I have distilled my bootstrap problem down to this bit of code, which
calculates an estimate of the 95th percentile of 7500 random numbers drawn
from a standard normal distribution:
library(boot)
per95 <- function( annual.data, b.index) {
sample.data <- annual.data[b.index]
return(quantile(sample.data,probs=c(0.95))) }
m <- 10000
x <- rnorm(7500,0,1)
B <- boot(data=x,statistic=per95,R=m)
Error: cannot allocate vector of size 286.1 Mb
This was result was observed with R 2.7.1 and 2.7.1patched when run on a
Windows XP computer with 4Gb of memory.
This does not seem to be an excessively large and complicated calculation,
so is this an intentional limitation of the boot function, a result of bad
choices on my part, or a bug?
Tom
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