.185,0.148,0.12,0.103,0.093,0.086,
0.082,0.079,0.076,0.071,0.066,0.059,0.053,0.051,0.052,0.057,0.067,0.081,0.103,
0.129,0.165,0.209,0.252,0.292,0.328,0.363,0.398,0.431,0.459,0.479,0.491,0.494,
0.488,0.475,0.457,0.43,0.397,0.357,0.316,0.285,0.254,0.227,0.206,0.189,0.181,
0.171,0.157,0.151,0.162,0.192,0.239)
One recommended way to handle an even number of points and still achieve precision is to combine Simpson's 1/3 rule with Simpson's 3/8 rule, which can handle an even number of points. Such approaches can be found in (at least one or perhaps more) engineering textbooks on numerical methods.
However, as a practical matter, you can write a code chunk to check the data length and add a single trapezoid at the end, as was suggested in the last comment of the post to which you linked. I wouldn't assume that it is necessarily as precise as combining Simpson's 1/3 and 3/8 rules, but it is probably reasonable for many applications.
I would double-check my code edits below, but this is the basic idea.
AUC <- function(x, h=1){
# AUC function computes the Area Under the Curve of a time serie using
# the Simpson's Rule (numerical method).
# https://link.springer.com/chapter/10.1007/978-1-4612-4974-0_26
# Arguments
# x: (vector) time serie values
# h: (int) temporal resolution of the time serie. default h=1
#jh edit: check for even data length
#and chop off last data point if even
nn = length(x)
if(length(x) %% 2 == 0){
xlast = x[length(x)]
x = x[-length(x)]
}
n = length(x)-1
xValues = seq(from=1, to=n, by=2)
sum <- list()
for(i in 1:length(xValues)){
n_sub <- xValues[[i]]-1
n <- xValues[[i]]
n_add <- xValues[[i]]+1
v1 <- x[[n_sub+1]]
v2 <- x[[n+1]]
v3 <- x[[n_add+1]]
s <- (h/3)*(v1+4*v2+v3)
sum <- append(sum, s)
}
sum <- unlist(sum)
auc <- sum(sum)
##jh edit: add trapezoid for last two data points to result
if(nn %% 2 == 0){
auc <- auc + (x[length(x)] + xlast)/2 * h
}
return(auc)
}
sm = smoothed[-length(smoothed)]
length(sm)
[1] 70
#even data as an example
AUC(sm)
[1] 20.17633
#original odd data
AUC(smoothed)
[1] 20.389
There may be a good reason for you to prefer using Simpson's rule, but if you're just looking for a quick and efficient estimate of AUC, the trapezoid rule is far easier to implement, and does not require an even number of breaks:
AUC <- function(x, h = 1) sum((x[-1] + x[-length(x)]) / 2 * h)
AUC(smoothed)
#> [1] 20.3945
Here, I show example code that uses the Simpson's 1/3 and 3/8 rules in tandem for the numerical integration of data. As always, the usual caveats about the possibility of coding errors or compatibility issues apply.
The output at the end compares the numerical estimates of this algorithm with the trapezoidal rule using R's "integrate" function.
#Algorithm adapted from:
#Numerical Methods for Engineers, Seventh Edition,
#By Chapra and Canale, page 623
#Modified to accept data instead of functional values
#Modified by: Jeffrey Harkness, M.S.
