efficiently generate a random sample of times and dates between two dates

Question

I have written a (fairly naive) function to randomly select a date/time between two specified days

# set start and end dates to sample between day.start <- "2012/01/01" day.end <- "2012/12/31"  # define a random date/time selection function rand.day.time <- function(day.start,day.end,size) {   dayseq <- seq.Date(as.Date(day.start),as.Date(day.end),by="day")   dayselect <- sample(dayseq,size,replace=TRUE)   hourselect <- sample(1:24,size,replace=TRUE)   minselect <- sample(0:59,size,replace=TRUE)   as.POSIXlt(paste(dayselect, hourselect,":",minselect,sep="") ) } 

Which results in:

> rand.day.time(day.start,day.end,size=3) [1] "2012-02-07 21:42:00" "2012-09-02 07:27:00" "2012-06-15 01:13:00" 

But this seems to be slowing down considerably as the sample size ramps up.

# some benchmarking > system.time(rand.day.time(day.start,day.end,size=100000))    user  system elapsed     4.68    0.03    4.70  > system.time(rand.day.time(day.start,day.end,size=200000))    user  system elapsed     9.42    0.06    9.49  

Is anyone able to suggest how to do something like this in a more efficient manner?

Answer 1

Ahh, another date/time problem we can reduce to working in floats :)

Try this function

R> latemail <- function(N, st="2012/01/01", et="2012/12/31") { +     st <- as.POSIXct(as.Date(st)) +     et <- as.POSIXct(as.Date(et)) +     dt <- as.numeric(difftime(et,st,unit="sec")) +     ev <- sort(runif(N, 0, dt)) +     rt <- st + ev + } R> 

We compute the difftime in seconds, and then "merely" draw uniforms over it, sorting the result. Add that to the start and you're done:

R> set.seed(42); print(latemail(5))     ## round to date, or hour, or ... [1] "2012-04-14 05:34:56.369022 CDT" "2012-08-22 00:41:26.683809 CDT"  [3] "2012-10-29 21:43:16.335659 CDT" "2012-11-29 15:42:03.387701 CST" [5] "2012-12-07 18:46:50.233761 CST" R> system.time(latemail(100000))    user  system elapsed    0.024   0.000   0.021  R> system.time(latemail(200000))    user  system elapsed    0.044   0.000   0.045  R> system.time(latemail(10000000))   ## a few more than in your example :)    user  system elapsed    3.240   0.172   3.428  R>  

Answer 2

Something like this will work too. Sorry for the random data frame, I just threw that in there so you could see a plot.

data=as.data.frame(list(ID=1:10,                    variable=rnorm(10,50,10)))  #This function will generate a uniform sample of dates from  #within a designated start and end date:  rand.date=function(start.day,end.day,data){      size=dim(data)[1]       days=seq.Date(as.Date(start.day),as.Date(end.day),by="day")     pick.day=runif(size,1,length(days))     date=days[pick.day]   }  #This will create a new column within your data frame called date:  data$date=rand.date("2014-01-01","2014-02-28",data)  #and this will order your data frame by date:  data=data[order(data$date),]  #Finally, you can see how the data looks  plot(data$date,data$variable,type="b")