Re: [R] Erro: cannot allocate vector of size 216.0 Mb
Dear all, I have some news. First, i sucessfully installed Ubuntu 8.04 LTS in my notebook with R too. The problem simply disappeared. Now, i can embed my 1.000.000 observations time-series even in 20 dimensions without problem, in the same notebook. I'm writing this message to encourage people migrating to Ubuntu. W$ e M$ are shit. Thank you all. Regards, jamaj 2008/7/21 José Augusto Jr. [EMAIL PROTECTED]: Dear all, Thank you by your attention. 1) I'm using a Core 2 Duo CPU with 2MB physical memory and Windows Vista 2) The main function, that´s causing the error, is embedd(x=data,d,t). 3) The time series that i´m using has 1.000.000 observations of real numbers. 4) Sometimes the function works, sometimes, not. Some things i´m doing: 1) I have put x - NULL and gc() in the end of each memory-intensive routine (embedding), to release memory. 2) I installed Ubuntu linux in the same machine and will try the same routine. Efective men use Unix :) And my plans to the future: 3) If this not work, i will try to rewrite the code to reduce memory requirements. 4) If this not work, i will try to parallelize the code, by using snow ou Rmpi, something like this. 5) If this not work, i will try to use a cluster, with sufficient memory to let this work. Any suggestions? Many thanks. Regards, jamaj 2008/7/21, Prof Brian Ripley [EMAIL PROTECTED]: On Mon, 21 Jul 2008, Uwe Ligges wrote: Several questions: - Before we go ahead: Are you sure 3 Gb are sufficient for your problem? - Which OS (I guess Windows)? (The only platform on which these functions are supported.) - Which version of R (let's assume R-2.7.1)? - Is your Windows 3GB enabled in the boot flags, or is it a 64-bit version of Windows? (No, or the default memory limit would be higher than 1.5Gb. R by default uses as high a memory limit as is sensible if (as here) the address space is the limiting factor.) Best wishes, Uwe Ligges José Augusto Jr. wrote: Please, I have a 2GB computer and a huge time-series to embedd, and i tried increasing memory.limit() and memory.size(max=TRUE), but nothing. Just before the command: memory.size(max=TRUE) [1] 13.4375 memory.limit() [1] 1535.875 gc() used (Mb) gc trigger (Mb) max used (Mb) Ncells 209552 5.6 407500 10.9 35 9.4 Vcells 125966 1.0 786432 6.0 496686 3.8 I increased the memory limit: memory.limit(3000) NULL memory.limit() [1] 3000 memory.size() [1] 11.33070 memory.size(max=TRUE) [1] 13.4375 gc() used (Mb) gc trigger (Mb) max used (Mb) Ncells 209552 5.6 407500 10.9 35 9.4 Vcells 125964 1.0 786432 6.0 496686 3.8 And even trying to increase the memory.limits, i still get and error. Any sugestions? Thanks in advance. jama __ 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. __ 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. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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.
Re: [R] Erro: cannot allocate vector of size 216.0 Mb
Dear all, Thank you by your attention. 1) I'm using a Core 2 Duo CPU with 2MB physical memory and Windows Vista 2) The main function, that´s causing the error, is embedd(x=data,d,t). 3) The time series that i´m using has 1.000.000 observations of real numbers. 4) Sometimes the function works, sometimes, not. Some things i´m doing: 1) I have put x - NULL and gc() in the end of each memory-intensive routine (embedding), to release memory. 2) I installed Ubuntu linux in the same machine and will try the same routine. Efective men use Unix :) And my plans to the future: 3) If this not work, i will try to rewrite the code to reduce memory requirements. 4) If this not work, i will try to parallelize the code, by using snow ou Rmpi, something like this. 5) If this not work, i will try to use a cluster, with sufficient memory to let this work. Any suggestions? Many thanks. Regards, jamaj 2008/7/21, Prof Brian Ripley [EMAIL PROTECTED]: On Mon, 21 Jul 2008, Uwe Ligges wrote: Several questions: - Before we go ahead: Are you sure 3 Gb are sufficient for your problem? - Which OS (I guess Windows)? (The only platform on which these functions are supported.) - Which version of R (let's assume R-2.7.1)? - Is your Windows 3GB enabled in the boot flags, or is it a 64-bit version of Windows? (No, or the default memory limit would be higher than 1.5Gb. R by default uses as high a memory limit as is sensible if (as here) the address space is the limiting factor.) Best wishes, Uwe Ligges José Augusto Jr. wrote: Please, I have a 2GB computer and a huge time-series to embedd, and i tried increasing memory.limit() and memory.size(max=TRUE), but nothing. Just before the command: memory.size(max=TRUE) [1] 13.4375 memory.limit() [1] 1535.875 gc() used (Mb) gc trigger (Mb) max used (Mb) Ncells 209552 5.6 407500 10.9 35 9.4 Vcells 125966 1.0 786432 6.0 496686 3.8 I increased the memory limit: memory.limit(3000) NULL memory.limit() [1] 3000 memory.size() [1] 11.33070 memory.size(max=TRUE) [1] 13.4375 gc() used (Mb) gc trigger (Mb) max used (Mb) Ncells 209552 5.6 407500 10.9 35 9.4 Vcells 125964 1.0 786432 6.0 496686 3.8 And even trying to increase the memory.limits, i still get and error. Any sugestions? Thanks in advance. jama __ 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. __ 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. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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.
