Re: [R] Exception while using NeweyWest function with doMC

2011-08-30 Thread Simon Zehnder
Hi Jay, first: thank u very much for your comments! U made some very important points clear. I tried immediately to write directly the sample function from trade<-as.big.matrix(matrix(sample(c(1,-1), (N+1)*K, replace=TRUE),ncol=K), backingpath=backingpath, backingfile="trade.bin",descriptorfil

Re: [R] Exception while using NeweyWest function with doMC

2011-08-30 Thread David Winsemius
On Aug 30, 2011, at 11:29 AM, Simon Zehnder wrote: Hi David, thank you very much for your advice! I updated R and all my packages. Regrettably it doesn't work yet. But, I think, that the parallel processing (using 32bit) does improve time, especially when it comes to higher dimensions:

Re: [R] Exception while using NeweyWest function with doMC

2011-08-29 Thread David Winsemius
On Aug 27, 2011, at 3:37 PM, Simon Zehnder wrote: Dear R users, I am using R right now for a simulation of a model that needs a lot of memory. Therefore I use the *bigmemory* package and - to make it faster - the *doMC* package. See my code posted on http://pastebin.com/dFRGdNrG Now, if I

Re: [R] Exception while using NeweyWest function with doMC

2011-08-29 Thread Jay Emerson
Simon, Though we're please to see another use of bigmemory, it really isn't clear that it is gaining you anything in your example; anything like as.big.matrix(matrix(...)) still consumes full RAM for both the inner matrix() and the new big.matrix -- is the filebacking really necessary. It also do