##Begin Simpson's rule function code
simp13 <- function(dat, h = 1){
ans = 2*h*(dat[1] + 4*dat[2] + dat[3])/6
return(ans)}
simp13m <- function(dat, h = 1){
summ <- dat[1]
n <- length(dat)
nseq <- seq(2,(n-2),2)
for(i in nseq){
summ <- summ + 4*dat[i] + 2*dat[i+1]}
summ <- summ + 4*dat[n-1] + dat[n]
result <- (h*summ)/3
return(result)}
simp38 <- function(dat, h = 1){
ans <- 3*h*(dat[1] + 3*sum(dat[2:3]) + dat[4])/8
return(ans)}
simpson = function(dat, h = 1){
hin = h
len = length(dat)
comp <- len %% 2
##number of segments
if(len == 2){
ans = sum(dat)/2*h} ##n = 2 is the trapezoidal rule
if(len == 3){
ans = simp13(dat, h = hin)}
if(len == 4){
ans = simp38(dat,h = hin)}
if(len == 6){
ans <- simp38(dat[1:4],h = hin) + simp13(dat[4:len],h = hin)}
if(len > 6 & comp == 0){
ans = simp38(dat[1:4],h = hin) + simp13m(dat[4:len],h = hin)}
if(len >= 5 & comp == 1){
ans = simp13m(dat,h = hin)}
return(ans)}
##End Simpson's rule function code
This next section of code shows the performance comparison. This code can easily be altered for different test functions and cases.
The precision difference tends to change with the sample size and test function used; this example is not intended to imply that the difference is always this pronounced.
#other algorithm for comparison purposes, from Allan Cameron above
oa <- function(x, h = 1) sum((x[-1] + x[-length(x)]) / 2 * h)
#Testing and algorithm comparison code
simans = NULL; oaans = NULL; simerr = NULL; oaerr = NULL; mp = NULL
for( j in 1:10){
n = j
#f = function(x) cos(x) + 2 ##Test functions
f = function(x) 0.2 + 25*x - 200*x^2 + 675*x^3 - 900*x^4 + 400*x^5
a = 0;b = 10
h = (b-a)/n
datain = seq(a,b,by = h)
preans = integrate(f,a,b)$value #precise numerical estimate of test function
simans[j] = simpson(f(datain), h = h)
oaans[j] = oa(f(datain), h = h)
(simerr[j] = abs(simans[j] - preans)/preans * 100)
(oaerr[j] = abs(oaans[j] - preans)/preans * 100)
mp[j] = simerr[j] < oaerr[j]
}
(outframe = data.frame("simpsons percent diff" = simerr,"trapezoidal percent diff" = oaerr, "more precise?" = mp, check.names = F))
simpsons percent diff trapezoidal percent diff more precise?
1 214.73489738 214.734897 FALSE
2 15.07958148 64.993410 TRUE
3 6.70203621 29.816799 TRUE
4 0.94247384 16.955208 TRUE
5 0.54830021 10.905620 TRUE
6 0.18616767 7.593825 TRUE
7 0.12051767 5.588209 TRUE
8 0.05890462 4.282980 TRUE
9 0.04087107 3.386525 TRUE
10 0.02412733 2.744500 TRUE
I have a matrix (mat_cdf) representing the cumulative probability an individual in census tract i moves to census tract j on a given day. Given a vector of agents who decide not to "stay home", I have a function, GetCTMove function below, to randomly sample from this matrix to determine which census tract they will spend time in.
# Random generation
cts <- 500
i <- rgamma(cts, 50, 1)
prop <- 1:cts
# Matrix where rows correspond to probability mass of column integer
mat <- do.call(rbind, lapply(i, function(i){dpois(prop, i)}))
# Convert to cumulative probability mass
mat_cdf <- matrix(NA, cts, cts)
for(i in 1:cts){
# Create cdf for row i
mat_cdf[i,] <- sapply(1:cts, function(j) sum(mat[i,1:j]))
}
GetCTMove <- function(agent_cts, ct_mat_cdf){
# Expand such that every agent has its own row corresponding to CDF of movement from their home ct i to j
mat_expand <- ct_mat_cdf[agent_cts,]
# Probabilistically sample column index for every row by generating random number and then determining corresponding closest column
s <- runif(length(agent_cts))
fin_col <- max.col(s < mat_expand, "first")
return(fin_col)
}
# Sample of 500,000 agents' residence ct
agents <- sample(1:cts, size = 500000, replace = T)
# Run function
system.time(GetCTMove(agents, mat_cdf))
user system elapsed
3.09 1.19 4.30
Working with 1 million agents, each sample takes ~10 seconds to run, multiplied by many time steps leads to hours for each simulation, and this function is by far the rate limiting factor of the model. I'm wondering if anyone has advice on faster implementation of this kind of random sampling. I've used the dqrng package to speed up random number generation, but that's relatively miniscule in comparison to the matrix expansion (mat_expand) and max.col calls which take longest to run.
