matrixStats.benchmarks


weightedMean() benchmarks

This report benchmark the performance of weightedMean() against alternative methods.

Alternative methods

Data type “integer”

Data

> rvector <- function(n, mode = c("logical", "double", "integer"), range = c(-100, +100), na_prob = 0) {
+     mode <- match.arg(mode)
+     if (mode == "logical") {
+         x <- sample(c(FALSE, TRUE), size = n, replace = TRUE)
+     }     else {
+         x <- runif(n, min = range[1], max = range[2])
+     }
+     storage.mode(x) <- mode
+     if (na_prob > 0) 
+         x[sample(n, size = na_prob * n)] <- NA
+     x
+ }
> rvectors <- function(scale = 10, seed = 1, ...) {
+     set.seed(seed)
+     data <- list()
+     data[[1]] <- rvector(n = scale * 100, ...)
+     data[[2]] <- rvector(n = scale * 1000, ...)
+     data[[3]] <- rvector(n = scale * 10000, ...)
+     data[[4]] <- rvector(n = scale * 1e+05, ...)
+     data[[5]] <- rvector(n = scale * 1e+06, ...)
+     names(data) <- sprintf("n = %d", sapply(data, FUN = length))
+     data
+ }
> data <- rvectors(mode = mode)
> data <- data[1:4]

Results

n = 1000 vector

> x <- data[["n = 1000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5364173 286.5    7916910 422.9  7916910 422.9
Vcells 14781498 112.8   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 1000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 0.003274 0.0036255 0.0040263 0.0039425 0.0041750 0.014959
3 stats:::weighted.mean.default 0.013181 0.0138400 0.0143914 0.0142245 0.0146580 0.017979
2 stats::weighted.mean 0.015994 0.0166495 0.0178758 0.0170365 0.0176105 0.056818
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
3 stats:::weighted.mean.default 4.025962 3.817404 3.574391 3.607990 3.510898 1.201885
2 stats::weighted.mean 4.885156 4.592332 4.439814 4.321243 4.218084 3.798249

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 1000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 10000 vector

> x <- data[["n = 10000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5361948 286.4    7916910 422.9  7916910 422.9
Vcells 10905146  83.2   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 10000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 0.016096 0.0179555 0.0191847 0.0190670 0.0197740 0.038700
3 stats:::weighted.mean.default 0.082614 0.0898050 0.0975589 0.1001015 0.1031745 0.123594
2 stats::weighted.mean 0.085836 0.0925640 0.1008329 0.1024425 0.1054555 0.132351
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
3 stats:::weighted.mean.default 5.132580 5.001532 5.085243 5.249987 5.217685 3.193643
2 stats::weighted.mean 5.332753 5.155189 5.255901 5.372764 5.333038 3.419923

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 10000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 100000 vector

> x <- data[["n = 100000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5362020 286.4    7916910 422.9  7916910 422.9
Vcells 10995706  83.9   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 100000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 0.114370 0.1327835 0.1441276 0.1381935 0.1535385 0.218476
2 stats::weighted.mean 0.729577 0.7686755 0.9965166 0.8337565 1.0613950 1.684599
3 stats:::weighted.mean.default 0.705196 0.7826270 1.2020826 0.8345250 0.9889665 12.022602
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
2 stats::weighted.mean 6.379094 5.788938 6.914127 6.033254 6.912892 7.710682
3 stats:::weighted.mean.default 6.165918 5.894008 8.340404 6.038815 6.441163 55.029395

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 100000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 1000000 vector

> x <- data[["n = 1000000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5362092 286.4    7916910 422.9  7916910 422.9
Vcells 11895755  90.8   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 1000000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 1.406970 1.603526 1.722735 1.670384 1.825589 3.217925
3 stats:::weighted.mean.default 8.335154 8.778807 15.285335 9.616243 10.902740 413.538342
2 stats::weighted.mean 8.467202 9.058531 12.420607 10.031783 16.389574 32.838298
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.00000
3 stats:::weighted.mean.default 5.924187 5.474690 8.872715 5.756904 5.972175 128.51087
2 stats::weighted.mean 6.018040 5.649133 7.209820 6.005673 8.977688 10.20481

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on integer+n = 1000000 data. Outliers are displayed as crosses. Times are in milliseconds.

