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 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