The first thing that you can optimise is the following code:
max.col(s < mat_expand, "first")
Since s < mat_expand returns a logical matrix, applying the max.col function is the same as getting the first TRUE in each row. In this case, using which will be much more efficient. Also, as shown below, you store all your CDFs in a matrix.
mat <- do.call(rbind, lapply(i, function(i){dpois(prop, i)}))
mat_cdf <- matrix(NA, cts, cts)
for(i in 1:cts){
mat_cdf[i,] <- sapply(1:cts, function(j) sum(mat[i,1:j]))
}
This structure may not be optimal. A list structure is better for applying functions like which. It is also faster to run as you do not have to go through a do.call(rbind, ...).
# using a list structure to speed up the creation of cdfs
ls_cdf <- lapply(i, function(x) cumsum(dpois(prop, x)))
Below is your implementation:
# Implementation 1
GetCTMove <- function(agent_cts, ct_mat_cdf){
mat_expand <- ct_mat_cdf[agent_cts,]
s <- runif(length(agent_cts))
fin_col <- max.col(s < mat_expand, "first")
return(fin_col)
}
On my desktop, it takes about 2.68s to run.
> system.time(GetCTMove(agents, mat_cdf))
user system elapsed
2.25 0.41 2.68
With a list structure and a which function, the run time can be reduced by about 1s.
# Implementation 2
GetCTMove2 <- function(agent_cts, ls_cdf){
n <- length(agent_cts)
s <- runif(n)
out <- integer(n)
i <- 1L
while (i <= n) {
out[[i]] <- which(s[[i]] < ls_cdf[[agent_cts[[i]]]])[[1L]]
i <- i + 1L
}
out
}
> system.time(GetCTMove2(agents, ls_cdf))
user system elapsed
1.59 0.02 1.64
To my knowledge, with R only there is no other way to further speed up the code. However, you can indeed improve the performance by re-writing the key function GetCTMove in C++. With the Rcpp package, you can do something as follows:
# Implementation 3
Rcpp::cppFunction('NumericVector fast_GetCTMove(NumericVector agents, NumericVector s, List cdfs) {
int n = agents.size();
NumericVector out(n);
for (int i = 0; i < n; ++i) {
NumericVector cdf = as<NumericVector>(cdfs[agents[i] - 1]);
int m = cdf.size();
for (int j = 0; j < m; ++j) {
if (s[i] < cdf[j]) {
out[i] = j + 1;
break;
}
}
}
return out;
}')
GetCTMove3 <- function(agent_cts, ls_cdf){
s <- runif(length(agent_cts))
fast_GetCTMove(agent_cts, s, ls_cdf)
}
This implementation is lightning fast, which should fulfil all your needs.
