(no subject)

Dear R HPC People:

First of all, Happy New Year.

I'm back to working with a simulation study. ?It works fine on a regular machine:

Here is the code:
agg1 <- function(phi1=0.5) {
? ? ? ?y <- arima.sim(list(order=c(1,0,0),ar=phi1),360)
? ? ? ?xg <- numeric(length=120)
? ? ? ?xa <- seq(from=1,by=3,length=120)
? ? ? ?xb <- seq(from=3,by=3,length=120)
? ? ? ?for(ik in 1:120) {
? ? ? ? ? ? ? ?xg[ik] <- mean(y[xa[ik]:xb[ik]])
? ? ? ?}

? ? ? ?check1 <- try(arima(xg,order=c(1,0,0)),silent=TRUE)
? ? ? ?check2 <- arima(xg,order=c(1,0,1))
? ? ? ?zz <- c(arp=check1$model$phi,arsig=check1$sigma2,
? ? ? ? ? armap=check2$model$phi,
? ? ? ? ? ? ? ?armam=check2$model$theta,armas=check2$sigma2)
? ? ? ?return(zz)
}

Here is the driver
aggsim <- function(phi1=0.5,n2=10) {
? ? ? ?w <- matrix(0,nrow=n2,ncol=5)
? ? ? ?for(ii in 1:n2) {
? ? ? ? ? ? ? ?w[ii,] <- agg1(phi1)
? ? ? ?}
? ? ? ?ww <- matrix(0,nrow=2,ncol=5)
? ? ? ?ww[1,] <- apply(w,2,mean)
? ? ? ?ww[2,] <- apply(w,2,function(x)sd(x)/sqrt(n2))
? ? ? ?return(ww)
}

I am sure that I can do better by using Rmpi or something similar. ?I've tried all kinds of variations on the theme with Rmpi, but keep getting "duplicates"; that is, instead of all distinct values, I get duplicates of the number of nodes.

Thank you for any help.

Sincerely,
Erin


Erin M. Hodgess, PhD
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgesse at uhd.edu


? ? ? ?[[alternative HTML version deleted]]