[R] Re: Package tseries: crash for Windows version (PR#2302)

[Kenneth Cabrera]

ripley at stats.ox.ac.uk wrote:

>This is not the appropriate place to report such an error, unless you
>built the packages yourself under the current version of R, which you
>clearly did not.
>
I did (both R and tseries).
I build the tseries packages with the "Rcmd" command and also with "make 
pkg-tseries" command.

>And this is *definitely* not the place to say `me too'.  Neither of you
>provided any debugging information.
>
>Please do not clog up R-bugs with reports on out-of-date builds, and
>please do remember that having compiled versions for R is a *privilege*
>which such reports abuse.
>
>Note that the tseries pre-compiled package did run the checks under the
>version of R on its date stamp and this may well be a problem with the
>R 1.6.1 build rather than the package.
>
I now check the package (so maybe the problem is in the package) with:
"make pkgcheck-tseries"
And the execution crashes with this output (tseries-Ex.Rout file)  on 
the garch example:

 > ###--- >>> `garch' <<<----- Fit GARCH Models to Time Series
 >
 >     ## alias     help(garch)
 >
 > ##___ Examples ___:
 >
 > 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 = sqrt(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))  # Fit ARCH(2)

 ***** ESTIMATION WITH ANALYTICAL GRADIENT *****


     I     INITIAL X(I)        D(I)

     1     0.334425E+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 -0.119E+03
     1    3 -0.174E+03  0.32E+00  0.40E+00  0.1E+00  0.7E+04  0.1E+00  
0.14E+04
     2    5 -0.221E+03  0.21E+00  0.24E+00  0.2E+00  0.8E+01  0.1E+00  
0.14E+04
     3    6 -0.240E+03  0.80E-01  0.14E+00  0.2E+00  0.6E+01  0.1E+00  
0.44E+02
     4    7 -0.243E+03  0.13E-01  0.12E+00  0.1E+00  0.2E+01  0.1E+00  
0.13E+02
     5    8 -0.261E+03  0.69E-01  0.68E-01  0.1E+00  0.2E+01  0.1E+00  
0.25E+01
     6    9 -0.262E+03  0.22E-02  0.24E-01  0.1E+00  0.3E+01  0.1E+00  
0.58E+00
     7   10 -0.265E+03  0.12E-01  0.32E-01  0.4E-01  0.2E+01  0.5E-01  
0.54E+00
     8   11 -0.266E+03  0.36E-02  0.50E-02  0.4E-01  0.2E+01  0.5E-01  
0.10E+00
     9   14 -0.266E+03  0.38E-03  0.84E-03  0.5E-02  0.3E+01  0.7E-02  
0.26E+00
    10   15 -0.266E+03  0.69E-03  0.83E-03  0.5E-02  0.2E+01  0.7E-02  
0.10E+00
    11   16 -0.266E+03  0.58E-03  0.87E-03  0.1E-01  0.2E+01  0.1E-01  
0.52E-01
    12   17 -0.266E+03  0.23E-03  0.15E-02  0.2E-01  0.2E+01  0.3E-01  
0.96E-02
    13   18 -0.267E+03  0.11E-02  0.14E-02  0.3E-01  0.2E+01  0.3E-01  
0.75E-02
    14   19 -0.267E+03  0.97E-04  0.19E-03  0.2E-01  0.0E+00  0.2E-01  
0.19E-03
    15   22 -0.267E+03  0.44E-04  0.76E-04  0.1E-02  0.4E+01  0.1E-02  
0.25E-03
    16   24 -0.267E+03  0.16E-04  0.16E-04  0.3E-02  0.6E+00  0.3E-02  
0.21E-04
    17   25 -0.267E+03  0.40E-05  0.45E-05  0.3E-02  0.0E+00  0.3E-02  
0.45E-05
    18   27 -0.267E+03  0.25E-06  0.39E-06  0.5E-03  0.1E+01  0.6E-03  
0.58E-06
    19   28 -0.267E+03  0.15E-07  0.16E-07  0.2E-03  0.0E+00  0.2E-03  
0.16E-07
    20   29 -0.267E+03  0.38E-10  0.38E-10  0.8E-05  0.0E+00  0.8E-05  
0.38E-10

 ***** RELATIVE FUNCTION CONVERGENCE *****

 FUNCTION    -0.266614E+03   RELDX        0.812E-05
 FUNC. EVALS      29         GRAD. EVALS      21
 PRELDF       0.384E-10      NPRELDF      0.384E-10

     I      FINAL X(I)        D(I)          G(I)

     1    0.935455E-01     0.100E+01    -0.107E-03
     2    0.505532E+00     0.100E+01    -0.676E-05
     3    0.212453E+00     0.100E+01    -0.114E-04

 >Your long-suffering Windows package compiler.

I hope I will not make you suffer too much  ;-)

-- 
Kenneth Roy Cabrera Torres
Celular +57 (315) 405 9339



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