test replications elapsed relative
2 gibbs_rcpp(n, thin) 100 0.47 1.000
1 gibbs_r(n, thin) 100 8.12 17.277
- 17倍の速度（という意味？
Last active
August 29, 2015 14:20
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| # rcpp sandbox | |
| gibbs_r <- function(n,thin){ | |
| # R実装のギブスサンプラー | |
| mat <- matrix(0,nrow=n,ncol=2) | |
| x <- 0 | |
| y <- 0 | |
| for(i in 1:n){ | |
| for(j in 1:thin){ | |
| x <- rgamma(1, 3, 1/(y*y+4) ) | |
| y <- rgamma(1, 1/(x+1), 1/(y*y+4) ) | |
| } | |
| mat[i, ] <- c(x,y) | |
| } | |
| return(mat) | |
| } | |
| library("Rcpp") | |
| library("inline") | |
| # CPP実装のギブスサンプラー | |
| src <-" | |
| Rcpp::NumericMatrix mat(as<int>(n), 2); | |
| double x=0, y=0; | |
| for(int i=0; i < as<int>(n) ; ++i){ | |
| for(int j=0; j < as<int>(thin) ; ++j){ | |
| x = R::rgamma(3.0, 1.0/(y*y+4)); | |
| y = R::rgamma(1.0/(x+1), 1.0/sqrt(2*x+2)); | |
| } | |
| mat(i, 0) = x; | |
| mat(i, 1) = y; | |
| } | |
| return(mat); | |
| " | |
| # src <- 'return(Rcpp::wrap(n));' | |
| gibbs_rcpp <- cxxfunction(signature(n = "integer", thin = "integer" ),src,plugin="Rcpp") | |
| library("rbenchmark") | |
| n <- 1000 | |
| thin <- 10 | |
| benchmark(gibbs_r(n,thin), | |
| gibbs_rcpp(n,thin), | |
| columns = c("test","replications","elapsed","relative"), | |
| order="relative", | |
| replications=100) |
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参考
http://www.slideshare.net/masakitsuda940/rcpp-36654397