[R] Simulation Progress

Barry Rowlingson B.Rowlingson at lancaster.ac.uk
Fri Feb 25 13:04:24 CET 2005


>  > I've made a function that executes a monte-carlo simulation.
>  > It always needs a lot of time until e.g. 1Mio simulation steps are done.
>  > So I would like to know, how many percent of the work is already done.


  This reminds me of my 'iterator' class I was working on - but never 
really finished.

  Instead of doing:

  for(i in 1:10000000){
   dostuff(i)
}

  which creates a vector of c(1,2,...,10000000), you create an iterator 
object, and do a while loop:

myLoop = loop(N=10000000)
while(iterate(myLoop)){
  dostuff(iteration(myLoop))
}

  now all the information about the loop is encapsulated in the iterator 
object 'myLoop', and there are methods for working out when the loop 
might finish:

predictEnd(myLoop)

  Predicted finish at 12-Dec-02 12:12:34

I also started work on a superclass of this for MCMC runs, where you 
could specify a burn-in period and a sampling thinning parameter, and 
then there were methods for telling if you were in the burn-in period or 
if this was an interation that you were sampling in your output.

  Maybe I'll have a go at cleaning this all up over the easter break and 
making a proper package of it.

Baz




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