R: how to vectorize code to remove for loop-CodePudding

I am writing a Monte Carlo simulation in R that I need to execute 100,000 times. I am having some efficiency problems. A key efficiency problem that I am having is that I have a for loop inside of the larger Monte Carlo for loop. I would like to try and remove this loop, if possible, but am currently stumped.

I have a dataframe which contains a value along with a start, and end which are indexes into the final matrix.

Here is a sample code snipet:

a <- data.frame( value = c( 3, 10, 5, 8),
                 start = c(2, 3, 4, 5), 
                 end = c( 9, 10, 9, 8 ))

b <- matrix( 0, nrow = nrow(a), ncol = 10)

# this is the for loop that I would like to remove
for ( i in 1:nrow(a) ) {
  b[ i, a$start[i]:a$end[i] ]<- a$value[i]
}

It feels as if I should be able to reframe the problem into a join of some type but I haven't been able to make progress. Any help is appreciated.

CodePudding user response：

Vectorization with with rep.int, sequence, and matrix indexing:

len <- a$end - a$start   1
b[matrix(c(rep.int(1:nrow(a), len), sequence(len, a$start)), ncol = 2)] <- rep.int(a$value, len)

On a larger dataset, the vectorized version is > 13x faster:

a <- data.frame(value = sample(10, 1e5, replace = TRUE),
                start = sample(5, 1e5, replace = TRUE), 
                end = sample(6:10, 1e5, replace = TRUE))
b <- matrix(0, nrow = nrow(a), ncol = 10)

vecfill <- function(a, b) {
  len <- a$end - a$start   1
  b[matrix(c(rep.int(1:nrow(a), len), sequence(len, a$start)), ncol = 2)] <- rep.int(a$value, len)
  return(b)
}

iterfill <- function(a, b) {
  for ( i in 1:nrow(a) ) {
    b[ i, a$start[i]:a$end[i] ]<- a$value[i]
  }
  
  return(b)
}

microbenchmark::microbenchmark(vecfill(a, b), iterfill(a, b), times = 100)
#> Unit: milliseconds
#>            expr      min        lq      mean    median       uq      max neval
#>   vecfill(a, b)  19.5291  19.99705  24.72165  21.01205  24.0373  75.8988   100
#>  iterfill(a, b) 292.6082 310.52755 330.09472 319.50020 331.3736 560.9486   100