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The creation of the sparse spline basis is relatively slow ... Even the splines package does a better job:
splines
x = rnorm(1000000) knots = cpsp::createKnots(x, 20, 3) microbenchmark::microbenchmark( "cpsp dense" = cpsp::createSplineBasis(x, 3, knots), "cpsp sparse" = cpsp::createSparseSplineBasis(x, 3, knots), "splines" = splines::splineDesign(knots, x, 3), times = 10L ) Unit: milliseconds expr min lq mean median uq max neval cpsp dense 199.2278 202.1108 214.4688 212.5961 223.2443 247.3064 10 cpsp sparse 660.2923 670.0172 706.4031 698.2099 729.9389 778.1298 10 splines 411.2596 422.8083 465.0356 436.3086 480.1230 582.4038 10
The text was updated successfully, but these errors were encountered:
> x = rnorm(10000000) > knots = cpsp::createKnots(x, 20, 3) > microbenchmark::microbenchmark( + "cpsp dense" = cpsp::createSplineBasis(x, 3, knots), + "cpsp sparse" = cpsp::createSparseSplineBasis(x, 3, knots), + "splines" = splines::splineDesign(knots, x, 3), + times = 3L + ) Unit: seconds expr min lq mean median uq max neval cpsp dense 3.121988 3.645907 8.329768 4.169826 10.933658 17.69749 3 cpsp sparse 11.856646 21.080500 35.757951 30.304355 47.708604 65.11285 3 splines 4.204505 5.765732 7.817818 7.326959 9.624474 11.92199 3
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The creation of the sparse spline basis is relatively slow ... Even the
splines
package does a better job:The text was updated successfully, but these errors were encountered: