[R] Dynamic Programming in R

Arnab mukherji arnab at myrealbox.com
Thu Jan 19 22:55:12 CET 2006

Hi R users,

I am looking to numerically solve a dynamic program in the R environment. I was wondering if there were people out there who had expereinced success at using R for such applications. I'd rather continue in R than learn Mathlab.

A concern that has been cited that may discourage R use for solving dynamic programs is its memory handling abilities.  A senior researcher had a lot of trouble with R becuase on any given run it would eat up all the computers memory and need to start using the hard disk. Yet, the memory needed was not substantial - saving the worksapce, exiting and recalling would noticebly start of tthe progam at a much lower memory use, level and a quick deteroration in a few thousand iterations.

Is this a problem other people have come across? Perhaps, its a problem already fixed, since the researcher was working on this in 2002 (he claimed he had tried it on windows, mac, and unix versions to check). 



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