[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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