Question

Is there a faster method for taking a random sub sample (without replacement), than the base::sample function?

Answer 1

you can get a little bit of a speed-up by eliminating the base::sample function call:

> x<- rnorm(10000)
> system.time(for(i in 1:100000) x[.Internal(sample(10000L, 10L, FALSE, NULL))])
   user  system elapsed 
  2.873   0.017   2.851 
> system.time(for(i in 1:100000) sample(x,10))
   user  system elapsed 
  3.420   0.025   3.258 

Depending on your problem there may be other more clever ways of speeding up your code. Think about ways to replace many small calls to sample with one big one.