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  5352119 285.9    8529671 455.6   8529671 455.6
Vcells 14728821 112.4   39910282 304.5 101881463 777.3
> 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 0.003554 0.0038765 0.0042425 0.004086 0.0043210 0.014865
3 stats:::weighted.mean.default 0.012649 0.0133130 0.0141111 0.013756 0.0141995 0.022972
2 stats::weighted.mean 0.015332 0.0160075 0.0173936 0.016446 0.0170265 0.057782
  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 3.559088 3.434283 3.326126 3.366618 3.286161 1.545375
2 stats::weighted.mean 4.314012 4.129369 4.099835 4.024963 3.940407 3.887117

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  5349894 285.8    8529671 455.6   8529671 455.6
Vcells 10852469  82.8   39910282 304.5 101881463 777.3
> 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 0.018325 0.0203285 0.0219793 0.0213275 0.0232075 0.041788
3 stats:::weighted.mean.default 0.077805 0.0840210 0.0942203 0.0918735 0.1006830 0.135779
2 stats::weighted.mean 0.080080 0.0867120 0.0953404 0.0939730 0.1028940 0.149423
  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 4.245839 4.133163 4.286769 4.307748 4.338382 3.249234
2 stats::weighted.mean 4.369986 4.265538 4.337731 4.406189 4.433653 3.575739

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  5349966 285.8    8529671 455.6   8529671 455.6
Vcells 10943029  83.5   39910282 304.5 101881463 777.3
> 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 0.131054 0.1460465 0.1605186 0.1601670 0.1688735 0.259953
3 stats:::weighted.mean.default 0.618991 0.6735105 0.7964450 0.7319125 0.7765990 6.914641
2 stats::weighted.mean 0.609983 0.6664820 0.7999479 0.7393500 0.7878000 6.785375
  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 4.723175 4.611617 4.961701 4.569684 4.598703 26.59958
2 stats::weighted.mean 4.654440 4.563492 4.983523 4.616119 4.665030 26.10231

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  5350038 285.8    8529671 455.6   8529671 455.6
Vcells 11843078  90.4   39910282 304.5 101881463 777.3
> 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 1.467324 1.633701 1.777074 1.762264 1.878858 2.634377
2 stats::weighted.mean 8.134872 8.667870 13.391080 14.656375 15.778118 20.657118
3 stats:::weighted.mean.default 8.155833 11.982577 17.988249 14.795355 16.281689 388.108153
  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 5.544019 5.305665 7.535465 8.316785 8.397715 7.841367
3 stats:::weighted.mean.default 5.558304 7.334621 10.122396 8.395649 8.665735 147.324454

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  5350110 285.8    8529671 455.6   8529671 455.6
Vcells 11400115  87.0   39910282 304.5 101881463 777.3
> 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 0.004253 0.0046000 0.0048706 0.0047805 0.0049660 0.014688
3 stats:::weighted.mean.default 0.011548 0.0122840 0.0129203 0.0126800 0.0130725 0.019308
2 stats::weighted.mean 0.014597 0.0151665 0.0161945 0.0156825 0.0161095 0.054553
  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 2.715260 2.670435 2.652700 2.652442 2.632400 1.314542
2 stats::weighted.mean 3.432165 3.297065 3.324927 3.280515 3.243959 3.714120

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  5350182 285.8    8529671 455.6   8529671 455.6
Vcells 11409162  87.1   39910282 304.5 101881463 777.3
> 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 0.022961 0.0251280 0.0272974 0.0269420 0.0290120 0.045982
3 stats:::weighted.mean.default 0.068556 0.0778715 0.0845626 0.0836435 0.0914995 0.116382
2 stats::weighted.mean 0.072660 0.0790480 0.0869074 0.0847945 0.0947230 0.115657
  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 2.985759 3.098993 3.097827 3.104576 3.153850 2.531034
2 stats::weighted.mean 3.164496 3.145813 3.183726 3.147298 3.264959 2.515267

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  5350254 285.8    8529671 455.6   8529671 455.6
Vcells 11499582  87.8   39910282 304.5 101881463 777.3
> 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 0.164742 0.1798885 0.2042444 0.1983825 0.218504 0.328262
3 stats:::weighted.mean.default 0.671135 0.7336850 1.1221700 1.3418750 1.433450 1.648322
2 stats::weighted.mean 0.671305 0.7460795 1.4172483 1.3650350 1.457627 14.172368
  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 4.073855 4.078554 5.494252 6.764080 6.560294 5.021361
2 stats::weighted.mean 4.074887 4.147455 6.938984 6.880824 6.670940 43.173952

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  5350326 285.8    8529671 455.6   8529671 455.6
Vcells 12400020  94.7   39910282 304.5 101881463 777.3
> 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 2.248108 2.385636 2.531837 2.461687 2.634478 3.161734
2 stats::weighted.mean 7.958758 8.346032 10.276995 8.802524 9.724305 22.125856
3 stats:::weighted.mean.default 7.975445 8.356922 11.019651 8.969589 15.185637 29.311026
  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 3.540203 3.498452 4.059105 3.575810 3.691170 6.998013
3 stats:::weighted.mean.default 3.547625 3.503016 4.352432 3.643676 5.764192 9.270554

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_0.60.1     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] rappdirs_0.3.3          startup_0.15.0          labeling_0.4.2         
[67] bitops_1.0-7            base64enc_0.1-3         boot_1.3-28            
[70] gtable_0.3.0            DBI_1.1.1               markdown_1.1           
[73] R6_2.5.1                lpSolveAPI_5.5.2.0-17.7 rle_0.9.2              
[76] dplyr_1.0.7             fastmap_1.1.0           bit_4.0.4              
[79] utf8_1.2.2              parallel_4.1.1          Rcpp_1.0.7             
[82] vctrs_0.3.8             png_0.1-7               DEoptimR_1.0-9         
[85] tidyselect_1.1.1        xfun_0.25               coda_0.19-4            

Total processing time was 17.49 secs.

Reproducibility

To reproduce this report, do:

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

Copyright Henrik Bengtsson. Last updated on 2021-08-25 19:32:14 (+0200 UTC). Powered by RSP.