[Rcpp-commits] r1774 - pkg/Rcpp/inst/examples/FastLM

[noreply at r-forge.r-project.org]

Author: edd
Date: 2010-07-04 05:40:42 +0200 (Sun, 04 Jul 2010)
New Revision: 1774

Added:
   pkg/Rcpp/inst/examples/FastLM/benchmarkLongley.r
Log:
benchmark example on historical Longley dataset of size 16 x 7


Added: pkg/Rcpp/inst/examples/FastLM/benchmarkLongley.r
===================================================================
--- pkg/Rcpp/inst/examples/FastLM/benchmarkLongley.r	                        (rev 0)
+++ pkg/Rcpp/inst/examples/FastLM/benchmarkLongley.r	2010-07-04 03:40:42 UTC (rev 1774)
@@ -0,0 +1,55 @@
+#!/usr/bin/r -t
+#
+# Comparison benchmark -- using old and small Longley data set
+#
+# This shows how Armadillo improves on the previous version using GNU GSL,
+# and how both are doing better than lm.fit()
+#
+# Copyright (C) 2010 Dirk Eddelbuettel and Romain Francois
+#
+# This file is part of Rcpp.
+#
+# Rcpp is free software: you can redistribute it and/or modify it
+# under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 2 of the License, or
+# (at your option) any later version.
+#
+# Rcpp is distributed in the hope that it will be useful, but
+# WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with Rcpp.  If not, see <http://www.gnu.org/licenses/>.
+
+suppressMessages(library(utils))
+suppressMessages(library(Rcpp))
+suppressMessages(library(inline))
+suppressMessages(library(datasets))
+
+source("lmArmadillo.R")
+source("lmGSL.R")
+
+data(longley)
+
+longleydm <- data.matrix(data.frame(intcp=1, longley))
+X <- longleydm[,-8]
+y <- as.numeric(longleydm[,8])
+
+N <- 1000
+
+lmgsl <- lmGSL()
+lmarma <- lmArmadillo()
+
+tlm <- mean(replicate(N, system.time( lmfit <- lm(y ~ X - 1) )["elapsed"]), trim=0.05)
+tlmfit <- mean(replicate(N, system.time(lmfitfit <- lm.fit(X, y))["elapsed"]), trim=0.05)
+tlmgsl <- mean(replicate(N, system.time(lmgsl(y, X))["elapsed"]), trim=0.05)
+tlmarma <- mean(replicate(N, system.time(lmarma(y, X))["elapsed"]), trim=0.05)
+
+res <- c(tlm, tlmfit, tlmgsl, tlmarma)
+data <- data.frame(results=res, ratios=tlm/res)
+rownames(data) <- c("lm", "lm.fit", "lmGSL", "lmArma")
+cat("For Longley\n")
+print(t(data))
+print(t(1/data[,1,drop=FALSE])) # regressions per second
+


Property changes on: pkg/Rcpp/inst/examples/FastLM/benchmarkLongley.r
___________________________________________________________________
Added: svn:executable
   + *