Data type “double”

Data

> rvector <- function(n, mode = c("logical", "double", "integer"), range = c(-100, +100), na_prob = 0) {
+     mode <- match.arg(mode)
+     if (mode == "logical") {
+         x <- sample(c(FALSE, TRUE), size = n, replace = TRUE)
+     }     else {
+         x <- runif(n, min = range[1], max = range[2])
+     }
+     storage.mode(x) <- mode
+     if (na_prob > 0) 
+         x[sample(n, size = na_prob * n)] <- NA
+     x
+ }
> rvectors <- function(scale = 10, seed = 1, ...) {
+     set.seed(seed)
+     data <- list()
+     data[[1]] <- rvector(n = scale * 100, ...)
+     data[[2]] <- rvector(n = scale * 1000, ...)
+     data[[3]] <- rvector(n = scale * 10000, ...)
+     data[[4]] <- rvector(n = scale * 1e+05, ...)
+     data[[5]] <- rvector(n = scale * 1e+06, ...)
+     names(data) <- sprintf("n = %d", sapply(data, FUN = length))
+     data
+ }
> data <- rvectors(mode = mode)
> data <- data[1:4]

Results

n = 1000 vector

> x <- data[["n = 1000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5362164 286.4    7916910 422.9  7916910 422.9
Vcells 11452790  87.4   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 1000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 0.003280 0.0035030 0.0039449 0.0038605 0.0041225 0.014271
3 stats:::weighted.mean.default 0.011650 0.0121230 0.0125530 0.0123735 0.0127780 0.015866
2 stats::weighted.mean 0.014216 0.0148785 0.0162031 0.0153355 0.0157695 0.069540
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
3 stats:::weighted.mean.default 3.551829 3.460748 3.182062 3.205155 3.099575 1.111765
2 stats::weighted.mean 4.334146 4.247359 4.107338 3.972413 3.825227 4.872819

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 1000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 10000 vector

> x <- data[["n = 10000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5362236 286.4    7916910 422.9  7916910 422.9
Vcells 11461837  87.5   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 10000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 0.016451 0.0183110 0.0194631 0.0193665 0.0198590 0.045951
3 stats:::weighted.mean.default 0.076367 0.0817225 0.0874114 0.0874640 0.0897700 0.121269
2 stats::weighted.mean 0.077437 0.0846850 0.0903972 0.0912690 0.0938265 0.109977
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
3 stats:::weighted.mean.default 4.642089 4.463028 4.491125 4.516252 4.520369 2.639094
2 stats::weighted.mean 4.707130 4.624816 4.644533 4.712726 4.724634 2.393354

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 10000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 100000 vector

> x <- data[["n = 100000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5362308 286.4    7916910 422.9  7916910 422.9
Vcells 11552257  88.2   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 100000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 0.115135 0.1317750 0.1427569 0.138079 0.147869 0.249905
3 stats:::weighted.mean.default 0.608082 0.6768860 0.9011484 0.704362 0.780388 8.066233
2 stats::weighted.mean 0.596462 0.6850695 0.8050036 0.719753 0.799573 1.533540
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
3 stats:::weighted.mean.default 5.281470 5.136680 6.312470 5.101152 5.277563 32.277197
2 stats::weighted.mean 5.180545 5.198782 5.638984 5.212617 5.407306 6.136492

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 100000 data. Outliers are displayed as crosses. Times are in milliseconds.

n = 1000000 vector

> x <- data[["n = 1000000"]]
> w <- runif(length(x))
> gc()
           used  (Mb) gc trigger  (Mb) max used  (Mb)
Ncells  5362380 286.4    7916910 422.9  7916910 422.9
Vcells 12452692  95.1   39038428 297.9 94934136 724.3
> stats <- microbenchmark(weightedMean = weightedMean(x, w = w, na.rm = FALSE), `stats::weighted.mean` = weighted.mean(x, 
+     w = w, na.rm = FALSE), `stats:::weighted.mean.default` = weighted.mean.default(x, w = w, na.rm = FALSE), 
+     unit = "ms")

Table: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 1000000 data. The top panel shows times in milliseconds and the bottom panel shows relative times.

