[R] slow loops in Monte Carlo Simulations

Nael Al Anaswah Nael-Al.Anaswah at WIWI.UNI-MUENSTER.DE
Tue Sep 28 13:46:04 CEST 2004


Hi there,

I am running Monte Carlo Simulations in R using ordinary "while 
(condition)" loops. Since the number of iterations is something like 
100.000 and within each iteration a given subsample is extended 
sequentially it takes hours to run the simulation. 

Does anyone know if there is either a way to avoid using loops in 
Monte Carlo Simulations or how to include possible faster "c++" 
commands in R code?

many thanks in advance.

Nael Al-Anaswah



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Nael Al-Anaswah
Department of Econometrics
University of Muenster
Germany




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