On Tue, 28 Sep 2004 13:46:04 +0200, "Nael Al Anaswah" <[EMAIL PROTECTED]> 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? It'll be a lot faster if you assign your storage at the start: - a 100000 long vector to hold the results at the start - enough space to hold a full iteration at the start Extending vectors is slow, because it requires a new allocation and a copy operation. The Writing R Extensions manual talks about linking C, C++ or Fortran code into R. It'll likely be faster, but if you need to allocated R storage from within it, there's a bit of a learning curve. Duncan Murdoch ______________________________________________ [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
