[R] Memory Issue

[Cuckovic Paik]

Dear All,

I have an issue on memory use in R programming. 

Here is the brief story: I want to simulate the power of a nonparameteric
test and compare it with the existing tests. The basic steps are

1. I need to use Newton method to obtain the nonparametric MLE that involves
the inversion of a large matrix (n-by-n matrix, it takes about less than 3
seconds in average to get the MLE. n = sample size)


2. Since the test statistic has an unknown sample distribution, the p-value
is simmulated using Monte Carlo (1000 runs). it takes about 3-4 minutes to
get an p-value.


3. I need to simulate 1000 random samples and reapte steps 1 and 2 to get
the p-value for each of the simulated samples to get the power of the test.


Here is the question:

It initially completes 5-6 simulations per hour, after that, the time needed
to complete a single simulation increases exponentially. After a 24 hour
running, I only get about 15-20 simulations completed. My computer is a PC
(Pentium Dual Core CPU 2.5 GHz, RAM 6.00GB, 64-bit). Appearently, the memory
is the problem. 

I also tried various memory re-allocation procedures, They didn't work. Can
anyboy help on this? Thanks in advance.


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