search for: arcoef

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2007 Oct 10
2
corMatrix crashes with corARMA structure (PR#9952)
...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
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