EVOLUTION-MANAGER

Edit File: benchmark.r

#!/usr/bin/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