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Taking common means based on column splitting

I have a matrix mat

and would like to calculate the average of the columns based on the grouping variable gp

.

mat<-embed(1:5000,1461)
gp<-c(rep(1:365,each=4),366)

For this I use the following

colavg<-t(aggregate(t(mat),list(gp),mean))

But it takes much longer than I expect.

Any suggestions for speeding up your code execution?

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2 answers


Here is a quick algorithm that I commented out in the code.



system.time({

# create a list of column indices per group
gp.list    <- split(seq_len(ncol(mat)), gp)

# for each group, compute the row means
means.list <- lapply(gp.list, function(cols)rowMeans(mat[,cols, drop = FALSE]))

# paste everything together
colavg     <- do.call(cbind, means.list)

})
#    user  system elapsed 
#    0.08    0.00    0.08
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You can use the apply function, for example, from the excellent package plyr

:

# Create data
mat<-embed(1:5000,1461)
gp<-c(rep(1:365,each=4),366)

# Your code
system.time(colavg<-t(aggregate(t(mat),list(gp),mean)))

library(plyr)
# Put all data in a data frame
df <- data.frame(t(mat))
df$gp <- gp

# Using an apply function
system.time(colavg2 <- t(daply(df, .(gp), colMeans)))


Output:

> # Your code
> system.time(colavg<-t(aggregate(t(mat),list(gp),mean)))
   user  system elapsed 
 134.21    1.64  139.00 

> # Using an apply function
> system.time(colavg2 <- t(daply(df, .(gp), colMeans)))
   user  system elapsed 
  52.78    0.06   53.23
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