  expr min lq mean median uq max
1 weightedMean 1.565088 1.716951 1.815459 1.782803 1.900802 2.440462
2 stats::weighted.mean 8.077002 8.489081 15.000146 9.015730 15.796859 417.681015
3 stats:::weighted.mean.default 8.077910 8.561706 10.497486 9.104963 10.068560 20.628094
  expr min lq mean median uq max
1 weightedMean 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000
2 stats::weighted.mean 5.160734 4.944275 8.262454 5.057052 8.310628 171.148338
3 stats:::weighted.mean.default 5.161314 4.986574 5.782277 5.107104 5.297006 8.452536

Figure: Benchmarking of weightedMean(), stats::weighted.mean() and stats:::weighted.mean.default() on double+n = 1000000 data. Outliers are displayed as crosses. Times are in milliseconds.

Appendix

Session information

R version 4.1.1 Patched (2021-08-10 r80727)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.5 LTS

Matrix products: default
BLAS:   /home/hb/software/R-devel/R-4-1-branch/lib/R/lib/libRblas.so
LAPACK: /home/hb/software/R-devel/R-4-1-branch/lib/R/lib/libRlapack.so

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] microbenchmark_1.4-7   matrixStats_0.60.0     ggplot2_3.3.5         
[4] knitr_1.33             R.devices_2.17.0       R.utils_2.10.1        
[7] R.oo_1.24.0            R.methodsS3_1.8.1-9001 history_0.0.1-9000    

loaded via a namespace (and not attached):
 [1] Biobase_2.52.0          httr_1.4.2              splines_4.1.1          
 [4] bit64_4.0.5             network_1.17.1          assertthat_0.2.1       
 [7] highr_0.9               stats4_4.1.1            blob_1.2.2             
[10] GenomeInfoDbData_1.2.6  robustbase_0.93-8       pillar_1.6.2           
[13] RSQLite_2.2.8           lattice_0.20-44         glue_1.4.2             
[16] digest_0.6.27           XVector_0.32.0          colorspace_2.0-2       
[19] Matrix_1.3-4            XML_3.99-0.7            pkgconfig_2.0.3        
[22] zlibbioc_1.38.0         genefilter_1.74.0       purrr_0.3.4            
[25] ergm_4.1.2              xtable_1.8-4            scales_1.1.1           
[28] tibble_3.1.4            annotate_1.70.0         KEGGREST_1.32.0        
[31] farver_2.1.0            generics_0.1.0          IRanges_2.26.0         
[34] ellipsis_0.3.2          cachem_1.0.6            withr_2.4.2            
[37] BiocGenerics_0.38.0     mime_0.11               survival_3.2-13        
[40] magrittr_2.0.1          crayon_1.4.1            statnet.common_4.5.0   
[43] memoise_2.0.0           laeken_0.5.1            fansi_0.5.0            
[46] R.cache_0.15.0          MASS_7.3-54             R.rsp_0.44.0           
[49] progressr_0.8.0         tools_4.1.1             lifecycle_1.0.0        
[52] S4Vectors_0.30.0        trust_0.1-8             munsell_0.5.0          
[55] tabby_0.0.1-9001        AnnotationDbi_1.54.1    Biostrings_2.60.2      
[58] compiler_4.1.1          GenomeInfoDb_1.28.1     rlang_0.4.11           
[61] grid_4.1.1              RCurl_1.98-1.4          cwhmisc_6.6            
[64] rstudioapi_0.13         rappdirs_0.3.3          startup_0.15.0-9000    
[67] labeling_0.4.2          bitops_1.0-7            base64enc_0.1-3        
[70] boot_1.3-28             gtable_0.3.0            DBI_1.1.1              
[73] markdown_1.1            R6_2.5.1                lpSolveAPI_5.5.2.0-17.7
[76] rle_0.9.2               dplyr_1.0.7             fastmap_1.1.0          
[79] bit_4.0.4               utf8_1.2.2              parallel_4.1.1         
[82] Rcpp_1.0.7              vctrs_0.3.8             png_0.1-7              
[85] DEoptimR_1.0-9          tidyselect_1.1.1        xfun_0.25              
[88] coda_0.19-4            

Total processing time was 18.03 secs.

Reproducibility

To reproduce this report, do:

html <- matrixStats:::benchmark('weightedMean')

Copyright Henrik Bengtsson. Last updated on 2021-08-25 22:52:44 (+0200 UTC). Powered by RSP.