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Hi, I'm having issues with what I believe is a bug in the MCMCpack's MCMCmetrop1R function. I have code that basically looks like this: posterior.sampler <- function(data, prior.mu){ log.posterior <- function(theta) log.likelihood(data, theta) + log.prior(prior.mu, theta) post.samples <- MCMCmetrop1R(log.posterior, theta.init=prior.mu, burnin=100, mcmc=1000, thin=40,

Hi, I have a data set that consists of about 2 million observations and several high dimensional fixed effects (2 factors at around 1000 levels each, and others with a few hundred levels). I'm looking to run linear and logit regressions. I've tried packages such as filehash and biglm to store some of the big matrices on the hard drive, but I still get errors like "Cannot allocate