[R] faster mvrnorm alternative

2011-01-22 Thread fantomas

Hello,
does anybody know another faster function for random multivariate normal
variable simulation? I'm using mvrnorm, but as profiling shows, my algorithm
spends approximately 50 % in executing mvrnorm function. 
Maybe some of you knows much faster function for multivariate normal
simulation?
I would be very gratefull for advices.
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[R] parralellization without clustering (snow)

2011-11-14 Thread fantomas
Hi,

I'm running R in supercomputer where clusters already are configurered, i.e.
number of procesors are predefined and I cannot change it. Can I still use
package like snow? I'm worrying that command like makeCluster won't be very
'healthy'. Or its ok to use it?

Thanks in advance, Tomas

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[R] set random numbers seed for different cpu's

2011-11-17 Thread fantomas
Hi

I'm running the same R script (throuth linux shell)  of several cpu's. This
R program uses random numbers and the result should be different every time.
But if put jobs (through Torque) for several cpu's I get the same result. As
a resealt my program saves numbers in file with randomly generated names.
works like a charm on one cpu, but I get the same result from different
cpu's.
So my question is, how can I resolve this? How to set pseudo random number
seed so that different cpu's would produce different results?

Thank you in advance.

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