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st: Reclaiming RAM. . .


From   Joachim Landström <joachim.landstrom@fek.uu.se>
To   statalist@hsphsun2.harvard.edu
Subject   st: Reclaiming RAM. . .
Date   Tue, 10 Nov 2009 08:47:19 +0100

Hi I am having a minor problem when I run Stata pertaining to how it uses RAM that I wish to query about. This would not have been a problem had I not been working with rather large tables and so end up with little free RAM.

As a background note: I use an up to date Windows Vista Ultimate, Stata/MP 10.1 on a Intel Core2 processor having 2 GB RAM and automatic page file size.

The profile.do invokes the following commands:
set maxvar 2048
set matsize 100
set memory 1000M
set virtual off

When I start up Stata the computer uses 32 percent of available RAM.

I then run a session of code where I essentially loads different tables, modifies them and merges them. I do not use any non-native ados. (See code below). When i run this session the computer uses up to 95-100 percent RAM. Note that the code is still in development and so I restrict loops and so on to just a few years.

After the session is finished the computer still uses 80 percent and the computer feels rather unresponsive. To come to gripps with the problem I have added the commands "clear all" and discard without significant effect.

If I choose to close and restart Stata I again come back to the original state where it just uses 32 percent RAM.

Does somebody have an inkling about what goes on and can somebody suggest a remedy. . .

/Joachim

And yes, here is the code:
************ Beginning of code ********************

local beginTime = c(current_time)
display in yellow "Program start at `beginTime' on $S_DATE"

clear

use us_actg_data

quietly: summarize year
local minYear = 1995 + 1 // + 1 since first year BS data is used for sorting
local maxYear = 1997

local i = `minYear'

preserve

local size = "S"
local bmGroups = "H L M"

foreach x of local size ///
{
	foreach y of local bmGroups ///
	{
		while `i' <= `maxYear' ///
		{
			tempfile `x'`y'`i'id `x'`y'`i'data

			display in yellow "Selection based on `x' and `y'"
			drop if year != `i'
			drop if SMB != "`x'"
			drop if HML != "`y'"

			quietly summarize WC08001
			return list
			generate double totalMC = r(sum)
			generate double weightMC = WC08001 / r(sum)

			drop WC* BM PE totalMC

			// save ``x'`y'`i'id'  not really necessary

			joinby dscd using us_data_ret

			rename year actgYear
			label variable actgYear "Year for sort"

			generate int riYear = yofd(date)
			format riYear %ty
			label variable riYear "Year for Total Return Index"

			drop if riYear != `i' + 1 // Market data AFTER sorting on size and bmGroups

			label data "Total Return for sort on `x' & `y' in `i'"

			generate double portfolio`x'`y'totalreturn = totalReturn * weightMC

			sort date
			by date: egen double tpr = total( portfolio`x'`y'totalreturn )
			label variable tpr "Total Portfolio Return"

			drop dscd actgYear SMB HML weightMC id ///
			riYear totalReturn portfolio`x'`y'totalreturn

			duplicates drop

			tsset date, daily delta(7)

			save Temp`x'`y'`i'data, replace

			display in yellow "Done with `i' for `x' & `y' at $S_TIME, $S_DATE."

			if `i' == `maxYear' ///
			{
				display "Time to merge portfolio returns for `x'`y' portfolio."
			}

			local ++i

			restore, preserve
		}
		local i = `minYear'
		display in yellow "Done with `y'. Time $S_TIME at $S_DATE"
	}
	// Find arithmetic average for SH SM SL
	display in yellow "Done with `x'. Time $S_TIME at $S_DATE"
}

local endTime = c(current_time)
display in yellow "Program began at `beginTime' and ended at `endTime' on $S_DATE."
clear all
discard

************* End of code****************


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