[R] R - need more memory, or rejection sampling algorithm doesn't work?

ekwaters ekwaters at unimelb.edu.au
Tue Mar 3 06:39:27 CET 2009


Hi all,

I am trying to run rejection sampling for the quantity z11 in the function
below.  Unfortunately I can't simplify the function further so that z11 only
appears once. 

Whenever I run the algorithm, R looks as if it is running it (no error
messages or anything), but then nothing happens for minutes...how long
should it take to run something like this in R? I have tried in in both
linux and windows.

I realise standard rejection sampling is pretty cumbersome, so I have also
tried to run a Gibbs sampler doing rejection sampling instead of the form of
the algorithm here, with the same result. R thinks about starting to run it,
then freezes.

Is this a memory issue, or an issue with the algorithm?

> count=0
> k=1
> f=matrix(NA,1000)

>while(k<1001){

z11=runif(1,min=0,max=2)

r11=(((log(z11/1-z11)^231)*((1-log(z11/1-z11))^62)*((b12)^170)*((1-b12)^250)*((b13)^217)*((1-b13)^^38))/2*.5)

if(r11<runif(1,min=0,max=1))

{f(k)=z11; k=k+1}
count=count+1
}

THe GIbbs sampler I tried looks as follows:

> p11=matrix(0.5,2000)

for(i in 2000)
{
z=0
while(z==0)
{
u=runif(1,min=0,max=2)
if(
((log(p11[i]/1-p11[i])^231)*((1-log(p11[i]/1-p11[i]))^62)*((b12)^170)*((1-b12)^250)*((b13)^217)*((1-b13)^38))>(2*runif(1,min=0,max=1)*.5))
{p11[i]=u; z=1}
}
}


Ned
-- 
View this message in context: http://www.nabble.com/R---need-more-memory%2C-or-rejection-sampling-algorithm-doesn%27t-work--tp22302800p22302800.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list