[R] Re: Package tseries: crash for Windows version (PR#2302)
Mehmet Balcilar
mbalcilar at manas.kg
Mon Nov 18 18:19:28 CET 2002
I also have the same bug under Linux. As far as I know, this is not new.
I it had for almost a year, with previous versions of R and tseries Here
is the relevant information.
> R.version
_
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 1
minor 6.1
year 2002
month 11
day 01
language R
> Sys.info()
sysname release
"Linux" "2.4.19-16mdk"
version nodename
"#1 Fri Sep 20 18:15:05 CEST 2002" "rifle.manas.kg"
machine login
"i686" "unknown"
user
"mehmet"
> library(tseries)
`tseries' version: 0.9-4
`tseries' is a package for time series analysis
and computational finance.
See `library (help=tseries)' for details.
> example(garch)
garch> n <- 1100
garch> a <- c(0.1, 0.5, 0.2)
garch> e <- rnorm(n)
garch> x <- double(n)
garch> x[1:2] <- rnorm(2, sd = sqrt(a[1]/(1 - a[2] - a[3])))
garch> for (i in 3:n) {
x[i] <- e[i] * sqrt(a[1] + a[2] * x[i - 1]^2 + a[3] * x[i -
2]^2)
}
garch> x <- ts(x[101:1100])
garch> x.arch <- garch(x, order = c(0, 2))
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 0.244460E+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 -0.192E+03
1 3 -0.228E+03 0.16E+00 0.19E+00 0.2E+00 0.4E+04 0.1E+00
0.41E+03
2 5 -0.241E+03 0.54E-01 0.59E-01 0.1E+00 0.5E+01 0.5E-01
0.25E+02
3 6 -0.250E+03 0.36E-01 0.49E-01 0.1E+00 0.4E+03 0.5E-01
0.24E+03
4 7 -0.252E+03 0.49E-02 0.38E-01 0.1E+00 0.5E+01 0.5E-01
0.91E+00
5 8 -0.257E+03 0.22E-01 0.33E-01 0.7E-01 0.2E+01 0.5E-01
0.19E+00
6 9 -0.259E+03 0.82E-02 0.86E-02 0.9E-01 0.2E+01 0.5E-01
0.39E+00
7 10 -0.260E+03 0.15E-02 0.12E-01 0.8E-01 0.2E+01 0.5E-01
0.21E+00
8 11 -0.264E+03 0.16E-01 0.20E-01 0.6E-01 0.2E+01 0.5E-01
0.13E+01
9 12 -0.264E+03 0.92E-03 0.43E-02 0.6E-01 0.2E+01 0.5E-01
0.10E+00
10 13 -0.265E+03 0.35E-02 0.43E-02 0.6E-01 0.2E+01 0.5E-01
0.15E-01
11 15 -0.265E+03 0.69E-03 0.12E-02 0.7E-02 0.1E+02 0.5E-02
0.49E-01
12 16 -0.265E+03 0.54E-03 0.55E-03 0.6E-02 0.3E+01 0.5E-02
0.79E-02
13 17 -0.266E+03 0.91E-03 0.97E-03 0.1E-01 0.2E+01 0.1E-01
0.66E-02
14 19 -0.266E+03 0.22E-02 0.28E-02 0.6E-01 0.7E+00 0.5E-01
0.37E-02
15 20 -0.266E+03 0.70E-03 0.16E-02 0.6E-01 0.1E+01 0.5E-01
0.16E-02
16 21 -0.266E+03 0.26E-03 0.24E-03 0.2E-01 0.0E+00 0.2E-01
0.24E-03
17 22 -0.266E+03 0.33E-05 0.35E-05 0.2E-02 0.0E+00 0.2E-02
0.35E-05
18 23 -0.266E+03 0.22E-07 0.21E-07 0.1E-03 0.0E+00 0.1E-03
0.21E-07
19 24 -0.266E+03 0.26E-09 0.25E-09 0.2E-04 0.0E+00 0.2E-04
0.25E-09
20 25 -0.266E+03 0.92E-12 0.91E-12 0.1E-05 0.0E+00 0.1E-05
0.91E-12
***** RELATIVE FUNCTION CONVERGENCE *****
FUNCTION -0.266482E+03 RELDX 0.147E-05
FUNC. EVALS 25 GRAD. EVALS 21
PRELDF 0.910E-12 NPRELDF 0.910E-12
I FINAL X(I) D(I) G(I)
1 0.103728E+00 0.100E+01 0.168E-04
2 0.431380E+00 0.100E+01 -0.181E-06
3 0.214628E+00 0.100E+01 0.110E-04
Segmentation fault (core dumped)
Kenneth Cabrera wrote:
> ripley at stats.ox.ac.uk wrote:
>
>> This is not the appropriate place to report such an error, unless you
>> built the packages yourself under the current version of R, which you
>> clearly did not.
