[R] Running MCMC in R

[William Dunlap]

And if by "stuck" you mean "taking too long a time" you can generate an error at a given
time limit by using setTimeLimit() and tryCatch() or try() can catch that error. E.g.

   > timeOut <- function (expr, cpu = Inf, elapsed = Inf) 
   {
       setTimeLimit(cpu = cpu, elapsed = elapsed, transient = TRUE)
       on.exit(setTimeLimit()) # should not be needed, but averts future error message
       expr
   }
   > timeOut({s<-0 ; for(i in 1:1e7)s <- s + 1/i ; s}, elapsed=1)
   Error: reached elapsed time limit
   > timeOut({s<-0 ; for(i in 1:1e7)s <- s + 1/i ; s}, elapsed=10) # log(1e7) + gamma
   [1] 16.69531
   > tryCatch(timeOut({s<-0 ; for(i in 1:1e7)s <- s + 1/i ; s}, elapsed=1),
   +          error = function(e) NA_real_)
   [1] NA

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Bert Gunter
> Sent: Thursday, December 13, 2012 6:21 AM
> To: Chenyi Pan
> Cc: R-help at r-project.org
> Subject: Re: [R] Running MCMC in R
> 
> ?try
> ?tryCatch
> 
> (if the suggestion to use an MCMC package does not fix your problem).
> 
> -- Bert
> 
> On Wed, Dec 12, 2012 at 7:49 PM, Chenyi Pan <cp2xd at virginia.edu> wrote:
> 
> > Dear all
> > I am now running a MCMC iteration in the R program. But it is always
> > stucked in some loop. This cause big problems for my research. So I want to
> > know whether we can skip the current dataset and move to next simulated
> > data when the iteration is stucked? Alternatively, can the MCMC chain skip
> > the current iteration when it is stucked and automatically to start another
> > chain with different starting values.
> >
> > I am looking forward to your reply.
> >
> > Best,
> > Chenyi
> >
> > --
> > Chenyi Pan
> > Department of Statisitics
> > Graduate School of Arts and Sciences, University of Virginia
> > Tel: 434-466-9209
> >
> >         [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> 
> 
> 
> --
> 
> Bert Gunter
> Genentech Nonclinical Biostatistics
> 
> Internal Contact Info:
> Phone: 467-7374
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-
> biostatistics/pdb-ncb-home.htm
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.