Hi I do not see much logic in your removal of "outliers".
you can easily find which values differ from previous one by more than 15 myts[c(FALSE,abs(diff(myts$x))>15),] but I did not understand why do you keep values from row 8 and 10. Your example can be solved by myts$y[myts$x>15]<-1 myts$x<-myts$x*(myts$x<15) but it probably is not what you want. Cheers Petr > -----Original Message----- > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of > jeff6868 > Sent: Monday, March 02, 2015 12:11 PM > To: r-help@r-project.org > Subject: [R] How to speed up a double loop? > > Dear R-users, > > I would like to speed up a double-loop I developed for detecting and > removing outliers in my whole data.frame. The idea is to remove data > with a > too big difference with the previous value. If detected, this test must > be > done here on maximum the next 10 values following the last correct one > (and > put an index on another column). > > It works well on a small data frame, but really too slowly for my real > DF > with 500 000 rows. > Here's a fake data example and the double-loop: > > myts <- data.frame(x=c(1,2,50,40,30,40,100,1,50,1,2,3,3,5,4),y=NA) > > for(jj in 1:(nrow(myts)-10)){ > for(nn in ((jj+1):(jj+10))) { > if((!is.na(myts[jj,1])) & (!is.na(myts[nn,1])) & > (abs((myts[nn,1])-(myts[jj,1]))>15)) > { myts[nn,2] <- 1 > myts[nn,1] <- NA } } } > > Can somebody explain me how can I speed this up easily? I heard about > vectorization but I don't really understand how it works. > > > > > -- > View this message in context: http://r.789695.n4.nabble.com/How-to- > speed-up-a-double-loop-tp4704054.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ________________________________ Tento e-mail a jakékoliv k němu připojené dokumenty jsou důvěrné a jsou určeny pouze jeho adresátům. Jestliže jste obdržel(a) tento e-mail omylem, informujte laskavě neprodleně jeho odesílatele. Obsah tohoto emailu i s přílohami a jeho kopie vymažte ze svého systému. 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