Is there such "colsd" in R?
I want to provide a fourth (very similar to @Thomas) approach and some benchmarking:
library("microbenchmark")
library("matrixStats")
colSdApply <- function(x, ...)apply(X=x, MARGIN=2, FUN=sd, ...)
colSdMatrixStats <- colSds
colSdColMeans <- function(x, na.rm=TRUE) {
if (na.rm) {
n <- colSums(!is.na(x)) # thanks @flodel
} else {
n <- nrow(x)
}
colVar <- colMeans(x*x, na.rm=na.rm) - (colMeans(x, na.rm=na.rm))^2
return(sqrt(colVar * n/(n-1)))
}
colSdThomas <- function(x)sqrt(rowMeans((t(x)-colMeans(x))^2)*((dim(x)[1])/(dim(x)[1]-1)))
m <- matrix(runif(1e7), nrow=1e3)
microbenchmark(colSdApply(m), colSdMatrixStats(m), colSdColMeans(m), colSdThomas(m))
# Unit: milliseconds
# expr min lq median uq max neval
# colSdApply(m) 435.7346 448.8673 456.6176 476.8373 512.9783 100
# colSdMatrixStats(m) 344.6416 357.5439 383.8736 389.0258 465.5715 100
# colSdColMeans(m) 124.2028 128.9016 132.9446 137.6254 172.6407 100
# colSdThomas(m) 231.5567 240.3824 245.4072 274.6611 307.3806 100
all.equal(colSdApply(m), colSdMatrixStats(m))
# [1] TRUE
all.equal(colSdApply(m), colSdColMeans(m))
# [1] TRUE
all.equal(colSdApply(m), colSdThomas(m))
# [1] TRUE
colSds
and rowSds
are two of many similar functions in the matrixStats package