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

From: Marion Dumas <mariouka_at_gmail.com>
Date: Thu, 14 Apr 2011 21:41:28 -0400


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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