[R] Avoiding another loop
mroberts at ers.usda.gov
Mon Jan 29 19:34:23 CET 2001
Sorry, I can now see why I needed to provide more information.
I am trying to use simulation to estimate a likelihood function
that cannot be evaluated explicitly: a multinomial probit model
with a spatail autocorrelation parameter for each latent dependent
variable. "myfunction" generates a single latent observation (for
dependent variables less one) for a parameter guess. Clearly, I
to do this many times to get an accurate estimate of the likelihood.
Is a loop the best way to do this?
Michael J. Roberts
Resource Economics Division, PMT
>>> Prof Brian D Ripley <ripley at stats.ox.ac.uk> 01/29 1:16 PM >>>
On Mon, 29 Jan 2001, Michael Roberts wrote:
> Is there a fancy way I can use a function (like apply)
> to avoid a the follwoing loop, or otherwise make this more
> efficient? It fills a 3-d array, one matrix at a time.
> "nsize" is big, and efficiency is important.
> for (i in 1:nsize) simy[,,i] <- myfunction(p1,p2, ...)
You will need to tell us a lot more. At present it appears that you
doing the same calculation nsize times, which is of course easy to
Avoiding loops in R is by no mean always useful or effective. There
myths about that go back to long-forgotten versions of S, in which
loops were very much to be avoided. Up to a point *vectorization*
worthwhile, the point being where handling large vectors becones
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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