Hi!

Have you taken a look at the MCMCpack - package on cran:
"This package contains functions for posterior simulation for a number of statistical models. All simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0. All models return coda mcmc objects that can then be summarized using the coda package."


/E

Nael Al Anaswah wrote:

Hi there,

I am running Monte Carlo Simulations in R using ordinary "while (condition)" loops. Since the number of iterations is something like 100.000 and within each iteration a given subsample is extended sequentially it takes hours to run the simulation.

Does anyone know if there is either a way to avoid using loops in Monte Carlo Simulations or how to include possible faster "c++" commands in R code?

many thanks in advance.

Nael Al-Anaswah



-----------------------------------------------------
Nael Al-Anaswah
Department of Econometrics
University of Muenster
Germany

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