1

Some packages needed:

library(utils) library(doParallel) library(xts)

Create the function needed for loop

CRISP = function (i){ nudata <-(crsp1[which(crsp1[,1] == paste(NAMES[1,i])),]) z=xts(coredata(nudata[,c(2)]), order.by=round(as.POSIXct(nudata[,7], format="%y-%m-%d"), units=c("days"))) colnames(z) <- NAMES[1,i] return(z) }

Register DoParallel

cl <- makeCluster(4, type="PSOCK") registerDoParallel(cl) n <- dim(NAMES)[2] pb <- txtProgressBar(min = 1, max = n, style=3)

Use foreach() to loop

all_z <- foreach(i=1:dim(NAMES)[2], .combine='merge.xts', .packages='xts') %dopar% { setTxtProgressBar(pb, i) return(CRISP(i))}

REPRODUCIBLE DATA NEEDED

NAMES:

NAMES <- structure(list(X1 = structure(1L, .Label = "AMERICAN CAR & FDRY CO", class = "factor"), X2 = structure(1L, .Label = "ALASKA JUNEAU GOLD MNG CO", class = "factor"), X3 = structure(1L, .Label = "AMERICAN SAFETY RAZOR CORP", class = "factor"), X4 = structure(1L, .Label = "AMERICAN BRAKE SHOE & FDRY", class = "factor"), X5 = structure(1L, .Label = "ABITIBI POWER & PAPER LTD", class = "factor")), .Names = c("X1", "X2", "X3", "X4", "X5"), class = "data.frame", row.names = c(NA, -1L))

crsp1:

crsp1 <- structure(list(COMNAM = structure(c(4L, 4L, 4L, 4L, 4L, 4L, 2L, 2L, 2L, 2L, 2L, 2L, 5L, 5L, 5L, 5L, 5L, 5L, 3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L), .Label = c("ABITIBI POWER & PAPER LTD", "ALASKA JUNEAU GOLD MNG CO", "AMERICAN BRAKE SHOE & FDRY", "AMERICAN CAR & FDRY CO", "AMERICAN SAFETY RAZOR CORP"), class = "factor"), RET = c(45553, 22625, 31216, 2897, 21995, 21995, 45553, 18171, 21995, 36821, 14301, 14530, 45553, 24793, 1409, 35194, 32919, 30210, 45553, 1, 26123, 4148, 26123, 40785, 45553, 6063, 29673, 9213, 26222, 28048), RETX = c(45262, 22610, 31102, 2875, 21989, 21989, 45262, 18164, 21989, 36626, 14281, 14511, 45262, 24761, 1393, 35018, 32778, 30102, 45262, 1, 26076, 4118, 26076, 40534, 45262, 6028, 29576, 9177, 26173, 27972), vwretd = c(NA, 0.005893, 0.001277, -0.003984, -0.000172, 0.007211, 0.001277, -0.003984, -0.000172, 0.007211, -0.000804, 0.003384, NA, 0.005893, 0.001277, -0.003984, -0.000172, 0.007211, NA, 0.005893, 0.001277, -0.003984, -0.000172, 0.007211, NA, 0.005893, 0.001277, -0.003984, -0.000172, 0.007211 ), ewretd = c(NA, 0.009516, 0.00578, -0.001927, 0.001182, 0.008453, 0.00578, -0.001927, 0.001182, 0.008453, -0.001689, 0.003312, NA, 0.009516, 0.00578, -0.001927, 0.001182, 0.008453, NA, 0.009516, 0.00578, -0.001927, 0.001182, 0.008453, NA, 0.009516, 0.00578, -0.001927, 0.001182, 0.008453), sprtrn = c(NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA), DATE = structure(c(-16072, -16070, -16068, -16067, -16066, -16065, -16068, -16067, -16066, -16065, -16064, -16063, -16072, -16070, -16068, -16067, -16066, -16065, -16072, -16070, -16068, -16067, -16066, -16065, -16072, -16070, -16068, -16067, -16066, -16065), class = c("POSIXct", "POSIXt"), tzone = "")), .Names = c("COMNAM", "RET", "RETX", "vwretd", "ewretd", "sprtrn", "DATE"), row.names = c(NA, -30L ), class = "data.frame")
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  • When I ran the provided code I got Error in { : task 1 failed - "incorrect number of dimensions" Commented Sep 18, 2014 at 3:38
  • @josilber thanks for responding. There was a problem with the crsp1 code. I have updated it just now. Commented Sep 18, 2014 at 4:56
  • I suspect what is happening is that the stdout for each child process isn't being redirected to the parent process. Commented Sep 18, 2014 at 5:59

1 Answer 1

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4

I was going to simply answer that txtProgressBar wasn't designed to be used by multiple processes, all writing to the console at the same time, but a simple test showed that it doesn't work too badly. You just have to use the makePSOCKcluster outfile="" option so that output from the workers isn't thrown away:

library(doParallel) cl <- makePSOCKcluster(3, outfile="") registerDoParallel(cl) pb <- txtProgressBar(min=1, max=100, style=3) foreach(i=1:100) %dopar% { Sys.sleep(1) setTxtProgressBar(pb, i) i }

Keep in mind that the results can be produced out-of-order by the workers, so the progress bar may not say 100% when the loop completes. I'm still skeptical about doing this, and I only tested this on Mac OS X, but it's worth trying.

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