Optimizing My R Code

April 25, 2011

(This article was first published on QuantTraderQuantTrader » R, and kindly contributed to R-bloggers)

Thanks to gappy3000 I optimized my code in few several ways. The original script lasted ~30 minutes thanks to using pure vectors instead of zoo objects. First of all I changed all lm functions for lm.fit functions. Although lm.fit function cannot handle data with NAs and I had to handle it separately, this little improvement […]

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