similar to: inconsistency in mclapply.....

On Fri, 9 Jun 2023 18:01:44 +0000 akshay kulkarni <akshay_e4 at hotmail.com> wrote: > > LYG <- pbmclapply(LYGH,FUN = arfima,mc.cores = 2,mc.preschedule = > > FALSE) > | > | > 0%, ETA NA^ > > It just hangs. My questions from the last time still stand: 0) What is your

Dear members, I am using arfima in an mclapply construction (from the parallel package): Browse[2]> LYG <- mclapply(LYGH, FUN = arfima, mc.cores = detectCores()) ^C Browse[2]> LYG <- mclapply(LYGH[1:10], FUN = arfima, mc.cores = detectCores()) ^C Browse[2]> LYG <- mclapply(LYGH[1:2], FUN = arfima, mc.cores = detectCores()) ^C You can see that I am

Dear Jeff, There was a problem in LYGH and lapply threw an error, but mclapply got stuck in an infinite loop. The doc for mclapply says that mclapply runs under try() with silent = TRUE. So that means mclapply should run properly, i.e output a try class object and exit. But it didn't. Can you shed some light on why this happened? THanking you, Yours sincerely, AKSHAY M

Dear Martin, Sad that the bug is beyond your ken... Fortunately, the error happens only rarely...The length of LYGH was 719 and there were only two such errors..I will just replace them with NA and make do. By the by, what if I send LYGH as an attachment to your actual mail ( not the r-help mail)? Will it help? Can you then pinpoint the cause? Or should I raise a bug

>>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,

dear members, I am using arfima() from forecast package to model a time series. The following is the code: > LYGH[[202]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[202]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) I tried viewing .fdcov() with the following code:

I've been using mclapply and have encountered situations where it gives errors or returns incorrect results. Here's a minimal example, which gives the error on R 2.15.2 on Mac and Linux: library(parallel) f <- function(x) NULL mclapply(1, f, mc.preschedule = FALSE, mc.cores = 1) # Error in sum(sapply(res, inherits, "try-error")) : # invalid 'type' (list) of argument

Hello, Consider this: 1) library(parallel) res <- mclapply(1:2, stop) #Warning message: #In mclapply(1:2, stop) : # all scheduled cores encountered errors in user code is(res[[1]], 'try-error') #[1] FALSE 2) library(parallel) res <- mclapply(1:2, stop, mc.preschedule=FALSE) #Warning message: #In mclapply(1:2, stop, mc.preschedule = FALSE) : # 2 function calls resulted in an

Hi, there seem to be some (small) bugs in the mclapply function in parallel. I discovered this in the current R release version, and I checked that it is still present in R-devel. I think it only occurs in the part of the code corresponding to argument option mc.preschedule = FALSE. Here are two examples: a) library(parallel) mclapply(list(), identity, mc.preschedule=FALSE) Error in

Dear R users, I'm trying to use the "strucchange" package to determine structural breaks in an ARFIMA model. Unfortunately I'm not so familiar with this topic (and worse, I'm a beginner in R), so I don't know exactly how to specify my model so that the "Fstats","sctest" and "breakpoint" functions to recognize it and to calculate the

Please I want to perform full data analysis using ARFIMA model but I dont know the right package that can perform all the necessary test on the time series data. ERIC AIDOO [[alternative HTML version deleted]]

I would like to compute the next 15 observations for an ARFIMA(2,1,0) model along with confidence intervals. Can someone provide code? Many thanks. Jill ____________________________________________________________________________________ [[elided Yahoo spam]]

Hi I want to implement Egarch (1,1) with t distribution model using RExcel and VBA. May I know the syntax. Following is the code that I 'm using. rinterface.RRun "spec=ugarchspec(variance.model=list(model=(eGARCH),garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model=(std))" rinterface.RRun "fit = ugarchfit(Data = b, spec = spec)"

Hello all, This is a request for help from somebody who has the Ox interfaces working in R. I am trying to get the Ox interfaces working for Arfima and Garch modelling. However, I am having several problems: 1. The link to download G at rch_v40 does not work. Does anybody have a copy to email to me please? 2. Various guides offer different instructions for installing Ox in the correct place

Hey folks, Is there any way to exit an mclapply early on error? For example, in the following mclapply loop, I have to wait for all the processes to finish before the error is returned. ``` mclapply(X = 1:12, FUN = function(x) {Sys.sleep(0.1); if(x == 4) stop()}, mc.cores = 4, mc.preschedule = F) ``` When there are many calculations in FUN, it takes a long time before the error is returned.

Hi I was trying to implement Egarch (1,1) with Student t distribution using rugarch. But I was not getting any value. Following were the commands that I was using: library(rugarch) spec=ugarchspec(variance.model=list(model="eGARCH", garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model="std") fit=ugarchfit(data=b,spec=spec) sigma(fit) May I

dear members, I have a heteroscedastic time series which I want to transform to make it homoscedastic by a box cox transformation. I am using Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss transformation and also say the fpp3 and the fable package automatically back transforms the point forecast. they also discuss the process which I find to be

Hi all, I'm trying to use the package read.table within a foreach loop. I'm grabbing 500M rows of data at a time from two different files and then doing an aggregate/tapply like function in read.table after that. I had planned on doing a foreach loop 39 times at once for the 39 files I have, but obviously that won't work until I figure out why the segfault is occurring. The

Hey, I'm trying to implement a GARCH model with Johnson-Su innovations in order to simulate returns of financial asset. The model should look like this: r_t = alpha + lambda*sqrt(h_t) + sqrt(h_t)*epsilon_t h_t = alpha0 + alpha1*epsilon_(t-1)^2 + beta1 * h_(t-1). Alpha refers to a risk-free return, lambda to the risk-premium. I've implemented it like this: #specification of the model

Quick question regarding multicore versions of mapply. Package 'multicore' provides a parallelized version of 'lapply', called 'mclapply'. I haven't found any parallelized versions of 'mapply', however (although one can use the lower level function 'parallel', it becomes harder to control the number of spawned processes etc). Is anyone aware of a