[Rd] tseries package segmentation fault (PR#1497)
liang@stat.berkeley.edu
liang@stat.berkeley.edu
Mon, 29 Apr 2002 21:06:42 +0200 (MET DST)
Full_Name: Gang Liang
Version: 1.4.1
OS: mandrake-8.2
Submission from: (NULL) (128.32.81.135)
tseries version: 0.9-1
quadprog version: 1.4-4
mva version: 1.4.1
version:
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 1
minor 4.1
year 2002
month 01
day 30
language R
The tseries package can be loaded successfully and most functions are running
fine, but garch will cause a segmentation fault. I did a very simple debug, and
found the problem lied in function call: .C( "pred_garch", ... ). BTW, my gcc
version is 2.96. If I compile the R and all packages by using gcc 3.0.4, the
problem persists.
The following are the output when I am trying to run the example in garch help:
> n <- 1100
> a <- c(0.1, 0.5, 0.2) # ARCH(2) coefficients
> e <- rnorm(n)
> x <- double(n)
> x[1:2] <- rnorm(2, sd = a[1]/(1.0-a[2]-a[3]))
> for(i in 3:n) # Generate ARCH(2) process
+ {
+ x[i] <- e[i]*sqrt(a[1]+a[2]*x[i-1]^2+a[3]*x[i-2]^2)
+ }
> x <- ts(x[101:1100])
> x.arch <- garch(x, order = c(0,2))
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 0.332467E+00 0.100E+01
2 0.500000E-01 0.100E+01
3 0.500000E-01 0.100E+01
IT NF F RELDF PRELDF RELDX STPPAR D*STEP NPRELDF
0 1 -0.993E+02
1 3 -0.148E+03 0.33E+00 0.40E+00 0.1E+00 0.6E+04 0.1E+00 0.12E+04
2 5 -0.186E+03 0.21E+00 0.24E+00 0.2E+00 0.8E+01 0.1E+00 0.13E+04
3 6 -0.208E+03 0.10E+00 0.14E+00 0.2E+00 0.1E+02 0.1E+00 0.50E+02
4 8 -0.211E+03 0.17E-01 0.44E-01 0.6E-01 0.1E+02 0.4E-01 0.61E+01
5 9 -0.215E+03 0.17E-01 0.21E-01 0.6E-01 0.2E+01 0.4E-01 0.20E+01
6 10 -0.216E+03 0.51E-02 0.20E-01 0.9E-01 0.2E+01 0.8E-01 0.78E+00
7 11 -0.219E+03 0.11E-01 0.44E-01 0.2E+00 0.2E+01 0.2E+00 0.12E+01
8 13 -0.220E+03 0.57E-02 0.12E-01 0.2E-01 0.6E+02 0.2E-01 0.10E+01
9 14 -0.221E+03 0.31E-02 0.36E-02 0.2E-01 0.2E+01 0.2E-01 0.88E-01
10 15 -0.223E+03 0.92E-02 0.11E-01 0.4E-01 0.2E+01 0.3E-01 0.71E-01
11 16 -0.225E+03 0.11E-01 0.13E-01 0.8E-01 0.9E+00 0.7E-01 0.21E-01
12 17 -0.227E+03 0.60E-02 0.60E-02 0.6E-01 0.6E+00 0.7E-01 0.69E-02
13 18 -0.227E+03 0.12E-02 0.11E-02 0.4E-01 0.0E+00 0.4E-01 0.11E-02
14 19 -0.227E+03 0.53E-04 0.51E-04 0.6E-02 0.0E+00 0.7E-02 0.51E-04
15 20 -0.227E+03 0.50E-06 0.57E-06 0.9E-03 0.0E+00 0.9E-03 0.57E-06
16 21 -0.227E+03 0.13E-07 0.13E-07 0.3E-04 0.0E+00 0.4E-04 0.13E-07
17 22 -0.227E+03 0.12E-10 0.12E-10 0.2E-05 0.0E+00 0.3E-05 0.12E-10
***** RELATIVE FUNCTION CONVERGENCE *****
FUNCTION -0.226852E+03 RELDX 0.238E-05
FUNC. EVALS 22 GRAD. EVALS 18
PRELDF 0.117E-10 NPRELDF 0.117E-10
I FINAL X(I) D(I) G(I)
1 0.102547E+00 0.100E+01 -0.340E-04
2 0.517733E+00 0.100E+01 -0.185E-04
3 0.187292E+00 0.100E+01 0.353E-05
Process R segmentation fault at Mon Apr 29 12:03:14 2002
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