Dear R HPC People:

First of all, Happy New Year.

I'm back to working with a simulation study.  It works fine on a regular machine:

Here is the code:
agg1 <- function(phi1=0.5) {
	y <- arima.sim(list(order=c(1,0,0),ar=phi1),360)
	xg <- numeric(length=120)
	xa <- seq(from=1,by=3,length=120)
	xb <- seq(from=3,by=3,length=120)
	for(ik in 1:120) {
		xg[ik] <- mean(y[xa[ik]:xb[ik]])
	}

	check1 <- try(arima(xg,order=c(1,0,0)),silent=TRUE)
	check2 <- arima(xg,order=c(1,0,1))
	zz <- c(arp=check1$model$phi,arsig=check1$sigma2,
	   armap=check2$model$phi,
		armam=check2$model$theta,armas=check2$sigma2)
	return(zz)
}

Here is the driver 
aggsim <- function(phi1=0.5,n2=10) {
	w <- matrix(0,nrow=n2,ncol=5)
	for(ii in 1:n2) {
		w[ii,] <- agg1(phi1)
	}
	ww <- matrix(0,nrow=2,ncol=5)
	ww[1,] <- apply(w,2,mean)
	ww[2,] <- apply(w,2,function(x)sd(x)/sqrt(n2))
	return(ww)
}

I am sure that I can do better by using Rmpi or something similar.  I've tried all kinds of variations on the theme with Rmpi, but keep getting "duplicates"; that is, instead of all distinct values, I get duplicates of the number of nodes.

Thank you for any help.

Sincerely,
Erin


Erin M. Hodgess, PhD
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgesse@uhd.edu


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