> system.time(GetCTMove3(agents, ls_cdf))
user system elapsed
0.07 0.00 0.06
The full script is attached as follows:
# Random generation
cts <- 500
i <- rgamma(cts, 50, 1)
prop <- 1:cts
agents <- sample(1:cts, size = 500000, replace = T)
# using a list structure to speed up the creation of cdfs
ls_cdf <- lapply(i, function(x) cumsum(dpois(prop, x)))
# below is your code
mat <- do.call(rbind, lapply(i, function(i){dpois(prop, i)}))
mat_cdf <- matrix(NA, cts, cts)
for(i in 1:cts){
mat_cdf[i,] <- sapply(1:cts, function(j) sum(mat[i,1:j]))
}
# Implementation 1
GetCTMove <- function(agent_cts, ct_mat_cdf){
mat_expand <- ct_mat_cdf[agent_cts,]
s <- runif(length(agent_cts))
fin_col <- max.col(s < mat_expand, "first")
return(fin_col)
}
# Implementation 2
GetCTMove2 <- function(agent_cts, ls_cdf){
n <- length(agent_cts)
s <- runif(n)
out <- integer(n)
i <- 1L
while (i <= n) {
out[[i]] <- which(s[[i]] < ls_cdf[[agent_cts[[i]]]])[[1L]]
i <- i + 1L
}
out
}
# Implementation 3
Rcpp::cppFunction('NumericVector fast_GetCTMove(NumericVector agents, NumericVector s, List cdfs) {
int n = agents.size();
NumericVector out(n);
for (int i = 0; i < n; ++i) {
NumericVector cdf = as<NumericVector>(cdfs[agents[i] - 1]);
int m = cdf.size();
for (int j = 0; j < m; ++j) {
if (s[i] < cdf[j]) {
out[i] = j + 1;
break;
}
}
}
return out;
}')
GetCTMove3 <- function(agent_cts, ls_cdf){
s <- runif(length(agent_cts))
fast_GetCTMove(agent_cts, s, ls_cdf)
}
system.time(GetCTMove(agents, mat_cdf))
system.time(GetCTMove2(agents, ls_cdf))
system.time(GetCTMove3(agents, ls_cdf))
I'm trying to calculate the weighted euclidean distance (squared) between twoo data frames that have the same number of columns (variables) and different number of rows (observations).
The calculation follows the formula:
DIST[m,i] <- sum(((DATA1[m,] - DATA2[i,]) ^ 2) * lambda[1,])
I specifically need to multiply each parcel of the somatory by a specific weight (lambda).
The code provided bellow runs correctly, but if I use it in hundreds of iterations it takes a lot of processing time. Yesterday it took me 18 hours to create a graphic using multiple iterations of a function that contains this calculation. Using library(profvis) profvis({ my code }) I saw that this specific part of the code is taking up like 80% of the processing time.
I read a lot about how to reduce the processing time using parallel and vectorized operations, but I don't know how to implement them in this particular case, because of the weight lamb#.
Can some one help me reduce my processing time with this code?
More information about the code and the structure of the data can be found in the code provided bellow as comments.
# Data frames used to calculate the euclidean distances between each observation
# from DATA1 and each observation from DATA2.
# The euclidean distance is between a [600x50] and a [8X50] dataframes, resulting
# in a [600X8] dataframe.
DATA1 <- matrix(rexp(30000, rate=.1), ncol=50) #[600x50]
DATA2 <- matrix(rexp(400, rate=.1), ncol=50) #[8X50]
# Weights used for each of the 50 variables to calculate the weighted
# euclidean distance.
# Can be a vector of different weights or a scalar of the same weight
# for all variables.
lambda <- runif(n=50, min=0, max=10) ## length(lambda) > 1
# lambda=1 ## length(lambda) == 1
if (length(lambda) > 1) {
as.numeric(unlist(lambda))
lambda <- as.matrix(lambda)
lambda <- t(lambda)
}
nrows1 <- nrow(DATA1)
nrows2 <- nrow(DATA2)
# Euclidean Distance calculation
DIST <- matrix(NA, nrow=nrows1, ncol=nrows2 )
for (m in 1:nrows1) {
for (i in 1:nrows2) {
if (length(lambda) == 1) {
DIST[m, i] <- sum((DATA1[m, ] - DATA2[i, ])^2)
}
if (length(lambda) > 1){
DIST[m, i] <- sum(((DATA1[m, ] - DATA2[i, ])^2) * lambda[1, ])
}
next
}
next
}
After all the sugestions, combining the answers from #MDWITT (for length(lambda > 1) and #F. Privé (for length(lambda == 1) the final solution took only one minute to run, whilst the original one took me an hour and a half to run, in a bigger code that has that calculation. The final code for this problem, for those interested, is:
#Data frames used to calculate the euclidean distances between each observation from DATA1 and each observation from DATA2.
