[R] VAR (pckg: vars) and memory problem

[Stefan Grosse]

On Sat, 15 Aug 2009 13:46:56 +0000 herrdittmann at yahoo.co.uk wrote:

HCU> I ran into memory troubles:
HCU> 
HCU> > summary(VAR(trial.var, type="none", p=5)) 
HCU> Error: cannot allocate vector of size 3.1 Gb 

no wonder.

HCU> Is there any way I can extend the memory used by R? Perhaps
HCU> forcing it? I am running R on a XP box with 1GB RAM. 

See:
http://cran.r-project.org/bin/windows/base/rw-FAQ.html#There-seems-to-be-a-limit-on-the-memory-it-uses_0021

So either you try to decrease the size of your variables or try
different ways running a 64bit Linux if your PC is able to do that.
more RAM would also be preferable since virtual memory is much slower.

Other options include maybe the ff package. But it will be quite slow.

hth
Stefan