Re: [R] portfolio optimization problem - use R
You could try the fPortfolio package. Wish helps. jamaj 2008/7/21, fzp2008 [EMAIL PROTECTED]: How to use R to solve the optimisaton problem Minimize: ½*w^T*omega*w+mu^T*w+c^T(w-w0) for ww0 long position ½*w^T*omega*w+mu^T*w-c^T(w-w0) for ww0 short position W: is the update weight of portfolio Wo is the initial weight of portfolio Omega is the variance covariance matrix mu is the vector of return rate of stocks in the portfolio C is the vector coefficient of transaction cost Is it a quandratic programming problem? Then how to write the objective function? Or any other method to solve this? -- View this message in context: http://www.nabble.com/portfolio-optimization-problem---use-R-tp18570399p18570399.html Sent from the R help mailing list archive at Nabble.com. __ 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. __ 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.
[R] Erro updating HTML package descriptions in packages.html
Dear all, I have just installed the new version of R 2.7.1 and when i first instaled some packages it asked me to create a personal directory. It installed the packages, but not the html help page (packages.html) The downloaded packages are in C:\Users\jamaj\AppData\Local\Temp\Rtmp4MTuXN\downloaded_packages updating HTML package descriptions Warning message: In file.create(f.tg) : cannot create file 'C:\PROGRA~1\R\R-27~1.1/doc/html/packages.html', reason 'Permission denied' How can i fix the packages.html file to reflect the packages' instalation? Thanks in advance. José Augusto M. de Andrade Jr. (jamaj) Quant. Finance Researcher FEA-RP - University of São Paulo __ 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.
Re: [R] Erro updating HTML package descriptions in packages.html
Dear all, Unfortunately, i´m running as administrator. So, i cannot run R in an upper level than this one i am already running. jamaj 2008/7/20 Gabor Grothendieck [EMAIL PROTECTED]: Read the VISTA HOW TO section of this page: http://batchfiles.googlecode.com On Sun, Jul 20, 2008 at 12:48 PM, José Augusto Jr. [EMAIL PROTECTED] wrote: Dear all, I have just installed the new version of R 2.7.1 and when i first instaled some packages it asked me to create a personal directory. It installed the packages, but not the html help page (packages.html) The downloaded packages are in C:\Users\jamaj\AppData\Local\Temp\Rtmp4MTuXN\downloaded_packages updating HTML package descriptions Warning message: In file.create(f.tg) : cannot create file 'C:\PROGRA~1\R\R-27~1.1/doc/html/packages.html', reason 'Permission denied' How can i fix the packages.html file to reflect the packages' instalation? Thanks in advance. José Augusto M. de Andrade Jr. (jamaj) Quant. Finance Researcher FEA-RP - University of São Paulo __ 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. __ 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.
[R] Erro: cannot allocate vector of size 216.0 Mb
Please, I have a 2GB computer and a huge time-series to embedd, and i tried increasing memory.limit() and memory.size(max=TRUE), but nothing. Just before the command: memory.size(max=TRUE) [1] 13.4375 memory.limit() [1] 1535.875 gc() used (Mb) gc trigger (Mb) max used (Mb) Ncells 209552 5.6 407500 10.9 35 9.4 Vcells 125966 1.0 786432 6.0 496686 3.8 I increased the memory limit: memory.limit(3000) NULL memory.limit() [1] 3000 memory.size() [1] 11.33070 memory.size(max=TRUE) [1] 13.4375 gc() used (Mb) gc trigger (Mb) max used (Mb) Ncells 209552 5.6 407500 10.9 35 9.4 Vcells 125964 1.0 786432 6.0 496686 3.8 And even trying to increase the memory.limits, i still get and error. Any sugestions? Thanks in advance. jama __ 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.
