是否有矢量化并行max()和min()?

我有一个带有“a”和“b”列的
data.frame
。我想添加名为“high”和“low”的列,其中包含a和b列中的最高和最低。 有没有办法在没有循环数据框中的行的情况下执行此操作? 编辑:这是针对OHLC数据的,因此高和低列应包含同一行上a和b之间的最高和最低元素,而不是整列。对不起,如果措辞不好。     
已邀请:
听起来你正在寻找
pmax
pmin
(“平行”最大/分钟):
Extremes                 package:base                  R Documentation

Maxima and Minima

Description:

     Returns the (parallel) maxima and minima of the input values.

Usage:

     max(..., na.rm = FALSE)
     min(..., na.rm = FALSE)

     pmax(..., na.rm = FALSE)
     pmin(..., na.rm = FALSE)

     pmax.int(..., na.rm = FALSE)
     pmin.int(..., na.rm = FALSE)

Arguments:

     ...: numeric or character arguments (see Note).

   na.rm: a logical indicating whether missing values should be
          removed.

Details:

     ‘pmax’ and ‘pmin’ take one or more vectors (or matrices) as
     arguments and return a single vector giving the ‘parallel’ maxima
     (or minima) of the vectors.  The first element of the result is
     the maximum (minimum) of the first elements of all the arguments,
     the second element of the result is the maximum (minimum) of the
     second elements of all the arguments and so on.  Shorter inputs
     are recycled if necessary.  ‘attributes’ (such as ‘names’ or
     ‘dim’) are transferred from the first argument (if applicable).
    
这是我使用ѭ4实现的版本。我将
pmin
与我的版本进行了比较,我的版本大约快了3倍。
library(Rcpp)

cppFunction("
  NumericVector min_vec(NumericVector vec1, NumericVector vec2) {
    int n = vec1.size();
    if(n != vec2.size()) return 0;
    else {
      NumericVector out(n);
      for(int i = 0; i < n; i++) {
        out[i] = std::min(vec1[i], vec2[i]);
      }
      return out;
    }
  }
")

x1 <- rnorm(100000)
y1 <- rnorm(100000)

microbenchmark::microbenchmark(min_vec(x1, y1))
microbenchmark::microbenchmark(pmin(x1, y1))

x2 <- rnorm(500000)
y2 <- rnorm(500000)

microbenchmark::microbenchmark(min_vec(x2, y2))
microbenchmark::microbenchmark(pmin(x2, y2))
100,000个元素的
microbenchmark
函数输出为:
> microbenchmark::microbenchmark(min_vec(x1, y1))
Unit: microseconds
            expr     min       lq     mean  median       uq
 min_vec(x1, y1) 215.731 222.3705 230.7018 224.484 228.1115
     max neval
 284.631   100
> microbenchmark::microbenchmark(pmin(x1, y1))
Unit: microseconds
         expr     min       lq     mean  median      uq      max
 pmin(x1, y1) 891.486 904.7365 943.5884 922.899 954.873 1098.259
 neval
   100
对于500,000个元素:
> microbenchmark::microbenchmark(min_vec(x2, y2))
Unit: milliseconds
            expr      min       lq     mean   median       uq
 min_vec(x2, y2) 1.493136 2.008122 2.109541 2.140318 2.300022
     max neval
 2.97674   100
> microbenchmark::microbenchmark(pmin(x2, y2))
Unit: milliseconds
         expr      min       lq     mean   median       uq
 pmin(x2, y2) 4.652925 5.146819 5.286951 5.264451 5.445638
      max neval
 6.639985   100
所以你可以看到
Rcpp
版本更快。 您可以通过在函数中添加一些错误检查来使其更好,例如:检查两个向量是否相同,或者它们是否具有可比性(不是字符与数字,或布尔与数字)。     
如果您的data.frame名称是dat。
dat$pmin <- do.call(pmin,dat[c("a","b")])
dat$pmax <- do.call(pmax,dat[c("a","b")])
    
另一种可能的方案
set.seed(21)
Data <- data.frame(a=runif(10),b=runif(10))
Data$low <- apply(Data[,c("a","b")], 1, min)
Data$high <- apply(Data[,c("a","b")], 1, max)
    

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