[R] Vector memory exhausted (limit reached?)

[varin sacha]

Dear R-experts,

My reproducible example here below is not working because of an error message : Erreur : vecteurs de mémoire épuisés (limite atteinte ?)
My code perfectly works when n=3000 or n=5000 but as soon as n=10000 my code does not work anymore. By the way, my code takes a very long time to run.
How can I solve my 2 problems :
- Is there a way to make my code run much faster ? 
- Is there a way to make my code work for n=10000 ?


Here is my sessionInfo

sessionInfo()
R version 3.6.1 (2019-07-05)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS Sierra 10.12.6

Matrix products: default
BLAS:   /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib

Random number generation:
 RNG:     Mersenne-Twister 
 Normal:  Inversion 
 Sample:  Rounding 
 
locale:
[1] fr_CH.UTF-8/fr_CH.UTF-8/fr_CH.UTF-8/C/fr_CH.UTF-8/fr_CH.UTF-8

attached base packages:
[1] splines   stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] remotes_2.1.0     RobStatTM_1.0.1   fit.models_0.5-14 hbrfit_0.02       Rfit_0.23.0       RobPer_1.2.2      rgenoud_5.8-3.0  
 [8] BB_2019.10-1      quantreg_5.51     SparseM_1.77      MASS_7.3-51.4     robustbase_0.93-5

loaded via a namespace (and not attached):
[1] quadprog_1.5-7     lattice_0.20-38    grid_3.6.1         MatrixModels_0.4-1 curl_4.0           Matrix_1.2-17      tools_3.6.1       
[8] DEoptimR_1.0-8     compiler_3.6.1    


#  #  #  #  #  #  #   #  #  #  #  #  # 
install.packages( "robustbase",dependencies=TRUE )
install.packages( "MASS" ,dependencies=TRUE )
install.packages( "quantreg" ,dependencies=TRUE )
install.packages( "RobPer",dependencies=TRUE  )
install.packages("remotes") remotes::install_github("kloke/hbrfit")
install.packages( "RobStatTM",dependencies=TRUE  )

library(robustbase)
library(MASS)
library(quantreg)
library(RobPer)
library(hbrfit)
library(RobStatTM)
library("remotes") 
 

my.experiment <- function() {

n<-10000

b<-runif(n, 0, 5)

z <- rnorm(n, 2, 3)

a <- runif(n, 0, 5)

 
y_model<- 0.1*b - 0.5 * z - a + 10

y_obs <- y_model +c( rnorm(n*0.9, 0, 0.1), rnorm(n*0.1, 0, 0.5) )

HBR<-hbrfit(y_obs ~ b+z+a)  

x<-model.matrix(~b+z+a)
y<-y_obs
fastTau <- FastTau(x=x, y=y)
w<-as.vector(x %*% fastTau$beta)

MSE_fastTau<-mean((w - y_model)^2)
MSE_HBR<-mean((HBR$fitted.values - y_model)^2)

return( c(MSE_fastTau,MSE_HBR) )

}

my.data = t(replicate( 10, my.experiment() ))
colnames(my.data) <- c("MSE_fastTau","MSE_HBR")
summary(my.data) 

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