| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 417365 | Computational Statistics & Data Analysis | 2007 | 6 Pages |
Abstract
Many applications utilize time and memory intensive simulations. We demonstrate a method of decreasing necessary space to 5% or less without losing time, compared to conventional ways, applicable to any statistical software. The idea is to perform simulations in portions. Statistics are calculated for each portion and stored with the current seed(s). After running all portions, the full set of statistics is analyzed. For the same starting seed(s) we obtain the same results for any number of portions. We give examples of programs for SAS and S-PLUS.This approach is important for performing large simulations on multi-user systems and small computers.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Ilya Novikov, Bernice Oberman,