[R] Handling large calculations and memory

[Patrick Leoni]

Dear All,

I am planning to run a Monte-Carlo experiment which involves to do roughly 
100.000 times the following

1- Generating a sample of, say, 50.000 numbers from an ARMA or GARCH
2- Doing some regressions on the series
3- On each regression storing one special value from the results into a 
sequence that will be analyzed later.

The experiment is calculation-intensive, and I suspect some problems of 
memory management. I would appreciate some advices for the experiment to 
run smoothly in terms of memory.

Many Thanks,

Patrick Leoni

Department of Economics and Finance
NUI at Maynooth

Maynooth, Co. Kildare
Republic of Ireland