55 lines
1.7 KiB
R
55 lines
1.7 KiB
R
|
#!/usr/bin/env r
|
||
|
|
#
|
||
|
|
# Comparison benchmark
|
||
|
|
#
|
||
|
|
# 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(RcppGSL))
|
||
|
|
suppressMessages(library(RcppArmadillo))
|
||
|
|
|
||
|
|
source("lmArmadillo.R")
|
||
|
|
source("lmGSL.R")
|
||
|
|
|
||
|
|
set.seed(42)
|
||
|
|
n <- 5000
|
||
|
|
k <- 9
|
||
|
|
X <- cbind( rep(1,n), matrix(rnorm(n*k), ncol=k) )
|
||
|
|
truecoef <- 1:(k+1)
|
||
|
|
y <- as.numeric(X %*% truecoef + rnorm(n))
|
||
|
|
|
||
|
|
N <- 100
|
||
|
|
|
||
|
|
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 n=", n, " and k=", k, "\n", sep="")
|
||
|
|
print(t(data))
|
||
|
|
print(t(1/data[,1,drop=FALSE])) # regressions per second
|
||
|
|
|