#The euclidean distance is between a [600x50] and a [8X50] dataframes, resulting in a [600X8] dataframe.
DATA1 <- matrix(rexp(30000, rate=.1), ncol=50) #[600x50]
DATA2 <- matrix(rexp(400, rate=.1), ncol=50) #[8X50]
#Weights used for each of the 50 variables to calculate the weighted euclidean distance.
#Can be a vector of different weights or a scalar of the same weight for all variables.
#lambda <- runif(n = 50, min = 0, max = 10) ##length(lambda) > 1
lambda = 1 ##length(lambda) == 1
nrows1 <- nrow(DATA1)
nrows2 <- nrow(DATA2)
#Euclidean Distance calculation
DIST <- matrix(NA, nrow = nrows1, ncol = nrows2)
if (length(lambda) > 1){
as.numeric(unlist(lambda))
lambda <- as.matrix(lambda)
lambda <- t(lambda)
library(Rcpp)
cppFunction('NumericMatrix weighted_distance (NumericMatrix x, NumericMatrix y, NumericVector lambda){
int n_x = x.nrow();
int n_y = y.nrow();
NumericMatrix DIST(n_x, n_y);
//begin the loop
for (int i = 0 ; i < n_x; i++){
for (int j = 0 ; j < n_y ; j ++) {
double d = sum(pow(x.row(i) - y.row(j), 2)*lambda);
DIST(i,j) = d;
}
}
return (DIST) ;
}')
DIST <- weighted_distance(DATA1, DATA2, lambda = lambda)}
if (length(lambda) == 1) {
DIST <- outer(rowSums(DATA1^2), rowSums(DATA2^2), '+') - tcrossprod(DATA1, 2 * DATA2)
}
Rewrite the problem to use linear algebra and vectorization, which is much faster than loops.
If you don't have lambda, this is just
outer(rowSums(DATA1^2), rowSums(DATA2^2), '+') - tcrossprod(DATA1, 2 * DATA2)
With lambda, it becomes
outer(drop(DATA1^2 %*% lambda), drop(DATA2^2 %*% lambda), '+') -
tcrossprod(DATA1, sweep(DATA2, 2, 2 * lambda, '*'))
Here an alternate way using Rcpp just to have this concept documents. In a file called euclidean.cpp in it I have
#include <Rcpp.h>
#include <cmath>
using namespace Rcpp;
// [[Rcpp::export]]
NumericMatrix weighted_distance (NumericMatrix x, NumericMatrix y, NumericVector lambda){
int n_x = x.nrow();
int n_y = y.nrow();
NumericMatrix out(n_x, n_y);
//begin the loop
for (int i = 0 ; i < n_x; i++){
for (int j = 0 ; j < n_y ; j ++) {
double d = sum(pow(x.row(i) - y.row(j), 2)*lambda);
out(i,j) = d;
}
}
return (out) ;
}
In R, then I have
library(Rcpp)
sourceCpp("libs/euclidean.cpp")
# Generate Data
DATA1 <- matrix(rexp(30000, rate=.1), ncol=50) #[600x50]
DATA2 <- matrix(rexp(400, rate=.1), ncol=50) #[8X50]
lambda <- runif(n=50, min=0, max=10)
# Run the program
out <- weighted_distance(DATA1, DATA2, lambda = lambda)
When I test the speed using:
microbenchmark(
Rcpp_way = weighted_distance(DATA1, DATA2, lambda = lambda),
other = {DIST <- matrix(NA, nrow=nrows1, ncol=ncols)
for (m in 1:nrows1) {
for (i in 1:nrows2) {
if (length(lambda) == 1) {
DIST[m, i] <- sum((DATA1[m, ] - DATA2[i, ])^2)
}
if (length(lambda) > 1){
DIST[m, i] <- sum(((DATA1[m, ] - DATA2[i, ])^2) * lambda[1, ])
}
next
}
next
}}, times = 100)
You can see that it is a good clip faster:
Unit: microseconds
expr min lq mean median uq max neval
Rcpp_way 446.769 492.308 656.9849 562.667 846.9745 1169.231 100
other 24688.821 30681.641 44153.5264 37511.385 50878.3585 200843.898 100
I was given a task to write a function, which I name: my_mode_k.
