[R] Protection stack overflow

Paul Koufalas pkoufalas at adam.com.au
Tue Aug 15 10:35:49 CEST 2006

G'day all.

I'm a new user of R -- but an arms-length user, as I'm running it from
Octave via the ROctave interface that Duncan Temple Lang wrote some
years ago and Stephan Van Der Walt recently updated for use with Octave
2.1.71. I'm using R version 2.1.1. ROctave uses libR.so to provide the
interface. My system is Ubuntu linux 5.10 and I'm using the packages
that come with this distro.

I'm getting a protection stack overflow error when recursively
calculating AR(p) time series models using the arima() function. The
recursion is involved because I calculate a new model with each new time
series data point. (I'm trying to reproduce some results in a research
paper and this is what they're doing.)

I've tried setting the expressions parameter to a higher number using
options(expressions=500000) but I'm still getting this problem with
stack overflow. I can get about 400-odd iterations and then the overflow
error appears. I yet haven't tried running the recursion natively in R,
and I realise I should do that.

Your advice would be much appreciated.


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