[R] Possible bug with MCMCpack metropolis sampler

Hi, I'm having issues with what I believe is a bug in the MCMCpack's MCMCmetrop1R function. I have code that basically looks like this: posterior.sampler <- function(data, prior.mu){ log.posterior <- function(theta) log.likelihood(data, theta) + log.prior(prior.mu, theta) post.samples <- MC

[R] Large data sets with high dimensional fixed effects

Hi, I have a data set that consists of about 2 million observations and several high dimensional fixed effects (2 factors at around 1000 levels each, and others with a few hundred levels). I'm looking to run linear and logit regressions. I've tried packages such as filehash and biglm to store som