Hi all, When I tried to estimate a VAR (package vars) of a rather large dataset with 5 lags:
> dim(trial.var) [1] 20388 2 I ran into memory troubles: > summary(VAR(trial.var, type="none", p=5)) Error: cannot allocate vector of size 3.1 Gb In addition: Warning messages: 1: In diag(resids %*% solve(Sigma) %*% t(resids)) : Reached total allocation of 1535Mb: see help(memory.size) 2: In diag(resids %*% solve(Sigma) %*% t(resids)) : Reached total allocation of 1535Mb: see help(memory.size) 3: In diag(resids %*% solve(Sigma) %*% t(resids)) : Reached total allocation of 1535Mb: see help(memory.size) 4: In diag(resids %*% solve(Sigma) %*% t(resids)) : Reached total allocation of 1535Mb: see help(memory.size) Luckily, I was able to slice and dice my dataset into individual days with ca. 3000 lines each and estimated each subset. Now, I nonetheless would like to run the VAR over the whole set. Is there any way I can extend the memory used by R? Perhaps forcing it? I am running R on a XP box with 1GB RAM. Many thanks for any pointers. Bernd ------------------ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
