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

-----Original Message-----
From: r-help-bounces at r-project.org 
[mailto:r-help-bounces at r-project.org] On Behalf Of ekwaters
Sent: Monday, March 02, 2009 9:39 PM
To: r-help at r-project.org
Subject: [R] R - need more memory, or rejection sampling 
algorithm doesn't work?


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)*((b1
2)^170)*((1-b12)^250)*((b13)^217)*((1-b13)^38))>(2*runif(1,min
=0,max=1)*.5))
{p11[i]=u; z=1}
}
}


Ned