Making R Code Faster : A Case Study

I had a working, short script that took 3 1/2 minutes to run. While this may be fine if you only need to run it once, I needed to run it hundreds of time for simulations. My first attempt to do so ended about four hours after I started the code, with 400 simulations left to go, and I knew I needed to get some help. This post documents the iterative process of improving the performance of the function, culminating in a runtime of .64 seconds for 10,000 iterations, a speed-up of more than 100,000x. At Etsy I work a lot on our A/B Testing system.