Avoiding another loop
Hi Michael,
I am trying to use simulation to estimate a likelihood function that cannot be evaluated explicitly: a multinomial probit model with a spatail autocorrelation parameter for each latent dependent variable. "myfunction" generates a single latent observation (for all latent dependent variables less one) for a parameter guess. Clearly, I need to do this many times to get an accurate estimate of the likelihood. Is a loop the best way to do this?
A loop may be the best way to do this, but of course there are loops and loops. Rather than create your simy array explicitly and then assign into its third extent, you might find it quicker to create simy "on the hoof" and then reshape it. For example, something like simy <- lapply(1:nsize, function(i) myfunction(p1, p2, i)) simy <- array(unlist(simy), c(nx, ny, nsize)) will often turn out to be faster. Cheers, Jonathan. Jonathan Rougier Science Laboratories Department of Mathematical Sciences South Road University of Durham Durham DH1 3LE tel: +44 (0)191 374 2361, fax: +44 (0)191 374 7388 http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._