[R] Dynamic Programming in R

Berton Gunter gunter.berton at gene.com
Thu Jan 19 23:41:58 CET 2006

1. I have no experience in dynamic programming (so you may want to ignore
the rest of this message)

2. Your message is vague (to me) -- more specifics about what you want to do
might result in a better answer.

3. R has become **much** better at loop management since 2002

4. Nevertheless, there are undoubtedly still situations where R may require
an unacceptably large amount of memory overhead. Recursion is one, I

Usually the best advice is: try it and see.

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Arnab mukherji
> Sent: Thursday, January 19, 2006 1:55 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Dynamic Programming in R
> 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). 
> Thanks.
> Arnab
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