We don't know how much memory your computer has and how exactly you plan
to generate these samples, so no one can really help you all that much.
Its best for you to just code up what you want to do and find out if you
get any memory errors or not. If you run into trouble and you can show
us exactly what you are doing, I am sure that at that point many people
will be very helpful.
Thanks,
Roger
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Patrick Leoni
Sent: Monday, February 12, 2007 11:18 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Handling large calculations and memory
Dear All,
I am planning to run a Monte-Carlo experiment which involves to do
roughly 100.000 times the following
1- Generating a sample of, say, 50.000 numbers from an ARMA or GARCH
2- Doing some regressions on the series
3- On each regression storing one special value from the results into a
sequence that will be analyzed later.
The experiment is calculation-intensive, and I suspect some problems of
memory management. I would appreciate some advices for the experiment to
run smoothly in terms of memory.
Many Thanks,
Patrick Leoni
Department of Economics and Finance
NUI at Maynooth
Maynooth, Co. Kildare
Republic of Ireland
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