[R] simulations with very large number of iterations (1 billion)

Marion Dumas mariouka at gmail.com
Fri Apr 15 03:41:28 CEST 2011


Hello R-help list
I'm trying to run 1 billion iterations of a code with calls to random  
distributions to implement a data generating process and subsequent  
computation of various estimators that are recorded for further  
comparison of performance. I have two question about how to achieve  
this:
1. the most important: on my laptop, R gives me an error message  
saying that it cannot allocate sufficient space for the matrix that is  
meant to record the results (a 1 billion by 4 matrix). Is this  
computer-specific? Are there ways to circumvent this limit? Or is it  
hopeless to run 1 billion iterations in one batch? ( the alternative  
being to run, for example, 1000 iterations of a 1 million iteration  
process that spits out output files that can then be combined manually).
2. secondly: when I profile the code on a smaller number of  
iterations, it says that colSums is the function that has the longest  
self time. I am using this to compute  stratum-specific treatment  
effects. My thinking was that the fastest way to compute mean outcome  
conditional on treatment for each stratum would be to combine all  
strata in one matrix and apply colSums-type functions on it. Maybe I  
am wrong and there are better ways?

Thank you in advance for any help you may provide.



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