[R] Dynamic Programming in R

From: Arnab mukherji <arnab_at_myrealbox.com>
Date: Fri 20 Jan 2006 - 08:55:12 EST


Hi R users,

I am looking to numerically solve a dynamic program in the R environment. I was wondering if there were people out there who had expereinced success at using R for such applications. I'd rather continue in R than learn Mathlab.

A concern that has been cited that may discourage R use for solving dynamic programs is its memory handling abilities. A senior researcher had a lot of trouble with R becuase on any given run it would eat up all the computers memory and need to start using the hard disk. Yet, the memory needed was not substantial - saving the worksapce, exiting and recalling would noticebly start of tthe progam at a much lower memory use, level and a quick deteroration in a few thousand iterations.

Is this a problem other people have come across? Perhaps, its a problem already fixed, since the researcher was working on this in 2002 (he claimed he had tried it on windows, mac, and unix versions to check).

Thanks.

Arnab



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