I get the same behaviour on R version 2.7.0 Patched (2008-06-05 r45857),
Opensuse 10.3 x86_64 (32 Gb RAM)
> 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))
*** caught segfault ***
address 0x2aafb83e9f50, 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))
the problem seems to show up when the seasonal AR part is included
> arima(x, c(2, 1, 3), c(0, 0, 0))
Call:
arima(x = x, order = c(2, 1, 3), seasonal = c(0, 0, 0))
Coefficients:
ar1 ar2 ma1 ma2 ma3
0.0363 0.9477 -0.9434 -0.9468 0.9060
s.e. 0.0291 0.0289 0.0258 0.0397 0.0233
sigma^2 estimated as 18.41: log likelihood = -2100.79, aic = 4213.59
> arima(x, c(0, 0, 0), c(0, 0, 1))
Call:
arima(x = x, order = c(0, 0, 0), seasonal = c(0, 0, 1))
Coefficients:
sma1 intercept
0.9999 9.9293
s.e. 0.0724 0.5674
sigma^2 estimated as 78.47: log likelihood = -2832.41, aic = 5670.81
> arima(x, c(0, 0, 0), c(1, 0, 0))
*** caught segfault ***
address 0x2b00bf41eae0, cause 'memory not mapped'
Traceback:
1: .Call(R_getQ0, phi, theta)
2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
3: arima(x, c(0, 0, 0), c(1, 0, 0))
> arima(x, c(0, 0, 0), c(2, 0, 0))
Errore in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
cannot allocate memory block of size 137438953465.2 Gb
> arima(x, c(0, 0, 0), c(3, 0, 0))
Errore in optim(init[mask], armaCSS, method = "BFGS", hessian = FALSE, :
initial value in 'vmmin' is not finite
> R.version
_
platform x86_64-unknown-linux-gnu
arch x86_64
os linux-gnu
system x86_64, linux-gnu
status Patched
major 2
minor 7.0
year 2008
month 06
day 05
svn rev 45857
language R
version.string R version 2.7.0 Patched (2008-06-05 r45857)
On Thu, Jun 12, 2008 at 9:27 AM, Antonio, Fabio Di Narzo <
[EMAIL PROTECTED]> 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
>
> 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
> >
> > ______________________________________________
> > [email protected] 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
>
> ______________________________________________
> [email protected] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
--
______________________________________________________
Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126 Bologna, ITALY
Tel: +39 051 2098262 Fax: +39 051 232153
http://www2.stat.unibo.it/giannerini/
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