>>
> I did (both R and tseries).
> I build the tseries packages with the "Rcmd" command and also with
> "make pkg-tseries" command.
>
>> And this is *definitely* not the place to say `me too'. Neither of you
>> provided any debugging information.
>>
>> Please do not clog up R-bugs with reports on out-of-date builds, and
>> please do remember that having compiled versions for R is a *privilege*
>> which such reports abuse.
>>
>> Note that the tseries pre-compiled package did run the checks under the
>> version of R on its date stamp and this may well be a problem with the
>> R 1.6.1 build rather than the package.
>>
> I now check the package (so maybe the problem is in the package) with:
> "make pkgcheck-tseries"
> And the execution crashes with this output (tseries-Ex.Rout file) on
> the garch example:
>
> > ###--- >>> `garch' <<<----- Fit GARCH Models to Time Series
> >
> > ## alias help(garch)
> >
> > ##___ Examples ___:
> >
> > 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 = sqrt(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)) # Fit ARCH(2)
>
> ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
>
>
> I INITIAL X(I) D(I)
>
> 1 0.334425E+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 -0.119E+03
> 1 3 -0.174E+03 0.32E+00 0.40E+00 0.1E+00 0.7E+04 0.1E+00
> 0.14E+04
> 2 5 -0.221E+03 0.21E+00 0.24E+00 0.2E+00 0.8E+01 0.1E+00
> 0.14E+04
> 3 6 -0.240E+03 0.80E-01 0.14E+00 0.2E+00 0.6E+01 0.1E+00
> 0.44E+02
> 4 7 -0.243E+03 0.13E-01 0.12E+00 0.1E+00 0.2E+01 0.1E+00
> 0.13E+02
> 5 8 -0.261E+03 0.69E-01 0.68E-01 0.1E+00 0.2E+01 0.1E+00
> 0.25E+01
> 6 9 -0.262E+03 0.22E-02 0.24E-01 0.1E+00 0.3E+01 0.1E+00
> 0.58E+00
> 7 10 -0.265E+03 0.12E-01 0.32E-01 0.4E-01 0.2E+01 0.5E-01
> 0.54E+00
> 8 11 -0.266E+03 0.36E-02 0.50E-02 0.4E-01 0.2E+01 0.5E-01
> 0.10E+00
> 9 14 -0.266E+03 0.38E-03 0.84E-03 0.5E-02 0.3E+01 0.7E-02
> 0.26E+00
> 10 15 -0.266E+03 0.69E-03 0.83E-03 0.5E-02 0.2E+01 0.7E-02
> 0.10E+00
> 11 16 -0.266E+03 0.58E-03 0.87E-03 0.1E-01 0.2E+01 0.1E-01
> 0.52E-01
> 12 17 -0.266E+03 0.23E-03 0.15E-02 0.2E-01 0.2E+01 0.3E-01
> 0.96E-02
> 13 18 -0.267E+03 0.11E-02 0.14E-02 0.3E-01 0.2E+01 0.3E-01
> 0.75E-02
> 14 19 -0.267E+03 0.97E-04 0.19E-03 0.2E-01 0.0E+00 0.2E-01
> 0.19E-03
> 15 22 -0.267E+03 0.44E-04 0.76E-04 0.1E-02 0.4E+01 0.1E-02
> 0.25E-03
> 16 24 -0.267E+03 0.16E-04 0.16E-04 0.3E-02 0.6E+00 0.3E-02
> 0.21E-04
> 17 25 -0.267E+03 0.40E-05 0.45E-05 0.3E-02 0.0E+00 0.3E-02
> 0.45E-05
> 18 27 -0.267E+03 0.25E-06 0.39E-06 0.5E-03 0.1E+01 0.6E-03
> 0.58E-06
> 19 28 -0.267E+03 0.15E-07 0.16E-07 0.2E-03 0.0E+00 0.2E-03
> 0.16E-07
> 20 29 -0.267E+03 0.38E-10 0.38E-10 0.8E-05 0.0E+00 0.8E-05
> 0.38E-10
>
> ***** RELATIVE FUNCTION CONVERGENCE *****
>
> FUNCTION -0.266614E+03 RELDX 0.812E-05
> FUNC. EVALS 29 GRAD. EVALS 21
> PRELDF 0.384E-10 NPRELDF 0.384E-10
>
> I FINAL X(I) D(I) G(I)
>
> 1 0.935455E-01 0.100E+01 -0.107E-03
> 2 0.505532E+00 0.100E+01 -0.676E-05
> 3 0.212453E+00 0.100E+01 -0.114E-04
>
> >Your long-suffering Windows package compiler.
>
> I hope I will not make you suffer too much ;-)
>
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