是否有解决 R 2.15.2 中 do.call(cbind.xts,...) 性能缓慢的解决方法? [英] Is there a work around for slow performance of do.call(cbind.xts,...) in R 2.15.2?

问题描述

我希望 cbind.xts 和 do.call(cbind.xts) 以相似的运行时间执行.R2.11、R2.14 也是如此.

I would expect cbind.xts and do.call(cbind.xts) to perform with similar elapsed time. That was true for R2.11, R2.14.

对于 R2.15.2 和 xts 0.8-8，do.call(cbind.xts,...) 变体执行慢得多，这有效地打破了我以前的代码.

For R2.15.2 and xts 0.8-8, the do.call(cbind.xts,...) variant performs drastically slower, which effectively breaks my previous codes.

正如 Josh Ulrich 在下面的评论中指出的那样，xts 包维护者已经意识到这个问题.在此期间，是否有方便的解决方法?

As Josh Ulrich notes in a comment below, the xts package maintainers are aware of this problem. In the meantime, is there a convenient work around?

可重现的例子:

library(xts)

secs <- function (rows, from = as.character(Sys.time()), cols = 1, by = 1) 
{
    deltas <- seq(from = 0, by = by, length.out = rows)
    nacol <- matrix(data = NA, ncol = cols, nrow = rows)
    xts(x = nacol, order.by = strptime(from, format = "%Y-%m-%d %X") + 
        deltas)
}

n <- 20
d1 <- secs(rows=n*100,cols=n)
d2 <- secs(rows=n*100,cols=n)

system.time(cbind.xts(d1,d2))

对比

system.time(do.call(cbind.xts, list(d1,d2)))

推荐答案

一种解决方法是在 do.call 中设置 quote=TRUE.

One work-around is to set quote=TRUE in do.call.

R> system.time(cb <- cbind.xts(d1,d2))
   user  system elapsed 
  0.004   0.000   0.004 
R> system.time(dc <- do.call(cbind.xts, list(d1,d2), quote=TRUE))
   user  system elapsed 
  0.000   0.004   0.004 
R> identical(cb,dc)
[1] TRUE

缓慢是由 do.call 默认在评估函数调用之前评估参数造成的，这导致调用要大得多.例如，比较这两个调用:

The slowness is caused by do.call evaluating the arguments before evaluating the function call by default, which causes the call to be much larger. For example, compare these two calls:

call("cbind", d1, d2)                # huge
call("cbind", quote(d1), quote(d2))  # dainty

这篇关于是否有解决 R 2.15.2 中 do.call(cbind.xts,...) 性能缓慢的解决方法?的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！