[R] Handling large calculations and memory

[Bos, Roger]

We don't know how much memory your computer has and how exactly you plan
to generate these samples, so no one can really help you all that much.
Its best for you to just code up what you want to do and find out if you
get any memory errors or not.  If you run into trouble and you can show
us exactly what you are doing, I am sure that at that point many people
will be very helpful.

Thanks,

Roger

 

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Patrick Leoni
Sent: Monday, February 12, 2007 11:18 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Handling large calculations and memory

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

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

********************************************************************** * 
This message is for the named person's use only. It may 
contain confidential, proprietary or legally privileged 
information. No right to confidential or privileged treatment 
of this message is waived or lost by any error in 
transmission. If you have received this message in error, 
please immediately notify the sender by e-mail, 
delete the message and all copies from your system and destroy 
any hard copies. You must not, directly or indirectly, use, 
disclose, distribute, print or copy any part of this message 
if you are not the intended recipient.