R devel - Oct 2007 - corMatrix crashes with corARMA structure (PR#9952)

Full_Name: Benjamin Tyner
Version: 2.6.0 RC 2007-10-01 r43043
OS: WinXP
Submission from: (NULL) (171.161.224.10)


platform       i386-pc-mingw32                       
arch           i386                                  
os             mingw32                               
system         i386, mingw32                         
status         RC                                    
major          2                                     
minor          6.0                                   
year           2007                                  
month          10                                    
day            01                                    
svn rev        43043                                 
language       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

This is what I get on R 2.6.0, Win XP

ciao

Simone

P.S. you have posted twice
> 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
Error in corMatrix.corARMA(tmp, covariate = 1:n) :
  'object' has not been Initialize()d

> noquote(unlist(R.Version()))
                    platform
arch                           os                       system
             i386-pc-mingw32
i386                      mingw32                i386, mingw32
                      status
major                        minor                         year

2                          6.0                         2007
                       month
day                      svn rev                     language
                          10
03                        43063                            R
              version.string
R version 2.6.0 (2007-10-03)
>
On 10/10/2007, btyner@gmail.com <btyner@gmail.com>
wrote:
>
> Full_Name: Benjamin Tyner
> Version: 2.6.0 RC 2007-10-01 r43043
> OS: WinXP
> Submission from: (NULL) (171.161.224.10)
>
>
> platform       i386-pc-mingw32
> arch           i386
> os             mingw32
> system         i386, mingw32
> status         RC
> major          2
> minor          6.0
> year           2007
> month          10
> day            01
> svn rev        43043
> language       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
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>


-- 
______________________________________________________

Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098262  Fax: +39 051 232153
http://www2.stat.unibo.it/giannerini/
______________________________________________________

	[[alternative HTML version deleted]]

This is already fixed in nlme_3.1-86!
> Sigma <- corMatrix(tmp, covariate = 1:n) # segfault
Error in corMatrix.corARMA(tmp, covariate = 1:n) :
   'object' has not been Initialize()d

Please do check that things you report are not already fixed.


On Wed, 10 Oct 2007, btyner at gmail.com wrote:
> Full_Name: Benjamin Tyner
> Version: 2.6.0 RC 2007-10-01 r43043
> OS: WinXP
> Submission from: (NULL) (171.161.224.10)
>
>
> platform       i386-pc-mingw32
> arch           i386
> os             mingw32
> system         i386, mingw32
> status         RC
> major          2
> minor          6.0
> year           2007
> month          10
> day            01
> svn rev        43043
> language       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
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595