The input is consisted of two variables:
(x, k)
as x, is a vector of natural numbers with the length of n. the greatest object of x can be k, given that k < n.
my_mode_k output is the highest frequency object of x. if there's more then one object in the vector that are common in x the same number of times - then the function will output the minimum object between them.
for example:
my_mode_k(x = c(1, 1, 2, 3, 3) , k =3)
1
This is code I wrote:
my_mode_k <- function(x, k){
n <- length(x)
x_lemma <- rep(0, k)
for(i in 1:n){
x_lemma[i] < x_lemma[i] +1
}
x_lem2 <- 1
for( j in 2:k){
if(x_lemma[x_lem2] < x_lemma[j]){
x_lem2 <- j
}
}
x_lem2
}
which isn't working properly.
for example:
my_mode_k(x = c(2,3,4,3,2,2,5,5,5,5,5,5,5,5), k=5)
[1] 1
as the function is supposed to return 5.
I don't understand why and what is the intuition to have in order to even know if a function is working properly (It took me some time to realize that it's not executing the needed task) - so I could fix the mistake in it.
Here are a few steps on how you can achieve this.
k <- 5
input <- c(2,3,4,3,3,3,3,3,3,3,2,2,5,5,5,5,5,5,5,5)
# Calculate frequencies of elements.
tbl <- table(input[input <= k])
# Find which is max. Notice that it returns the minimum of there is a tie.
tbl.max <- which.max(tbl)
# Find which value is your result.
names(tbl.max)
input <- c(2,2,3,3,3,5,5,5)
names(which.max(table(input[input <= k])))
# 3
input <- c(2,2,5,5,5,3,3,3)
names(which.max(table(input[input <= k])))
# 3
Having the following matrix and vector:
a<-matrix(c(1,4,7,
2,5,8,
3,6,9), nrow = 3)
b <- c(1,1,1)
How do I sum recursiverly over each line of the matrix inside a funciton till obtain a desired result using last result to calculate next operation as shown:
b<-b+a[1,]
b<-b+a[2,]
b<-b+a[3,]
b<-b+a[1,]
b<-b+a[2,]
sum(b)>100 # Sum recursiverly till obtain this result sum(b)>100
This operation looks similar to this answer Multiply recursiverly in r. However it uses results from previews operations to calculate next ones.
Here's a recursive function to do what you're after,
# Sample Data
a<-matrix(c(1,4,7,
2,5,8,
3,6,9), nrow = 3)
b <- c(1,1,1)
We create a function that references itself with a value that increments modulo the number of rows
recAdd <- function(b, a, start = 1, size = NROW(a)) {
if(sum(b) > 100) return(b)
return(recAdd(b + a[start,], a, start = start %% size + 1, size))
}
> recAdd(b,a)
[1] 30 38 46
EDIT: Alternatively, here's a way with no recursion at all, which is much faster on large ratios of target number to sum of the matrix (but is slower on data of this size). Basically we get to take advantage of Euclid
nonrecAdd <- function(b, a, target = 100) {
Remaining <- target - sum(b)
perloop <- sum(a)
nloops <- Remaining %/% perloop
Remaining <- Remaining %% perloop
if(Remaining > 0) {
cumulativeRowsums <- cumsum(rowSums(a))
finalindex <- which((Remaining %/% cumulativeRowsums) == 0)[1]
b + colSums(a) * nloops + colSums(a[1:finalindex,,drop = FALSE])
} else {
b + colSums(a) * nloops
}
}