[R] optim & .C / Crashing on run

Patrick Burns pburns at pburns.seanet.com
Sun Nov 4 10:35:42 CET 2012


That is a symptom of the C/C++ code doing
something like using memory beyond the proper
range.  It's entirely possible to have crashes
in some contexts but not others.

If you can run the C code under valgrind,
that would be the easiest way to find the
problem.

Pat

On 03/11/2012 18:15, Paul Browne wrote:
> Hello,
>
> I am attempting to use optim under the default Nelder-Mead algorithm for
> model fitting, minimizing a Chi^2 statistic whose value is determined by a
> .C call to an external shared library compiled from C & C++ code.
>
> My problem has been that the R session will immediately crash upon starting
> the simplex run, without it taking a single step.
>
> This is strange, as the .C call itself works, is error-free (as far as I
> can tell!) & does not return NAN or Inf under any initial starting
> parameters that I have tested it with in R. It only ever crashes the R
> session when the Chi^2 function to be minimized is called from optim, not
> under any other circumstances.
>
> In the interests of reproducibility, I attach R code that reads attached
> data files & attempts a N-M optim run. The required shared library
> containing the external code (compiled in Ubuntu 12.04 x64 with g++ 4.6.3)
> is also attached. Calculating an initial Chi^2 value for a starting set of
> model parameters works, then the R session crashes when the optim call is
> made.
>
> Is there something I'm perhaps doing wrong in the specification of the
> optim run? Is it inadvisable to use external code with optim? There doesn't
> seem to be a problem with the external code itself, so I'm very stumped as
> to the source of the crashes.
>
>
>
> ______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')




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