Re: [Rd] Fix for bug in arima function

2015-04-21 Thread peter dalgaard
The bug repository is like an elephant: It doesn't forget, but the gestation 
period is long.

In the present case, it is clear that something is not right, but someone needs 
to have sufficient recall and insight to check that your proposed fix is not 
unfixing a deliberate change. We should get to it eventually. (For some value 
of "we" not including "me"...)

-pd

On 20 Apr 2015, at 18:34 , Patrick Perry  wrote:

> There is currently a bug in the arima function. Namely, for arima models with 
> differencing or seasonal differencing, the innovation variance estimator uses 
> the wrong denominator whenever xreg is non-null. This is the case, for 
> example, when fitting an ARIMA(p,1,q) model with a drift term (common in 
> financial applications). I reported the bug (and a fix) at 
> https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=16278 , but my report 
> may have fallen through the cracks due to the timing around the 3.2.0 release.
> 
> The bug was introduced in the patch displayed here:
> 
> https://github.com/wch/r-source/commit/32f633885a903bc422537dc426644f743cc645e0
> 
> The fix is very simple:
> 
> https://github.com/patperry/r-source/commit/c1701c05ad91d5631eef196c2007ad9897b01f85
> 
> I’ve posted a script that demonstrates the bug at
> 
> https://gist.github.com/patperry/90a388b056e09cf6a51b
> 
> Please let me know if there’s anything I can do to help get this fix 
> incorporated.
> 
> 
> --
> Patrick Perry
> Assistant Professor
> Stern School of Business
> New York University
> 
> __
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd@cbs.dk  Priv: pda...@gmail.com

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[Rd] Bug 15899 - Omitted 'extern' on 'R_running_as_main_program' after refactor can cause linker errors for applications embedding R

2015-04-21 Thread Jack Howarth
Is there any plans for addressing the regression...

https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15899

in the 3.2.1 release? In the fink project, I had to resort to creating a
fixincludes subdirectory containg a local copy of the offending
Rinterface.h header with the missing extern on the declaration of
R_running_as_main_program restored in order to suppress duplicate symbols
during the rstudio build...

https://support.rstudio.com/hc/communities/public/questions/203671967-duplicate-R-running-as-main-program-break-linkage-of-rstudio-desktop-0-98-1103-against-R-3-2-0?locale=en-us

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[Rd] shlib problems with Intel compiler

2015-04-21 Thread Andy Jacobson (NOAA Affiliate)
Hi,

I'm encountering trouble compiling caTools_1.17.1.tar.gz and e1071_1.6-4.tar.gz 
on a Linux system using the Intel compiler suite.  14 other packages I 
generally use installed without any trouble.  I notice both of these trouble 
packages have a C++ component, so I wonder if that might be the issue.  Below, 
there's information on my platform, compiler, and some diagnostic output 
showing the errors.

Advice appreciated!

Thanks,

Andy



Intel compiler suite:  icc (ICC) 14.0.2 20140120

sessionInfo() reports:

R version 3.1.3 (2015-03-09)
Platform: x86_64-unknown-linux-gnu (64-bit)
Running under: Red Hat Enterprise Linux Server release 6.5 (Santiago)

locale:
 [1] LC_CTYPE=en_US.UTF-8   LC_NUMERIC=C  
 [3] LC_TIME=en_US.UTF-8LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=en_US.UTF-8LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8   LC_NAME=C 
 [9] LC_ADDRESS=C   LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C   

attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base 

loaded via a namespace (and not attached):
[1] tools_3.1.3


Abbreviated versions of the output from R CMD INSTALL:

For caTools:

* installing to library ‘/scratch3/BMC/co2/lib/R-3.1/x86_64-unknown-linux-gnu’
* installing *source* package ‘caTools’ ...
** package ‘caTools’ successfully unpacked and MD5 sums checked
** libs
icpc -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  -I/usr/local/include
-fpic  -g -O3 -fp-model precise  -c Gif2R.cpp -o Gif2R.o
icpc -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  -I/usr/local/include
-fpic  -g -O3 -fp-model precise  -c GifTools.cpp -o GifTools.o
icc -std=gnu99 -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  
-I/usr/local/include-fpic  -g -O3 -wd188 -ip -fp-model precise  -c 
runfunc.c -o runfunc.o
icpc -L/usr/local/lib64 -o caTools.so Gif2R.o GifTools.o runfunc.o
/usr/lib/gcc/x86_64-redhat-linux/4.4.7/../../../../lib64/crt1.o: In function 
`_start':
(.text+0x20): undefined reference to `main'
Gif2R.o: In function `imwritegif':
/tmp/RtmpEfnBsm/R.INSTALL17c3a7327d4fb/caTools/src/Gif2R.cpp:19: undefined 
reference to `R_chk_calloc'
/tmp/RtmpEfnBsm/R.INSTALL17c3a7327d4fb/caTools/src/Gif2R.cpp:23: undefined 
reference to `R_chk_free'
... (many more R_* undefined references)

For e1071:

