The fastest way to find the maximum value of a function in each interval in R

Question

I have a vector, v and an interval vector, w . I want to find the maximum value of the function f(x) in each interval. Is there a faster way than the following code to search for the result? For instance:

 v = c(3.5, 2.5, 4, 6.5, 10, 2.3, 1.8, 4.7, 12, 11.5) w = c(0, 5, 15, 20) f = function(x){x^2} > max = unlist(list(sapply(split(v, cut(v, w),drop = TRUE), function(v) v[which.max(f(v))])), use.names = FALSE) > max [1] 4.7 12.0 

Answer 1

How about findInterval and tapply . findInterval is similar to cut , but without the overhead of converting to factors

 tapply(v,findInterval(v,w),function(x)x[which.max(f(x))]) # 1 2 # 4.7 12.0 

Or if you want the maximum value

 tapply(f(v),findInterval(v,w),max) # 1 2 # 22.09 144.00 

Or you could use the fact that your function monotonically increases for all positive values ​​and does.

 f(tapply(v,findInterval(v,w),max)) 

Note that you will need to specify what happens at the borders (read the help file)

 library(microbenchmark) microbenchmark( mnel = tapply(v,findInterval(v,w),max), flodel = unname(vapply(split(f(v), cut(v, w), drop = TRUE), max, numeric(1L))), flodel2 = unname(vapply(split(seq_along(v), findInterval(v, w)), function(i, v, fv)v[i][which.max(fv[i])], numeric(1L), v, f(v)))) # Unit: microseconds # expr min lq median uq max neval # mnel 260.945 262.9155 264.2265 276.0645 458.670 100 # flodel 331.218 334.3585 336.0580 351.1985 694.715 100 #flodel2 124.998 127.3230 128.5170 137.0505 354.545 100