R help - Oct 2011 - Segfault and bad output with fOptions::rnorm.sobol

I have had the following problem with R 2.10, 2.13.1, and 2.13.2, running on
Ubuntu linux 10.04, xubuntu 11.10, and a version of Redhat (I think 5).
rnorm.sobol is producing impossible random values, and occasionally the
routine crashes. Here are samples of the output and the crash message.

library(fOptions)
Zs <- rnorm.sobol(50, dimension=1)

produces this:

               [,1]
 [1,]  0.000000e+00
 [2,] -3.550884e-28
 [3,] -3.550884e-28
 [4,]  7.297639e+37
 [5,] -6.740677e+01
 [6,]  7.297639e+37
 [7,] -6.740677e+01
 [8,]  3.648857e-09
 [9,]           NaN

etc.

Sometimes I get a segfault:

Rmetrics Package fOptions (2140.79) loaded.

 *** caught segfault ***
address (nil), cause 'memory not mapped'

Traceback:
 1: .Fortran("sobol", as.double(qn), as.integer(n),
as.integer(dimension),
  as.double(.getfOptionsEnv(".rnorm.sobol.seed")$quasi),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$ll),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$count),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$sv),
as.integer(scrambling),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$seed),    
as.integer(init),
as.integer(1), PACKAGE = "fOptions")
 2: rnorm.sobol(cohortsize, dimension = 1, init = FALSE)
 3: eval.with.vis(expr, envir, enclos)
 4: eval.with.vis(ei, envir)
 5: source("monte.R")


Here is my sessionInfo()

R version 2.10.1 (2009-12-14)
x86_64-pc-linux-gnu

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] fOptions_2100.76   fBasics_2100.78    MASS_7.3-5
timeSeries_2110.87
[5] timeDate_2110.87
>
Thanks,

Bob

	[[alternative HTML version deleted]]

On Sat, Oct 22, 2011 at 2:45 AM, Patrick Burns
<pburns@pburns.seanet.com>wrote:
> This should really go to Rmetrics
> since it is a bug in their code.
>
> You could find out more specifically
> where the problem is by running it
> under valgrind.
>
> First you have to have valgrind, then
> start R with it:
>
> R -d valgrind
>
> then do your command.
>
> Good luck,
> Pat


Thank you.

Bob

	[[alternative HTML version deleted]]

Robert McDonald <rmcd1024 <at> gmail.com> writes:
> I have had the following problem with R 2.10, 2.13.1, and 2.13.2, running
on
> Ubuntu linux 10.04, xubuntu 11.10, and a version of Redhat (I think 5).
> rnorm.sobol is producing impossible random values, and occasionally the
> routine crashes. Here are samples of the output and the crash message.
> 
> library(fOptions)
> Zs <- rnorm.sobol(50, dimension=1)
> 
 [snip]
> other attached packages:
> [1] fOptions_2100.76   fBasics_2100.78    MASS_7.3-5
> timeSeries_2110.87
> [5] timeDate_2110.87
> >

  I think your question is answered by

http://cran.r-project.org/web/packages/fOptions/ChangeLog

2010-04-23  chalabi

	* ChangeLog, DESCRIPTION: updated DESCR and ChangeLog
	* src/085A-LowDiscrepancy.f: fixed sobol RVS on 64 bit platform
	* ChangeLog, DESCRIPTION: updated DESC and ChangeLog

  The middle item seems to address your problem exactly.
  That fix is 18 months old, so updating might be a good idea ...

  Ben Bolker