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  1.  
  2. library(microbenchmark)
  3.  
  4. generate_random_variables <- function(n, p){
  5.   set.seed(100)
  6.   matrix(rnorm(n*p), p, n)
  7. }
  8.  
  9. for_loop <- function(X) {
  10.   alpha <- matrix(NA, nrow(X), nrow(X))
  11.   for (i in seq_len(nrow(X))) {
  12.     for (j in seq(i, nrow(X))) {
  13.       alpha[i, j] <- alpha[j, i] <- var(X[i,], X[j,])
  14.     }
  15.   }
  16.   alpha
  17. }
  18. for_loop(generate_random_variables(20, 3))
  19.  
  20. apply_func <- function(X) {
  21.   ind <- expand.grid(1:nrow(X), 1:nrow(X))
  22.   matrix(
  23.     apply(
  24.       ind, 
  25.       1,
  26.       function(k) var(X[k[1], ], X[k[2], ])
  27.     ),
  28.     nrow = nrow(X)
  29.   )
  30. }
  31. apply_func(generate_random_variables(20, 3))
  32.  
  33. diag_method <- function(X) {
  34.   res1 <- matrix(data = NA_real_, nrow = nrow(X), ncol = nrow(X))
  35.   diag(res1) <- apply(X, 1, var)
  36.   res1[lower.tri(res1)] <- 
  37.     combn(1:nrow(X), 2) %>%
  38.     apply(2, function(k){
  39.       var(X[k[1], ], X[k[2], ])
  40.     })
  41.   res1[upper.tri(res1)] <- res1 %>% t %>% .[upper.tri(.)]
  42.   res1
  43. }
  44. diag_method(generate_random_variables(20, 3))
  45.  
  46. # var(x, y) = sum_i (X_i - X_bar) (Y_i - Y_bar)
  47. formula_calc <- function(X) {
  48.   temp <- sweep(X, 1, rowMeans(X), `-`)
  49.   temp %*% t(temp) / (ncol(X)-1)
  50. }
  51. formula_calc(generate_random_variables(20, 3))
  52.  
  53. microbenchmark(
  54.   for_loop(generate_random_variables(20000, 50)),
  55.   apply_func(generate_random_variables(20000, 50)),
  56.   diag_method(generate_random_variables(20000, 50)),
  57.   formula_calc(generate_random_variables(20000, 50)),
  58.   var(t(generate_random_variables(20000, 50))),
  59.   times = 20L
  60. )
  61. # Unit: milliseconds
  62. #          expr       min        lq      mean    median        uq       max
  63. #      for_loop  791.3887  814.2140  876.8024  872.5140  907.3111 1071.6495
  64. #    apply_func 1486.9081 1542.1674 1607.6525 1592.6940 1664.5603 1796.9124
  65. #   diag_method  802.1050  825.0755  938.7255  888.7893  973.0518 1453.5382
  66. #  formula_calc  105.0659  110.9181  133.3554  118.8704  140.6495  249.5756
  67. #           var  122.8382  124.8452  125.7241  125.1085  126.3662  130.1424
  68.  
Success #stdin #stdout #stderr 0.25s 39688KB
comments (?)
stdin 
Standard input is empty
stdout 
Standard output is empty
stderr 
Error in library(microbenchmark) : 
  there is no package called ‘microbenchmark’
Execution halted
https://ideone.com/hgruOe
language:
R (R 3.5.2)
created:
3 years ago
visibility:
public

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