From osklyar at maninvestments.com  Tue Sep  9 16:48:34 2008
From: osklyar at maninvestments.com (Sklyar, Oleg (London))
Date: Tue, 9 Sep 2008 15:48:34 +0100
Subject: [Rd] 'xtfrm' performance (influences 'order' performance) in R
 devel
In-Reply-To: <48C683DC.1060707@r-project.org>
References: <1A68FCB28DE72F4BA3B967E6506CCE4303049734@mildnpexmb01.maninvestments.ad.man.com>
	<48C683DC.1060707@r-project.org>
Message-ID: <1A68FCB28DE72F4BA3B967E6506CCE4303049737@mildnpexmb01.maninvestments.ad.man.com>

Ha, defined xtfrm for TimeDate, works instantly (xtfrm is already a
method). However, it won't be taken up by order as it is not in the
imported namespace, so order falls back to xtfrm.default.

Moreover, defining order (which is not a method unfortunately, *any
chance of changing this*?):

setGeneric("order")
setMethod("order", "TimeDate", 
	function (..., na.last = TRUE, decreasing = FALSE) 
		order(list(...)[[1]]@.Data,na.last=na.last,
decreasing=decreasing))

does not help either as it won't be taken up, order still calls the
default one, what am I doing wrong?



Dr Oleg Sklyar
Research Technologist
AHL / Man Investments Ltd
+44 (0)20 7144 3107
osklyar at maninvestments.com 

