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2007 Oct 10
2
corMatrix crashes with corARMA structure (PR#9952)
...R
version.string R version 2.6.0 RC (2007-10-01 r43043)
I have seen this in other versions/platforms as well. Brian Ripley informs me
the segfault is in corStruct.c
Code to reproduce:
n <- 100
# example from Box and Jenkins p. 83
arcoefs <- c(0.8)
macoefs <- c(-0.6)
p <- length(arcoefs)
q <- length(macoefs)
require(nlme)
tmp <- corARMA(value=c(arcoefs,macoefs), form=~1, p=p, q=q)
Sigma <- corMatrix(tmp, covariate = 1:n) # segfault
2007 Oct 01
1
corMatrix crashes R 2.5.1 (windows XP) with corARMA structure
R-helpers,
n <- 100
arcoefs <- c(0.8)
macoefs <- c(-0.6)
p <- length(arcoefs)
q <- length(macoefs)
require(nlme)
tmp <- corARMA(value=c(arcoefs,macoefs), form=~1, p=p, q=q)
Sigma <- corMatrix(tmp, covariate = 1:n) # results in segfault
Have I used these commands in an improper way?
Thanks
Ben