Vumani Dlamini wrote: > Dear listers, > Am currently using MCMC approaches to estimate some parameters of my model. > One parameter has to be updated using a tuned gamma distribution. So at each > iteration I estimate the mean and variance of the density of the gamma > approximation using "vmmin" (i also supply the gradient argument). For > moderate replications the procedure works, but if I increase them R crashes. > If instead of the tuned gamma density i use the adaptive rejection sampling > procedure by Gilks and Wild (downloaded from their website) the procedure > returns the results for any number of replications, thus I suspected that > there was a memory leak in "vmmin". I am not an expert in "C" and am only a > windows user. Have tried some of the debugging tools available to us windows > users: gdb, mpatrol, duma without success. Am not sure whether this is a > bug. > > Version 2.3.1 (2006-06-01) > Windows XP > > Regards, Vumani > > > > Rgui.exe caused an Access Violation at location 100dec2f in module R.dll > Reading from location 3ff7c27d. > > Registers: > eax=000063ac ebx=01e773a0 ecx=3ff7c27a edx=00000002 esi=01e254b4 > edi=00000002 > eip=100dec2f esp=00e0ecb0 ebp=00e0ed78 iopl=0 nv up ei pl nz na pe > nc > cs=001b ss=0023 ds=0023 es=0023 fs=003b gs=0000 > efl=00000202 > > Call stack: > 100DEC2F R.dll:100DEC2F SET_TAG > 100E0527 R.dll:100E0527 Rf_allocVector > 100E0D37 R.dll:100E0D37 R_alloc > 100F2ACA R.dll:100F2ACA vmmin > 023F5E96 gem.dll:023F5E96 weibullMH > 10088C33 R.dll:10088C33 do_dotcall > 100B8827 R.dll:100B8827 Rf_eval > 100BA4D2 R.dll:100BA4D2 do_set > 100B86CB R.dll:100B86CB Rf_eval > 100BA5D5 R.dll:100BA5D5 do_begin > 100B86CB R.dll:100B86CB Rf_eval > 100BB8EB R.dll:100BB8EB Rf_applyClosure > 100B85F8 R.dll:100B85F8 Rf_eval > 100BA4D2 R.dll:100BA4D2 do_set > 100B86CB R.dll:100B86CB Rf_eval > 100DB51C R.dll:100DB51C Rf_ReplIteration > 100DBAA6 R.dll:100DBAA6 run_Rmainloop > 004013CF Rgui.exe:004013CF > 00401316 Rgui.exe:00401316 > 00401518 Rgui.exe:00401518 > 00401236 Rgui.exe:00401236 > 00401288 Rgui.exe:00401288 > 7C816D4F kernel32.dll:7C816D4F RegisterWaitForInputIdle > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
It's not clear to my why you suspect "vmmin" (aka BFGS) rather than how you are using said function? Can you provide a re-producible example as the posting guide asks? Also, are you using "optim" in R? Or are you calling vmmin from C-code? Again, an example would clear up many of the questions you have asked. --sundar ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
