liang@stat.berkeley.edu
2002-Apr-29 19:06 UTC
[Rd] tseries package segmentation fault (PR#1497)
Full_Name: Gang Liang Version: 1.4.1 OS: mandrake-8.2 Submission from: (NULL) (128.32.81.135) tseries version: 0.9-1 quadprog version: 1.4-4 mva version: 1.4.1 version: platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 1 minor 4.1 year 2002 month 01 day 30 language R The tseries package can be loaded successfully and most functions are running fine, but garch will cause a segmentation fault. I did a very simple debug, and found the problem lied in function call: .C( "pred_garch", ... ). BTW, my gcc version is 2.96. If I compile the R and all packages by using gcc 3.0.4, the problem persists. The following are the output when I am trying to run the example in garch help:> n <- 1100 > a <- c(0.1, 0.5, 0.2) # ARCH(2) coefficients > e <- rnorm(n) > x <- double(n) > x[1:2] <- rnorm(2, sd = a[1]/(1.0-a[2]-a[3])) > for(i in 3:n) # Generate ARCH(2) process+ { + x[i] <- e[i]*sqrt(a[1]+a[2]*x[i-1]^2+a[3]*x[i-2]^2) + }> x <- ts(x[101:1100]) > x.arch <- garch(x, order = c(0,2))***** ESTIMATION WITH ANALYTICAL GRADIENT ***** I INITIAL X(I) D(I) 1 0.332467E+00 0.100E+01 2 0.500000E-01 0.100E+01 3 0.500000E-01 0.100E+01 IT NF F RELDF PRELDF RELDX STPPAR D*STEP NPRELDF 0 1 -0.993E+02 1 3 -0.148E+03 0.33E+00 0.40E+00 0.1E+00 0.6E+04 0.1E+00 0.12E+04 2 5 -0.186E+03 0.21E+00 0.24E+00 0.2E+00 0.8E+01 0.1E+00 0.13E+04 3 6 -0.208E+03 0.10E+00 0.14E+00 0.2E+00 0.1E+02 0.1E+00 0.50E+02 4 8 -0.211E+03 0.17E-01 0.44E-01 0.6E-01 0.1E+02 0.4E-01 0.61E+01 5 9 -0.215E+03 0.17E-01 0.21E-01 0.6E-01 0.2E+01 0.4E-01 0.20E+01 6 10 -0.216E+03 0.51E-02 0.20E-01 0.9E-01 0.2E+01 0.8E-01 0.78E+00 7 11 -0.219E+03 0.11E-01 0.44E-01 0.2E+00 0.2E+01 0.2E+00 0.12E+01 8 13 -0.220E+03 0.57E-02 0.12E-01 0.2E-01 0.6E+02 0.2E-01 0.10E+01 9 14 -0.221E+03 0.31E-02 0.36E-02 0.2E-01 0.2E+01 0.2E-01 0.88E-01 10 15 -0.223E+03 0.92E-02 0.11E-01 0.4E-01 0.2E+01 0.3E-01 0.71E-01 11 16 -0.225E+03 0.11E-01 0.13E-01 0.8E-01 0.9E+00 0.7E-01 0.21E-01 12 17 -0.227E+03 0.60E-02 0.60E-02 0.6E-01 0.6E+00 0.7E-01 0.69E-02 13 18 -0.227E+03 0.12E-02 0.11E-02 0.4E-01 0.0E+00 0.4E-01 0.11E-02 14 19 -0.227E+03 0.53E-04 0.51E-04 0.6E-02 0.0E+00 0.7E-02 0.51E-04 15 20 -0.227E+03 0.50E-06 0.57E-06 0.9E-03 0.0E+00 0.9E-03 0.57E-06 16 21 -0.227E+03 0.13E-07 0.13E-07 0.3E-04 0.0E+00 0.4E-04 0.13E-07 17 22 -0.227E+03 0.12E-10 0.12E-10 0.2E-05 0.0E+00 0.3E-05 0.12E-10 ***** RELATIVE FUNCTION CONVERGENCE ***** FUNCTION -0.226852E+03 RELDX 0.238E-05 FUNC. EVALS 22 GRAD. EVALS 18 PRELDF 0.117E-10 NPRELDF 0.117E-10 I FINAL X(I) D(I) G(I) 1 0.102547E+00 0.100E+01 -0.340E-04 2 0.517733E+00 0.100E+01 -0.185E-04 3 0.187292E+00 0.100E+01 0.353E-05 Process R segmentation fault at Mon Apr 29 12:03:14 2002 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Peter Dalgaard BSA
2002-Apr-29 19:34 UTC
[Rd] tseries package segmentation fault (PR#1497)
liang@stat.berkeley.edu writes:> Full_Name: Gang Liang > Version: 1.4.1 > OS: mandrake-8.2 > Submission from: (NULL) (128.32.81.135) > > > tseries version: 0.9-1Eh? Where did that come from? CRAN has 0.9-0 and it is only 2 days old. example(garch) works fine with 1.5.0 (well, last nights snapshot). -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> Date: Mon, 29 Apr 2002 17:39:56 -0700 (PDT) > From: Gang Liang <liang@stat.berkeley.edu> > Subject: Re: [Rd] tseries package segmentation fault (PR#1497) > > Thanks, Peter! > > Yes, I tried the latest package of tseries, but I guess I made a mistake > about the version number. Okay I am going to try the development version > of R on my machine. > > BTW, there are some minor typos in tseries package's help package, such as > some links named temp -- I am quite sure it's really temp, :).Can you give me a more detailed description such that I am able to correct these typos? Thanks Adrian> Regards, > > Gang-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._