On Thu, 12 Jun 2008, Antonio, Fabio Di Narzo wrote:

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

Yes, you need a lot of memory to reproduce it. It's a nonsensical calculation but nevertheless we need to track down the cause.


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 <[EMAIL PROTECTED]>:
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

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

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--
Brian D. Ripley,                  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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