From antonio.fabio at gmail.com  Thu Jun 12 09:27:45 2008
From: antonio.fabio at gmail.com (Antonio, Fabio Di Narzo)
Date: Thu, 12 Jun 2008 09:27:45 +0200
Subject: [Rd] arima() bug
In-Reply-To: <200806121605.59981.Ray.Brownrigg@mcs.vuw.ac.nz>
References: <200806121605.59981.Ray.Brownrigg@mcs.vuw.ac.nz>
Message-ID: <b0808fdc0806120027j394df03cwf3d8e98f8ad74241@mail.gmail.com>

No segfault with my r-patched version on linux-i686:

> 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))
Errore: cannot allocate vector of size 1010.9 Mb

F.

> R.version
               _
platform       i686-pc-linux-gnu
arch           i686
os             linux-gnu
system         i686, linux-gnu
status         Patched
major          2
minor          7.0
year           2008
month          05
day            29
svn rev        45820
language       R
version.string R version 2.7.0 Patched (2008-05-29 r45820)


2008/6/12 Ray Brownrigg <Ray.Brownrigg at 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
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>



-- 
Antonio, Fabio Di Narzo
Ph.D. student at
Department of Statistical Sciences
University of Bologna, Italy



[Rd] arima() bug
Antonio, Fabio Di Narzo