> -----Original Message-----
> From: John Chambers [mailto:jmc at r-project.org] 
> Sent: 09 September 2008 15:11
> To: Sklyar, Oleg (London)
> Cc: R-devel at r-project.org
> Subject: Re: [Rd] 'xtfrm' performance (influences 'order' 
> performance) in R devel
> 
> No definitive answers, but here are a few observations.
> 
> In the call to order() code, I notice that you have dropped 
> into the branch
>     if (any(unlist(lapply(z, is.object))))
> where the alternative in your case would seem to have been 
> going directly to the internal code.
> 
> You can consider a method for xtfrm(), which would help but 
> won't get you completely back to a trivial computation.  
> Alternatively,  order() should be eligible for the new 
> mechanism of defining methods for "...".
> 
> (Individual existing methods may not be the issue, and one 
> can't infer anything definite from the evidence given,  but a 
> plausible culprit is the "[" method.  Because [] expressions 
> appear so often, it's always chancy to define a nontrivial 
> method for this function.)
> 
> John
> 
> Sklyar, Oleg (London) wrote: 
> 
> 	Hello everybody,
> 	
> 	it looks like the presense of some (do know know which) 
> S4 methods for a
> 	given S4 class degrades the performance of xtfrm (used 
> in 'order' in new
> 	R-devel) by a factor of millions. This is for classes 
> that ARE derived
> 	from numeric directly and thus should be quite trivial 
> to convert to
> 	numeric.
> 	
> 	Consider the following example:
> 	
> 	setClass("TimeDateBase", 
> 	    representation("numeric", mode="character"),
> 	    prototype(mode="posix")
> 	)
> 	setClass("TimeDate",
> 	    representation("TimeDateBase", tzone="character"),
> 	    prototype(tzone="London")
> 	)
> 	x = new("TimeDate", 1220966224 + runif(1e5))
> 	
> 	system.time({ z = order(x) })
> 	## > system.time({ z = order(x) })
> 	##   user  system elapsed 
> 	##  0.048   0.000   0.048 
> 	
> 	getClass("TimeDate")
> 	## Class "TimeDate"
> 	
> 	## Slots:
> 	                                    
> 	## Name:      .Data     tzone      mode
> 	## Class:   numeric character character
> 	
> 	## Extends: 
> 	## Class "TimeDateBase", directly
> 	## Class "numeric", by class "TimeDateBase", distance 2
> 	## Class "vector", by class "TimeDateBase", distance 3
> 	
> 	
> 	Now, if I load a library that not only defines these 
> same classes, but
> 	also a bunch of methods for those, then I have the 
> following result:
> 	
> 	library(AHLCalendar)
> 	x = now() + runif(1e5) ## just random times in POSIXct format
> 	x[1:5]
> 	## TimeDate [posix] object in 'Europe/London' of length 5:
> 	## [1] "2008-09-09 14:19:35.218" "2008-09-09 14:19:35.672"
> 	## [3] "2008-09-09 14:19:35.515" "2008-09-09 14:19:35.721"
> 	## [5] "2008-09-09 14:19:35.657"
> 	
> 	  
> 
> 		system.time({ z = order(x) })
> 		    
> 
> 	
> 	
> 	Enter a frame number, or 0 to exit   
> 	
> 	 1: system.time({
> 	 2: order(x)
> 	 3: lapply(z, function(x) if (is.object(x)) xtfrm(x) else x)
> 	 4: FUN(X[[1]], ...)
> 	 5: xtfrm(x)
> 	 6: xtfrm.default(x)
> 	 7: as.vector(rank(x, ties.method = "min", na.last = "keep"))
> 	 8: rank(x, ties.method = "min", na.last = "keep")
> 	 9: switch(ties.method, average = , min = , max =
> 	.Internal(rank(x[!nas], ties.
> 	10: .gt(c(1220966375.21811, 1220966375.67217, 1220966375.51470,
> 	1220966375.7211
> 	11: x[j]
> 	12: x[j]
> 	
> 	Selection: 0
> 	Timing stopped at: 47.618 13.791 66.478 
> 	
> 	At the same time:
> 	
> 	system.time({ z = as.numeric(x) }) ## same as x at .Data
> 	##   user  system elapsed 
> 	##  0.001   0.000   0.001 
> 	
> 	The only difference between the two is that I have the 
> following methods
> 	defined for TimeDate (full listing below). 
> 	
> 	Any idea why this could be happenning. And yes, it is 
> down to xtfrm
> 	function, 'order' was just a place where the problem 
> occured. Should
> 	xtfrm function be smarter with respect to classes that 
> are actually
> 	derived from 'numeric'?
> 	
> 	  
> 
> 		showMethods(class="TimeDate")
> 		    
> 
> 	Function: + (package base)
> 	e1="TimeDate", e2="TimeDate"
> 	e1="TimeDate", e2="numeric"
> 	    (inherited from: e1="TimeDateBase", e2="numeric")
> 	
> 	Function: - (package base)
> 	e1="TimeDate", e2="TimeDate"
> 	
> 	Function: Time (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: TimeDate (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: TimeDate<- (package AHLCalendar)
> 	x="TimeSeries", value="TimeDate"
> 	
> 	Function: TimeSeries (package AHLCalendar)
> 	x="data.frame", ts="TimeDate"
> 	x="matrix", ts="TimeDate"
> 	x="numeric", ts="TimeDate"
> 	
> 	Function: [ (package base)
> 	x="TimeDate", i="POSIXt", j="missing"
> 	x="TimeDate", i="Time", j="missing"
> 	x="TimeDate", i="TimeDate", j="missing"
> 	x="TimeDate", i="integer", j="missing"
> 	    (inherited from: x="TimeDateBase", i="ANY", j="missing")
> 	x="TimeDate", i="logical", j="missing"
> 	    (inherited from: x="TimeDateBase", i="ANY", j="missing")
> 	x="TimeSeries", i="TimeDate", j="missing"
> 	x="TimeSeries", i="TimeDate", j="vector"
> 	
> 	Function: [<- (package base)
> 	x="TimeDate", i="ANY", j="ANY", value="ANY"
> 	x="TimeDate", i="ANY", j="ANY", value="numeric"
> 	x="TimeDate", i="missing", j="ANY", value="ANY"
> 	x="TimeDate", i="missing", j="ANY", value="numeric"
> 	
> 	Function: add (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: addMonths (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: addYears (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: align (package AHLCalendar)
> 	x="TimeDate", to="character"
> 	x="TimeDate", to="missing"
> 	
> 	Function: as.POSIXct (package base)
> 	x="TimeDate"
> 	
> 	Function: as.POSIXlt (package base)
> 	x="TimeDate"
> 	
> 	Function: coerce (package methods)
> 	from="TimeDate", to="TimeDateBase"
> 	
> 	Function: coerce<- (package methods)
> 	from="TimeDate", to="numeric"
> 	
> 	Function: dates (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: format (package base)
> 	x="TimeDate"
> 	
> 	Function: fxFwdDate (package AHLCalendar)
> 	x="TimeDate", country="character"
> 	
> 	Function: fxSettleDate (package AHLCalendar)
> 	x="TimeDate", country="character"
> 	
> 	Function: holidays (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: index (package AHLCalendar)
> 	x="TimeDate", y="POSIXt"
> 	x="TimeDate", y="Time"
> 	x="TimeDate", y="TimeDate"
> 	
> 	Function: initialize (package methods)
> 	.Object="TimeDate"
> 	    (inherited from: .Object="ANY")
> 	
> 	Function: leapYear (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: mday (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: mode (package base)
> 	x="TimeDate"
> 	    (inherited from: x="TimeDateBase")
> 	
> 	Function: mode<- (package base)
> 	x="TimeDate", value="character"
> 	    (inherited from: x="TimeDateBase", value="character")
> 	
> 	Function: month (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: pretty (package base)
> 	x="TimeDate"
> 	
> 	Function: prettyFormat (package AHLCalendar)
> 	x="TimeDate", munit="character"
> 	x="TimeDate", munit="missing"
> 	
> 	Function: print (package base)
> 	x="TimeDate"
> 	
> 	Function: show (package methods)
> 	object="TimeDate"
> 	    (inherited from: object="TimeDateBase")
> 	
> 	Function: summary (package base)
> 	object="TimeDate"
> 	
> 	Function: td2tz (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: times (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: tojulian (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: toposix (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: tots (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: tzone (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: tzone<- (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: wday (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: yday (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	Function: year (package AHLCalendar)
> 	x="TimeDate"
> 	
> 	
> 	
> 	Dr Oleg Sklyar
> 	Research Technologist
> 	AHL / Man Investments Ltd
> 	+44 (0)20 7144 3107
> 	osklyar at maninvestments.com
> 	
> 	
> 	
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> 	
> 	  
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[Rd] 'xtfrm' performance (influences 'order' performance) in R devel
Sklyar, Oleg (London