是否有解决R 2.15.2中do.call(cbind.xts,...)性能降低的问题?

Pet*_*usu 8 r xts

我期望cbind.xtsdo.call(cbind.xts)以相似的经过时间执行.R2.11,R2.14也是如此.

对于R2.15.2和xts 0.8-8,do.call(cbind.xts,...)变体执行速度非常慢,这有效地破坏了我以前的代码.

正如Josh Ulrich在下面的评论中指出的那样,xts软件包维护者已经意识到了这个问题.与此同时,有一个方便的工作吗?

可重复的例子:

library(xts)

secs <- function (rows, from = as.character(Sys.time()), cols = 1, by = 1) 
{
    deltas <- seq(from = 0, by = by, length.out = rows)
    nacol <- matrix(data = NA, ncol = cols, nrow = rows)
    xts(x = nacol, order.by = strptime(from, format = "%Y-%m-%d %X") + 
        deltas)
}

n <- 20
d1 <- secs(rows=n*100,cols=n)
d2 <- secs(rows=n*100,cols=n)

system.time(cbind.xts(d1,d2))
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system.time(do.call(cbind.xts, list(d1,d2)))
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Jos*_*ich 11

一个解决办法是设置quote=TRUEdo.call.

R> system.time(cb <- cbind.xts(d1,d2))
   user  system elapsed 
  0.004   0.000   0.004 
R> system.time(dc <- do.call(cbind.xts, list(d1,d2), quote=TRUE))
   user  system elapsed 
  0.000   0.004   0.004 
R> identical(cb,dc)
[1] TRUE
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缓慢是do.call由默认情况下在评估函数调用之前评估参数引起的,这会导致调用更大.例如,比较这两个调用:

call("cbind", d1, d2)                # huge
call("cbind", quote(d1), quote(d2))  # dainty
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