Report: bfast benchmark results
In bfast: Breaks for Additive Season and Trend

This document evaluates computation times and speedup factors using set_default_options() and set_fast_options(). The same functions from benchmark.R are applied for both option settings. Results are summarized below.

suppressMessages(library(strucchange))
suppressMessages(library(bfast))


test.env = new.env()
source("benchmark.R", local = test.env )

# find all functions in environment
fs = names(which(sapply(ls(test.env), function(x) {return(class(get(x, envir = test.env)))}) == "function"))

results.default = data.frame(f=NULL,time=NULL)
results.fast = data.frame(f=NULL,time=NULL)
for (i in 1:length(fs))
{
  f = get(fs[i],envir = test.env)
  set_default_options()
  results.default= rbind(results.default, data.frame(f=fs[i], time=system.time(f())[3], row.names = NULL))
  set_fast_options() 
  results.fast = rbind(results.fast, data.frame(f=fs[i], time=system.time(f())[3], row.names = NULL))
}

suppressMessages(library(knitr))
r = merge(results.default,results.fast,by="f", suffixes=c(".default",".fast"))
r$speedup = r$time.default / r$time.fast
kable(r,format="markdown")

#par(mar=c(5,4,3,2))
par(oma=c(5,0,0,0))
par(cex=0.8)

# divide into groups based un first part of the function name
fgroups = unique(sapply(strsplit(as.character(r$f),"\\."), function(x) return(x[1])))

for (fg in fgroups) {
  r.sub = r[which(grepl(paste(fg,"\\.",sep=""),as.character(r$f))),]
  barplot(horiz=F,height = t(as.matrix(r.sub[,c("time.default","time.fast")])), beside = T, names.arg = r.sub$f, ylab="Computation time (seconds)", legend.text=c("set_default_options()", "set_fast_options()"), las=3, args.legend=list(x="topleft"), main=fg)
}

cat("## Function details\n")
for (i in 1:length(fs)) {
    cat(paste("### ", fs[i] ,"\n","```r", "\n", sep=""))
    f <- get(fs[i],envir = test.env)
    print(f)
    cat(paste("\n", "```", "\n", sep=""))
}