[R] Re: Package tseries: crash for Windows version (PR#2302)
Mehmet Balcilar
mbalcilar at manas.kg
Mon Nov 18 20:37:08 CET 2002
Here is what I ged from gdb:
> R.version
_
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 1
minor 6.1
year 2002
month 11
day 01
language R
> Sys.info()
sysname release
"Linux" "2.4.19-16mdk"
version nodename
"#1 Fri Sep 20 18:15:05 CEST 2002" "rifle.manas.kg"
machine login
"i686" "unknown"
user
"mehmet"
> library(tseries)
`tseries' version: 0.9-4
`tseries' is a package for time series analysis
and computational finance.
See `library (help=tseries)' for details.
> example(garch)
garch> n <- 1100
garch> a <- c(0.1, 0.5, 0.2)
garch> e <- rnorm(n)
garch> x <- double(n)
garch> x[1:2] <- rnorm(2, sd = sqrt(a[1]/(1 - a[2] - a[3])))
garch> for (i in 3:n) {
x[i] <- e[i] * sqrt(a[1] + a[2] * x[i - 1]^2 + a[3] * x[i -
2]^2)
}
garch> x <- ts(x[101:1100])
garch> x.arch <- garch(x, order = c(0, 2))
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 0.388803E+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 0.103E+01
1 3 -0.404E+02 0.10E+01 0.14E+01 0.1E+00 0.6E+04 0.1E+00
0.39E+04
2 5 -0.785E+02 0.48E+00 0.51E+00 0.2E+00 0.1E+02 0.1E+00
0.21E+04
3 6 -0.906E+02 0.13E+00 0.67E+00 0.4E+00 0.5E+01 0.2E+00
0.38E+02
4 7 -0.115E+03 0.21E+00 0.87E+00 0.2E+00 0.2E+01 0.2E+00
0.16E+02
5 8 -0.138E+03 0.17E+00 0.18E+00 0.2E+00 0.2E+01 0.2E+00
0.18E+01
6 10 -0.141E+03 0.18E-01 0.28E-01 0.2E-01 0.6E+01 0.2E-01
0.85E+00
7 12 -0.141E+03 0.54E-04 0.11E-03 0.3E-02 0.2E+01 0.5E-02
0.59E-02
8 13 -0.141E+03 0.84E-04 0.88E-04 0.3E-02 0.2E+01 0.5E-02
0.74E-03
9 14 -0.141E+03 0.51E-04 0.17E-03 0.8E-02 0.2E+01 0.1E-01
0.55E-03
10 16 -0.141E+03 0.35E-04 0.66E-04 0.2E-02 0.1E+02 0.3E-02
0.71E-02
11 17 -0.141E+03 0.56E-04 0.62E-04 0.2E-02 0.2E+01 0.3E-02
0.46E-03
12 19 -0.141E+03 0.11E-03 0.12E-03 0.6E-02 0.2E+01 0.1E-01
0.16E-03
13 21 -0.141E+03 0.18E-04 0.42E-04 0.3E-02 0.1E+01 0.4E-02
0.19E-03
14 22 -0.141E+03 0.50E-05 0.58E-05 0.5E-03 0.0E+00 0.7E-03
0.58E-05
15 23 -0.141E+03 0.12E-06 0.12E-06 0.2E-03 0.0E+00 0.2E-03
0.12E-06
16 24 -0.141E+03 0.35E-11 0.35E-11 0.1E-05 0.0E+00 0.1E-05
0.35E-11
***** RELATIVE FUNCTION CONVERGENCE *****
FUNCTION -0.140596E+03 RELDX 0.114E-05
FUNC. EVALS 24 GRAD. EVALS 17
PRELDF 0.352E-11 NPRELDF 0.352E-11
I FINAL X(I) D(I) G(I)
1 0.104501E+00 0.100E+01 -0.197E-04
2 0.617186E+00 0.100E+01 0.281E-05
3 0.179484E+00 0.100E+01 -0.226E-05
Program received signal SIGSEGV, Segmentation fault.
pred_garch (y=0x8d8d330, h=0x8d8f298, n=0x8d8c1c8, par=0x8d8d2a0,
p=0x8d8c1a8, q=0x8d8c188, genuine=0x6)
at garch.c:245
245 garch.c: No such file or directory.
