Using tau = -1 is causing rq() to try and estimate all possible quantiles 
and store the results.  With 11253 observations this would be a formidable 
feat.   Try estimating the model with say tau = 1:99/100 to give a more 
tractable number of estimates.

Brian

Brian S. Cade, PhD

U. S. Geological Survey
Fort Collins Science Center
2150 Centre Ave., Bldg. C
Fort Collins, CO  80526-8818

email:  brian_cade@usgs.gov
tel:  970 226-9326



From:
"Prew, Paul" <Paul.Prew@ecolab.com>
To:
"r-help@R-project.org" <r-help@r-project.org>
Date:
07/11/2011 11:42 AM
Subject:
[R] quantile regression: out of memory error
Sent by:
r-help-bounces@r-project.org



Hello,  I?m wondering if anyone can offer advice on the out-of-memory 
error I?m getting. I?m using R2.12.2 on Windows XP, Platform: 
i386-pc-mingw32/i386 (32-bit).

I am using the quantreg package,  trying to perform a quantile regression 
on a dataframe that has 11,254 rows and 5 columns.

> object.size(subsetAudit.dat)
450832 bytes

> str(subsetAudit.dat)
'data.frame':   11253 obs. of  5 variables:
 $ Satisfaction     : num  0.64 0.87 0.78 0.75 0.83 0.75 0.74 0.8 0.89 
0.78 ...
 $ Return           : num  0.84 0.92 0.91 0.89 0.95 0.81 0.9 0.87 0.95 
0.88 ...
 $ Recommend        : num  0.53 0.64 0.58 0.58 0.62 0.6 0.56 0.7 0.64 0.65 
...
 $ Cust.Clean       : num  0.75 0.85 0.72 0.72 0.81 0.79 0.79 0.8 0.78 
0.75 ...
 $ CleanScore.Cycle1: num  96.7 83.3 93.3 86.7 96.7 96.7 90 80 81.7 86.7 
...

rq(subsetAudit.dat$Satisfaction ~ subsetAudit.dat$CleanScore.Cycle1, tau = 
-1)

ERROR:  cannot allocate vector of size 2.8 Gb

I don?t know much about computers ? software, hardware, algorithms ? but 
does this mean that the quantreg  package is creating some massive 
intermediate vector as it performs the rq function?   Quantile regression 
is something I?m just starting to explore, but believe it involves 
ordering data prior to the regression, which could be a huge job when 
using 11,000 records.   Does bigmemory have functionality to help me with 
this?

Thank you,
Paul






Paul Prew   ?  Statistician
651-795-5942   ?   fax 651-204-7504
Ecolab Research Center   ?  Mail Stop ESC-F4412-A
655 Lone Oak Drive   ?   Eagan, MN 55121-1560




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