This is not specifically a finance question, but I'm working with financial
data (daily stock returns), and I suspect many people using R for financial
analysis face similar issues. The basic problem I'm having is that with a
moderately large data set (800 stocks x 11 years), performing a few
operations such as data transformations, fitting regressions, etc., results
in R using an enormous amount of memory -- sometimes upwards of 5GB -- even
after using gc() to try and free some memory up. I've read several posts to
various R mailing lists over the years indicating that R does not release
memory back to the system on certain OSs (64 bit Linux in my case), so I
understand that this is "normal" behavior for R. How do people typically
work around this to do exploratory analysis on large data sets without
having to constantly restart R to free up memory?

Thanks.

- Elliot Joel Bernstein

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