in garch.c
(gdb) bt
#0 pred_garch (y=0x8d8d330, h=0x8d8f298, n=0x8d8c1c8, par=0x8d8d2a0,
p=0x8d8c1a8, q=0x8d8c188, genuine=0x6)
at garch.c:245
#1 0x08092497 in do_dotCode (call=0x8b1cffc, op=0x8d8c1c8,
args=0x8d832b0, env=0x8d7179c) at dotcode.c:1311
#2 0x080a0f68 in Rf_eval (e=0x8b1cffc, rho=0x8d7179c) at eval.c:427
#3 0x080a2675 in do_set (call=0x8b1d06c, op=0x8d7179c, args=0x8b1d050,
rho=0x8d7179c) at eval.c:1102
#4 0x080a0fd1 in Rf_eval (e=0x8b1d06c, rho=0x8d7179c) at eval.c:404
#5 0x080a1f52 in do_begin (call=0x8b28668, op=0x81d302c,
args=0x8b1d088, rho=0x8d7179c) at eval.c:891
#6 0x080a0fd1 in Rf_eval (e=0x8b28668, rho=0x8d7179c) at eval.c:404
#7 0x080a1261 in Rf_applyClosure (call=0x85281ec, op=0x89b6140,
arglist=0x8d718ec, rho=0x81e2fb0,
suppliedenv=0x81cdb50) at eval.c:595
#8 0x080a0de7 in Rf_eval (e=0x85281ec, rho=0x81e2fb0) at eval.c:439
#9 0x080a2675 in do_set (call=0x8528294, op=0x81e2fb0, args=0x8528224,
rho=0x81e2fb0) at eval.c:1102
#10 0x080a0fd1 in Rf_eval (e=0x8528294, rho=0x81e2fb0) at eval.c:404
#11 0x080a2f2e in do_eval (call=0x88b2208, op=0x81dc924, args=0x8d71a04,
rho=0x8d71a58) at eval.c:1384
#12 0x080c6474 in do_internal (call=0x88b217c, op=0x81d4288,
args=0x8d71a04, env=0x8d71a58) at names.c:1042
#13 0x080a0fd1 in Rf_eval (e=0x88b217c, rho=0x8d71a58) at eval.c:404
#14 0x080a1261 in Rf_applyClosure (call=0x88b645c, op=0x852d8f4,
arglist=0x8d71b00, rho=0x852e6c8,
suppliedenv=0x81cdb50) at eval.c:595
#15 0x080a0de7 in Rf_eval (e=0x88b645c, rho=0x852e6c8) at eval.c:439
#16 0x080a2675 in do_set (call=0x88b6408, op=0x852e6c8, args=0x88b6424,
rho=0x852e6c8) at eval.c:1102
#17 0x080a0fd1 in Rf_eval (e=0x88b6408, rho=0x852e6c8) at eval.c:404
#18 0x080a1f52 in do_begin (call=0x88b3efc, op=0x81d302c,
args=0x88b63ec, rho=0x852e6c8) at eval.c:891
#19 0x080a0fd1 in Rf_eval (e=0x88b3efc, rho=0x852e6c8) at eval.c:404
#20 0x080a1926 in do_for (call=0x88b7290, op=0x81cd530, args=0x88b72ac,
rho=0x852e6c8) at eval.c:789
#21 0x080a0fd1 in Rf_eval (e=0x88b7290, rho=0x852e6c8) at eval.c:404
#22 0x080a1f52 in do_begin (call=0x88b209c, op=0x81d302c,
args=0x88b7274, rho=0x852e6c8) at eval.c:891
#23 0x080a0fd1 in Rf_eval (e=0x88b209c, rho=0x852e6c8) at eval.c:404
#24 0x080a1261 in Rf_applyClosure (call=0x88c3500, op=0x88b70ec,
arglist=0x852e284, rho=0x8599810,
suppliedenv=0x81cdb50) at eval.c:595
#25 0x080a0de7 in Rf_eval (e=0x88c3500, rho=0x8599810) at eval.c:439
#26 0x080a1f52 in do_begin (call=0x88c01dc, op=0x81d302c,
args=0x88c34e4, rho=0x8599810) at eval.c:891
#27 0x080a0fd1 in Rf_eval (e=0x88c01dc, rho=0x8599810) at eval.c:404
#28 0x080a1261 in Rf_applyClosure (call=0x859a45c, op=0x88c3404,
arglist=0x8599634, rho=0x81e2fb0,
suppliedenv=0x81cdb50) at eval.c:595
#29 0x080a0de7 in Rf_eval (e=0x859a45c, rho=0x81e2fb0) at eval.c:439
#30 0x080baa07 in Rf_ReplIteration (rho=0x81e2fb0, savestack=6,
browselevel=0, state=0xbfffed70)
at main.c:232
#31 0x080babc2 in R_ReplConsole (rho=0x81e2fb0, savestack=0,
browselevel=0) at main.c:280
#32 0x080bb340 in run_Rmainloop () at main.c:579
#33 0x0811fbec in main (ac=1, av=0xbffff254) at system.c:99
#34 0x40171082 in __libc_start_main () from /lib/i686/libc.so.6
(gdb)
Peter Dalgaard BSA wrote:
>Mehmet Balcilar <mbalcilar at manas.kg> writes:
>
>
>
>>I also have the same bug under Linux. As far as I know, this is not
>>new. I it had for almost a year, with previous versions of R and
>>tseries Here is the relevant information.
>>
>>
>
>Ah-ha! Could you redo that with R -d gdb, please? (use the "bt"
>command at the segfault).
>
>It's not happening to me with 1.7.0 under RH7.3, so I suppose it could
>be something compiler specific, or maybe the random number generation
>(I don't get the same results either).
>
>
>
>> 18 23 -0.266E+03 0.22E-07 0.21E-07 0.1E-03 0.0E+00 0.1E-03
>>0.21E-07
>> 19 24 -0.266E+03 0.26E-09 0.25E-09 0.2E-04 0.0E+00 0.2E-04
>>0.25E-09
>> 20 25 -0.266E+03 0.92E-12 0.91E-12 0.1E-05 0.0E+00 0.1E-05
>>0.91E-12
>>
>> ***** RELATIVE FUNCTION CONVERGENCE *****
>>
>> FUNCTION -0.266482E+03 RELDX 0.147E-05
>> FUNC. EVALS 25 GRAD. EVALS 21
>> PRELDF 0.910E-12 NPRELDF 0.910E-12
>>
>> I FINAL X(I) D(I) G(I)
>>
>> 1 0.103728E+00 0.100E+01 0.168E-04
>> 2 0.431380E+00 0.100E+01 -0.181E-06
>> 3 0.214628E+00 0.100E+01 0.110E-04
>>
>>Segmentation fault (core dumped)
>>
>>
>
>
>
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