[Rd] MCMC Pack Crashes R-GUI session (PR#9516)

lloydl at cybermesa.com lloydl at cybermesa.com
Sat Feb 17 04:04:44 CET 2007

Full_Name: Lloyd Lubet
Version: 2.4.1rc
Submission from: (NULL) (

Dear Andrew,

I am trying to learn gibbs sampling and Metropolis. 
When I run your gibbs version of multiple linear regression my session crashes.
I have trimmed the dataframe and set my object.size = 1 gigB.
Despite my best efforts it still crashes while advising me to contact the MCMC
Pack developement team.

I am running windows XP with R version 2.4.1.c (the latest).

Here's the offending instruction in R:
mcmcReg<-MCMCSVDreg( jpMorganChase.Adj.Close ~ exxon.Oil.Volume+usSteel.Volume,
data=yy.lo.res.scaled[ 2000:2274, ], burnin = 100, mcmc = 1000,

thin=1, verbose = 1, seed = NA, tau2.start = 1,

g0 = 0, a0 = 0.01, b0 = 0.01, c0=2, d0=2, w0=1,

beta.samp=TRUE, intercept=TRUE )

Here's the error msg:

Runtime Error!

Program ... \R\R-2.4.1rc\bin\Rgui.exe

This application has requested the Tuntime to terminate it in an unusual way.
Please contact the applications support team for more information

R Console - Rgui.exe - Application Error

The instruction at "0x5ad71531" referenced memory at "0x00000014". Memory could
not be read.

Then, it crashes. 


Lloyd Lubet

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