From Ray.Brownrigg at mcs.vuw.ac.nz  Thu Jun 12 06:05:59 2008
From: Ray.Brownrigg at mcs.vuw.ac.nz (Ray Brownrigg)
Date: Thu, 12 Jun 2008 16:05:59 +1200
Subject: [Rd] arima() bug
Message-ID: <200806121605.59981.Ray.Brownrigg@mcs.vuw.ac.nz>

I guess this is more r-devel than r-help.

Note, I am just the messenger - I have no idea what the user is trying to model here.

arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0:

 *** caught segfault ***
address 42400000, cause 'memory not mapped'

Traceback:
 1: .Call(R_getQ0, phi, theta)
 2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
 3: arima(x, c(1, 0, 1), c(1, 0, 1))

Under rw-2.7.0 or R version 2.8.0 Under development (unstable) (2008-06-10 r45893)
it gets:
Error: cannot allocate vector of size 1010.9 Mb
In addition: Warning messages:
1: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  Reached total allocation of 447Mb: see help(memory.size)
2: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  Reached total allocation of 447Mb: see help(memory.size)
3: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  Reached total allocation of 447Mb: see help(memory.size)
4: In makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  Reached total allocation of 447Mb: see help(memory.size)

Reproduce by:

# 2 years of daily temperature data
set.seed(1); x <- ts(20*sin((1:731)*2*pi/365) + 10 + rnorm(731, 0, 4), freq=365)
arima(x, c(1, 0, 1), c(1, 0, 1))

Ray Brownrigg



[Rd] arima() bug
Ray Brownrigg