* installing to library ‘/scratch3/BMC/co2/lib/R-3.1/x86_64-unknown-linux-gnu’
* installing *source* package ‘e1071’ ...
** package ‘e1071’ successfully unpacked and MD5 sums checked
checking for C++ compiler default output file name... a.out
checking whether the C++ compiler works... yes
checking whether we are cross compiling... no
checking for suffix of executables... 
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether icpc accepts -g... yes
** libs
icc -std=gnu99 -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  
-I/usr/local/include-fpic  -g -O3 -wd188 -ip -fp-model precise  -c Rsvm.c 
-o Rsvm.o
icc -std=gnu99 -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  
-I/usr/local/include-fpic  -g -O3 -wd188 -ip -fp-model precise  -c cmeans.c 
-o cmeans.o
icc -std=gnu99 -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  
-I/usr/local/include-fpic  -g -O3 -wd188 -ip -fp-model precise  -c cshell.c 
-o cshell.o
icc -std=gnu99 -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  
-I/usr/local/include-fpic  -g -O3 -wd188 -ip -fp-model precise  -c floyd.c 
-o floyd.o
icpc -I/apps/R/3.1.3-intel/lib64/R/include -DNDEBUG  -I/usr/local/include
-fpic  -g -O3 -fp-model precise  -c svm.cpp -o svm.o
icpc -L/usr/local/lib64 -o e1071.so Rsvm.o cmeans.o cshell.o floyd.o svm.o
/usr/lib/gcc/x86_64-redhat-linux/4.4.7/../../../../lib64/crt1.o: In function 
`_start':
(.text+0x20): undefined reference to `main'
Rsvm.o: In function `do_cross_validation':
/tmp/Rtmp9h7iYE/R.INSTALL1d9615a42180e/e1071/src/Rsvm.c:91: undefined reference 
to `GetRNGstate'
/tmp/Rtmp9h7iYE/R.INSTALL1d9615a42180e/e1071/src/Rsvm.c:94: undefined reference 
to `unif_rand'
/tmp/Rtmp9h7iYE/R.INSTALL1d9615a42180e/e1071/src/Rsvm.c:106: undefined 
reference to `PutRNGstate'
... (many more undefined references)




-- 
Andy Jacobson
andy.jacob...@noaa.gov

NOAA Earth System Research Lab
Global Monitoring Division
325 Broadway R/GMD1
Boulder, Colorado 80305

303/578-2237

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[Rd] Typo in src/scripts/config

2015-04-21 Thread Tim Keitt
Was writing a short R script to modify compile flags and saw this typo:

Index: config
===
--- config (revision 68217)
+++ config (working copy)
@@ -61,7 +61,7 @@
   CXX1X C++ compiler command for C++11 code
   CXX1XSTD  flag used to enable C++11 support
   CXX1XFLAGSC++11 compiler flags
-  CXX1XXPICFLAGS
+  CXX1XPICFLAGS
 special flags for compiling C++11 code to be turned into
 a shared library
   DYLIB_EXT file extension (including '.') for dynamic libraries

-- 
http://www.keittlab.org/

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Re: [Rd] Typo in src/scripts/config

2015-04-21 Thread peter dalgaard
Fixed in R-patched and R-devel. Thanks.

(In case it wasn't obvious, the typo was in the usage output; there was no 
actual malfunction.)

-pd

> On 21 Apr 2015, at 19:53 , Tim Keitt  wrote:
> 
> Was writing a short R script to modify compile flags and saw this typo:
> 
> Index: config
> ===
> --- config (revision 68217)
> +++ config (working copy)
> @@ -61,7 +61,7 @@
>   CXX1X C++ compiler command for C++11 code
>   CXX1XSTD  flag used to enable C++11 support
>   CXX1XFLAGSC++11 compiler flags
> -  CXX1XXPICFLAGS
> +  CXX1XPICFLAGS
> special flags for compiling C++11 code to be turned into
> a shared library
>   DYLIB_EXT file extension (including '.') for dynamic libraries
> 
> -- 
> http://www.keittlab.org/
> 
>   [[alternative HTML version deleted]]
> 
> __
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk  Priv: pda...@gmail.com

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Re: [Rd] RObjectTables freezes in R 3.2.0 RC on 32bit systems

2015-04-21 Thread luke-tierney

Looks like names() never worked on object tables on any platfom; the
failure was just more obvious on 32-bit systems than on 64-bit ones.
This is now fixed in R-devel and R-patched.

Best,

luke

On Wed, 15 Apr 2015, Jeroen Ooms wrote:


On Tue, Apr 14, 2015 at 6:29 PM, Jeroen Ooms  wrote:

Things work as expected up till dbread(), but once the object-table is
attached, R freezes on 32bit whereas it works as expected on 64bit.


Debugging this some more, it looks like the freeze appears at the very
end of the attach function, when it calls length(names(value)) on the
newly created object-tables environment. At this stage, calling
ls(value) gives the expected output, but calling names(value) or
length(value) triggers the freeze.

The NEWS file does mention that R 3.2.0 introduces some changes to
names(env) internals. Could it be that this somehow conflicts with the
object tables hooks?

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--
Luke Tierney
Ralph E. Wareham Professor of Mathematical Sciences
University of Iowa  Phone: 319-335-3386
Department of Statistics andFax:   319-335-3017
   Actuarial Science
241 Schaeffer Hall  email:   luke-tier...@uiowa.edu
Iowa City, IA 52242 WWW:  http://www.stat.uiowa.edu

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[Rd] alternate licensing for package data?

2015-04-21 Thread Ben Bolker
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  Does anyone have speculations about the implications of the GPL for
data included in a package, or more generally for restricting use of data?

  The specific use case is that I have a package which is otherwise
GPL (version unspecified at present).  There are various data sets
included, but they are all essentially in the public domain.  I'm
thinking about including another data set, but the original author of
that data might like to impose some reasonable restrictions (e.g.
please don't use in an academic publication without explicit
permission ...)  Would such rules be expected to be compatible with
CRAN rules?  Will having the package be "GPL except for file XXX, see
LICENSE" mess things up horribly?

  I can of course make the data available for download and include a
link, and/or make a special package that contains only these data, but
it would seem to be more convenient for end users, and more
future-proof, to put everything in one place.

  I know I will eventually need to take this up with CRAN, but I'm
looking for reasonably informed opinions/suggestions ...

  cheers
Ben Bolker


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