[R] corMatrix crashes R 2.5.1 (windows XP) with corARMA structure

Benjamin Tyner btyner at gmail.com
Mon Oct 1 14:41:47 CEST 2007


R-helpers,

n <- 100
arcoefs <- c(0.8)
macoefs <- c(-0.6)
p <- length(arcoefs)
q <- length(macoefs)
require(nlme)
tmp <- corARMA(value=c(arcoefs,macoefs), form=~1, p=p, q=q)
Sigma <- corMatrix(tmp, covariate = 1:n) # results in segfault

Have I used these commands in an improper way?

Thanks
Ben



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