# [R] Avoiding another loop

Jonathan Rougier J.C.Rougier at durham.ac.uk
Tue Jan 30 09:57:01 CET 2001

```Hi Michael,

> 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
> all latent
> dependent variables less one) for a parameter guess.  Clearly, I
> need
> to do this many times to get an accurate estimate of the likelihood.
>
> Is a loop the best way to do this?

A loop may be the best way to do this, but of course there are loops and
its third extent, you might find it quicker to create simy "on the hoof"
and then reshape it.  For example, something like

simy <- lapply(1:nsize, function(i) myfunction(p1, p2, i))
simy <- array(unlist(simy), c(nx, ny, nsize))

will often turn out to be faster.

Cheers, Jonathan.

Jonathan Rougier                       Science Laboratories
Department of Mathematical Sciences    South Road
University of Durham                   Durham DH1 3LE
tel: +44 (0)191 374 2361, fax: +44 (0)191 374 7388
http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html

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```