[Rd] arima() bug

[Prof Brian Ripley]

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 <Ray.Brownrigg at mcs.vuw.ac.nz>:
>> 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
>>
>> ______________________________________________
>> R-devel at r-project.org 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
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
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