G'day all. I'm a new user of R -- but an arms-length user, as I'm running it from Octave via the ROctave interface that Duncan Temple Lang wrote some years ago and Stephan Van Der Walt recently updated for use with Octave 2.1.71. I'm using R version 2.1.1. ROctave uses libR.so to provide the interface. My system is Ubuntu linux 5.10 and I'm using the packages that come with this distro.
I'm getting a protection stack overflow error when recursively calculating AR(p) time series models using the arima() function. The recursion is involved because I calculate a new model with each new time series data point. (I'm trying to reproduce some results in a research paper and this is what they're doing.) I've tried setting the expressions parameter to a higher number using options(expressions=500000) but I'm still getting this problem with stack overflow. I can get about 400-odd iterations and then the overflow error appears. I yet haven't tried running the recursion natively in R, and I realise I should do that. Your advice would be much appreciated. Cheers, Paul. ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
