On Thu, 12 Jun 2008, Prof Brian Ripley wrote:
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.
Which is an integer overflow in an integer calculation of a dimension.
The current code is only able to code with lags up to 350, and this is
attempting a fit with lag 366. I've added an explicit check.
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
day29
svn rev45820
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 4240, 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, UKFax: +44 1865 272595
--
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, UKFax: +44 1865 272595
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