[R] nlme: cannot allocate vector of size 126064 Kb

[Prof Brian Ripley]

On Thu, 30 Sep 2004, David Scott wrote:

> 
> I have around 4000 observations of a time series. I am trying to fit a 
> regression with ARMA error structure using gls from the package nlme.
> 
> I have encountered the error: cannot allocate vector of size 126064 Kb
> 
> I know this has come up many times before and I will check out the 
> suggestions in the mail archive. I was wondering though if there is an 
> alternative package that will fit such a model? I did a quick help.search 
> on ARIMA and ARMA but only found arma and arma0.

Both will `fit a regression with ARMA error structure', recursively rather 
then via computing a large matrix.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595