[R] R - need more memory, or rejection sampling algorithm doesn't work?

From: ekwaters <ekwaters_at_unimelb.edu.au>
Date: Mon, 02 Mar 2009 21:39:27 -0800 (PST)

Hi all,

I am trying to run rejection sampling for the quantity z11 in the function below. Unfortunately I can't simplify the function further so that z11 only appears once.

Whenever I run the algorithm, R looks as if it is running it (no error messages or anything), but then nothing happens for minutes...how long should it take to run something like this in R? I have tried in in both linux and windows.

I realise standard rejection sampling is pretty cumbersome, so I have also tried to run a Gibbs sampler doing rejection sampling instead of the form of the algorithm here, with the same result. R thinks about starting to run it, then freezes.

Is this a memory issue, or an issue with the algorithm?

> count=0
> k=1
> f=matrix(NA,1000)

>while(k<1001){

z11=runif(1,min=0,max=2)

r11=(((log(z11/1-z11)^231)*((1-log(z11/1-z11))^62)*((b12)^170)*((1-b12)^250)*((b13)^217)*((1-b13)^^38))/2*.5)

if(r11<runif(1,min=0,max=1))

{f(k)=z11; k=k+1}
count=count+1
}

THe GIbbs sampler I tried looks as follows:

> p11=matrix(0.5,2000)

for(i in 2000)
{
z=0
while(z==0)
{
u=runif(1,min=0,max=2)
if(
((log(p11[i]/1-p11[i])^231)*((1-log(p11[i]/1-p11[i]))^62)*((b12)^170)*((1-b12)^250)*((b13)^217)*((1-b13)^38))>(2*runif(1,min=0,max=1)*.5)) {p11[i]=u; z=1}
}
}

Ned

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Received on Tue 03 Mar 2009 - 04:42:38 GMT

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