Optimizing My R Code

April 25, 2011
By

(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 [...]

To leave a comment for the author, please follow the link and comment on his blog: QuantTraderQuantTrader » R.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.