Hi everyone,
I'm working on a script trying to use foreach %dopar% but without success,
so I manage to run the code with foreach %do% and looks like this:
The code is part of a MCMC model for projects valuation, returning the most
important results (VPN, TIR, EVA, etc.) of the simulation.
foreach (simx = NsimT, .combine=cbind, .inorder=FALSE, .verbose=TRUE) %do% {
MCPVMPA = MCVAMPA[simx] #The *[simx] variables are vectors containing
100,000 simulations of each variable.
MCPVMPB = MCVAMPB[simx] #Wich then I want to parse to the script below
MCPVMPC = MCVAMPC[simx] #In order for the model to take the values of
each variable.
MCPVMPD = MCVAMPD[simx]
source(paste(pathglobal, "Valuation.R", sep="")) #This script does
everyting
#Before you suggest making it a function, let me say I CAN'T.
#This script is about 3000 lines long, and connects to several other
scripts (8), each about 300-500 lines long.
#pathglobal is a string variable pointing to the working directory, ej.
~/Documents/Valuation/
MCVRERM[simx] <- sum(CIFERRN) #This is my response variable 1
MCVRWKM[simx] <- WKMTWKZ[12] #This is my response variable 2
MCVRFNM[simx] <- sum(FNMSDE) #This is my response variable 3
#The response variables come from another script which is call within
Valuation.R
}
As I said, the above code works flawlessly with %do%, but it takes about 1
hour just to run 2,000 simulations, so I want to make use of all the 8
cores of my Intel i7 machine by using %dopar%, so I changed the code to
something like this:
foreach (simx = NsimT, .combine=cbind, .inorder=FALSE, .verbose=TRUE,
.options.smp= source(paste(pathglobal, "Valuation.R", sep=""))) %dopar% {
MCPVMPA = MCVAMPA[simx]
MCPVMPB = MCVAMPB[simx]
MCPVMPC = MCVAMPC[simx]
MCPVMPD = MCVAMPD[simx]
MCVRERM[simx] <- sum(CIFERRN)
MCVRWKM[simx] <- WKMTWKZ[12]
MCVRFNM[simx] <- sum(FNMSDE)
}
The changes makes the script fail, saying somtehing like: abscent value
where TRUE/FALSE is necessary, the variables that are supposed to pass the
information to the Valuation.R script are empty, and error comes because it
does something like this at some point:
VarX = A/B #But because the variables values are not getting into the
Valuation.R script then
#A = MCPVMPA = 0 and B = MCMKMPA = 0
So VarX = NaN
Then it does something like:
if (VarZ>VarX) VarY = 0 else VarY = VarX-VarZ #This line generates the error
I have all the libraries installed:
library(foreach)
library(doMC)
registerDoMC()
It's not the installation because all the example code with %dopar% I've
tested work fine.
So can you help me please to make my code work?
Any ideas?
--
L.E. Marcos Larios Sata Rosa
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