On 05/03/2019 08:54, Berwin A Turlach wrote:
G'day all,

I have daily scripts running to install the patched version of the
current R version and the development version of R on my linux box
(Ubuntu 18.04.2 LTS).

The last development version that was successfully compiled and
installed was "R Under development (unstable) (2019-02-25 r76159)" on
26 February.  Since then the script always fails as a regression test
seems to fail.  Specifically, in the tests/ subdirectory of my build
directory I have a file reg-tests-1d.Rout.fail which ends with:

## checking ar.yw.default() multivariate case
estd <- ar(unclass(y) , aic = FALSE, order.max = 2) ## Estimate VAR(2)
es.d <- ar(unclass(y.), aic = FALSE, order.max = 2, na.action=na.pass)
stopifnot(exprs = {
+     all.equal(est$ar[1,,], diag(0.8, 2), tol = 0.08)# seen 0.0038
+     all.equal(est[1:6], es.[1:6], tol = 5e-3)
+     all.equal(estd$x.mean, es.d$x.mean, tol = 0.01) # seen 0.0023
+     all.equal(estd[c(1:3,5:6)],
+               es.d[c(1:3,5:6)], tol = 1e-3)## seen {1,3,8}e-4
+     all.equal(lapply(estd[1:6],unname),
+               lapply(est [1:6],unname), tol = 2e-12)# almost identical
+     all.equal(lapply(es.d[1:6],unname),
+               lapply(es. [1:6],unname), tol = 2e-12)
+ })
Error: lapply(es.d[1:6], unname) and lapply(es.[1:6], unname) are not equal:
   Component "aic": Mean relative difference: 3.297178e-12
Execution halted

Would it be possible to make this tolerance more lenient?  In case it
matters, I am configuring R to be compiled using Openblas and this test
fails for the 64 bit installation, the 32 bit installation seems to
pass all tests.

Happy to provide any more information/context that might be needed.

The version of OpenBLAS is always helpful (a couple of bugs were fixed recently that impacted the checks in R packages).

I have a x86_64 Linux build with OpenBLAS 0.3.5 that I use for the 'Additional issues' in package checking, and that passes its checks (and has ca weekly for years, even with the buggy versions of OpenBLAS).

Some aspects of the RNG were changed in r76160: to isolate change that you can (with current R-devel) use

setenv _R_RNG_VERSION_ 3.5.0

and re-check.

--
Brian D. Ripley,                  rip...@stats.ox.ac.uk
Emeritus Professor of Applied Statistics, University of Oxford

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