benchmarkLongley.r

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#!/usr/bin/env r
#
# Comparison benchmark -- using old and small Longley data set
#
# 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(utils))
suppressMessages(library(Rcpp))
suppressMessages(library(inline))
suppressMessages(library(datasets))
 
source("lmArmadillo.R")
source("lmGSL.R")
 
data(longley)
 
longleydm <- data.matrix(data.frame(intcp=1, longley))
X <- longleydm[,-8]
y <- as.numeric(longleydm[,8])
 
N <- 1000
 
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 Longley\n")
print(t(data))
print(t(1/data[,1,drop=FALSE])) # regressions per second