[R] loess crash

[John Deke]

Here's a simple example that yields the crash:

library(modreg)
data1 <- array(runif(500*5),c(500,5))
colnames(data1) <- c("x1","x2","x3","x4","x5")
y <- 
3+2*data1[,"x1"]+15*data1[,"x2"]+13*data1[,"x3"]-8*data1[,"x4"]+14*data1[,"x5"]+rnorm(500)
data2 <- cbind(y,data1)
data2 <- as.data.frame(data2)
result1 <- loess(y~x1+x2+x3+x4,data2)

To get the crash, I just add x5--

result1 <- loess(y~x1+x2+x3+x4+x5,data2)

And bammo -- I'm dead. It doesn't even pause -- Rgui crashes, and I mean 
really crashes -- the program is terminated, I get the little Windows 
dialogue saying that a log file is being generated -- the whole dramatic 
death scene.

I know its a computationally intensive thing, but the one that doesn't 
crash (with four explanatory variables) runs almost instantly. Its hard to 
see how adding a fifth could be so catastrophic. But I am somewhat new to 
this particular methodology....

John

At 03:38 AM 9/16/2002, Peter Dalgaard BSA wrote:
>John Deke <jdeke2 at comcast.net> writes:
>
> > Hmm... if I reduce the number of observations to just 500, I still get
> > the error.
> >
> > I don't think its an issue of colinearity, because I've tried several
> > different combinations of variables, all of which work just fine in an
> > OLS or logistic regression.
> >
> > I'm probably doing something stupid, but I'm not seeing it...
> >
> > At 02:00 PM 9/15/2002, John Deke wrote:
> > >Hi,
> > >
> > > I have a data frame with 6563 observations. I can run a regression
> > > with loess using four explanatory variables. If I add a fifth, R
> > > crashes. There are no missings in the data, and if I run a
> > > regression with any four of the five explanatory variables, it
> > > works. Its only when I go from four to five that it crashes.
>
>Hmm... I wouldn't try loess with more than one or two descriptors. I
>mean, it's a smoothing method and representing a smooth function of
>many variables can be computationally demanding.
>
>The Fortran source code for loess is one of the more obfuscated pieces
>of R, but I can see that some structures inside of it are of fixed
>size, which might explain it (BTW: Does R really crash, or just say
>memory exhausted?).
>
>Do you have a simple example that reproduces the crash (using random
>numbers, e.g.)?
>
>--
>    O__  ---- Peter Dalgaard             Blegdamsvej 3
>   c/ /'_ --- Dept. of Biostatistics     2200 Cph. N
>  (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
>~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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