[R] nlme: cannot allocate vector of size 126064 Kb
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Oct 4 16:56:49 CEST 2004
On Thu, 30 Sep 2004, David Scott wrote:
> I have around 4000 observations of a time series. I am trying to fit a
> regression with ARMA error structure using gls from the package nlme.
> I have encountered the error: cannot allocate vector of size 126064 Kb
> I know this has come up many times before and I will check out the
> suggestions in the mail archive. I was wondering though if there is an
> alternative package that will fit such a model? I did a quick help.search
> on ARIMA and ARMA but only found arma and arma0.
Both will `fit a regression with ARMA error structure', recursively rather
then via computing a large matrix.
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
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