The key is to assign space in advance -- e.g., compare:

> N <- 20000
>
> res <- NULL
> system.time( for(i in 1:N) res <- c(res, sample(10)) )
[1] 28.62  8.91 37.79  0.00  0.00
>
> res <- vector("list",N)
> system.time( for(i in 1:N) res[[i]] <- sample(10) )
[1] 0.45 0.00 0.44 0.00 0.00
>
> res <- matrix(0.0, N,10)
> system.time( for(i in 1:N) res[i,] <- sample(10) )
[1] 0.47 0.01 0.47 0.00 0.00
>


Gardar

At 01:46 PM 9/28/2004 +0200, 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

______________________________________________
[EMAIL PROTECTED] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Reply via email to