我有一个约200k行的数据集,我想计算多个变量的百分位数.我使用的方法需要大约10分钟的单个变量.有没有有效的方法来做到这一点.以下是我的代码的假数据集.
library(dplyr)
library(purrr)
id <- c(1:200000)
X <- rnorm(200000,mean = 5,sd=100)
DATA <- data.frame(ID =id,Var = X)
percentileCalc <- function(value){
per_rank <- ((sum(DATA$Var < value)+(0.5*sum(DATA$Var == value)))/length(DATA$Var))
return(per_rank)
}
第一种方法:
res <- numeric(length = length(DATA$Var))
sta <- Sys.time()
for (i in seq_along(DATA$Var)) {
res[i]<-percentileCalc(DATA$Var[i])
}
sto <- Sys.time()
sto - sta
输出:
Time difference of 10.51337 mins
第二种方法:
sta <- Sys.time()
res <- map(DATA$Var,percentileCalc)
sto <- Sys.time()
sto - sta
输出:
Time difference of 6.86872 mins
第三种方法:
sta <- Sys.time()
res <- sapply(DATA$Var,percentileCalc)
sto <- Sys.time()
sto - sta
输出:
Time difference of 11.1495 mins
接下来我尝试了一个简单的元素操作,但它仍然需要时间
simpleOperation <- function(value){
per_rank <- sum(DATA$Var < value)
return(per_rank)
}
res <- numeric(length = length(DATA$Var))
sta <- Sys.time()
for (i in seq_along(DATA$Var)) {
res[i]<-simpleOperation(DATA$Var[i])
}
sto <- Sys.time()
sto - sta
Time difference of 3.369287 mins
sta <- Sys.time()
res <- map(DATA$Var,simpleOperation)
sto <- Sys.time()
sto - sta
Time difference of 3.979965 mins
sta <- Sys.time()
res <- sapply(DATA$Var,simpleOperation)
sto <- Sys.time()
sto - sta
Time difference of 6.535737 mins
在dplyr中有percent_rank()可以做同样的事情,但我关注的是,即使是一个简单的操作,当迭代变量的每个元素时也需要时间.可能是我做错了什么.
以下是我的会话信息:
> sessionInfo()
R version 3.4.0 (2017-04-21)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1
Matrix products: default
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] purrr_0.2.2 dplyr_0.5.0
loaded via a namespace (and not attached):
[1] compiler_3.4.0 lazyeval_0.2.0 magrittr_1.5 R6_2.2.0 assertthat_0.1 DBI_0.5-1 tools_3.4.0
[8] tibble_1.2 Rcpp_0.12.10
最佳答案 在我看来你正在实现(rank(DATA $Var) – 0.5)/ length(DATA $Var).
使用您的数据和一些数据进行验证,不仅具有唯一值:
N <- 1e4
DATA <- data.frame(
ID = 1:N,
Var = rnorm(N, mean = 5, sd = 100),
Var2 = sample(0:10, size = N, replace = TRUE)
)
percentileCalc <- function(value) {
(sum(DATA$Var < value) + 0.5 * sum(DATA$Var == value)) / length(DATA$Var)
}
percentileCalc2 <- function(value) {
(sum(DATA$Var2 < value) + 0.5 * sum(DATA$Var2 == value)) / length(DATA$Var2)
}
all.equal((rank(DATA$Var) - 0.5) / length(DATA$Var),
sapply(DATA$Var, percentileCalc))
all.equal((rank(DATA$Var2) - 0.5) / length(DATA$Var2),
sapply(DATA$Var2, percentileCalc2))
simpleOperation <- function(value) {
sum(DATA$Var < value)
}
simpleOperation2 <- function(value) {
sum(DATA$Var2 < value)
}
all.equal(rank(DATA$Var, ties.method = "min") - 1,
sapply(DATA$Var, simpleOperation))
all.equal(rank(DATA$Var2, ties.method = "min") - 1,
sapply(DATA$Var2, simpleOperation2))