[R-SIG-Finance] Speed up for loop

[Eivind K. Dovik]

On Sun, 6 May 2018, Eivind K. Dovik wrote:

> On Sun, 6 May 2018, Andreas Bregiannis wrote:
>
>>  Hello everyone,
>>
>>  I would like to ask you how I can speed up this for loop.  In the
>>  following code I generate a sample of 200 of the NIG distribution and then
>>  I fit to them the NIG distribution. My aim is to estimate 1mln times the
>>  mean parameter of this NIG distribution.
>>  Any ideas?
>>
>>  library(GeneralizedHyperbolic)
>>  mu=0;delta = 1;alpha = 1;beta = 0
>>  m=numeric(1000000)
>>  for(i in 1:1000000){
>>  m[i]=coef(nigFit(rnig(200, param = c(mu, delta, alpha, beta))
>> )) [1]
>>  }
>>
>>  Thank you in advance.
>>  Best,
>>  Andreas
>
> Hi, Andreas.
>
> How about this?
>
> library(GeneralizedHyperbolic)
> mu = 0; delta = 1; alpha = 1; beta = 0
>
> func <- function(){
>     random_numbers <- rnig(200, param = c(mu, delta, alpha, beta))
>     fit <- nigFit(d)
>     return(coef(fit)[1])
> }
>
> m <- as.numeric(rep(func(), 1000000)

My apologies. The last line should be:

m <- as.numeric(replicate(1000000, func())

>
>
>
> Eivind K. Dovik
> Bergen, NO
>
>
>
>> 
>>
>>   [[alternative HTML version deleted]]
>>
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>
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