[R] R crashes using quantreg censored estimation (method fcen)

Malte Brockmann malte.brockmann at ebs.edu
Thu Nov 29 13:32:28 CET 2007


Thanks for your advice, Gavin. I hope to comply with the posting guide this time.

With "crashing" I meant that the R-session is simply terminated without an error message (Vista, R2.6.1 and R2.5.1 with precompiled packages, sessionInfo see below). I could reproduce the error on a linux machine (R2.5.1-1 for which I have compiled the packages on my own). On the linux machine I at least get the following error message:

*** caught segfault ***
address (nil), cause 'unknown'

Traceback:
 1: .Fortran("xys", as.integer(m), as.integer(n), as.integer(p),     as.integer(R), as.integer(m + 5), as.integer(p + 2), as.double(x),     as.double(y), as.double(tau), as.double(tol), flag = integer(R),     coef = double(p * R), resid = double(m), integer(m), double((m +         5) * (p + 2)), double(m), as.integer(1), sol = double((p +         2)), dsol = double(m), lsol = as.integer(0), xx = double(m *         p), yy = double(m), as.integer(s), PACKAGE = "quantreg")
 2: boot.rq.xy(x, y, s, tau)
 3: boot.rq(x[s, ], y[s], tau, ...)
 4: summary.fcrq(model.powell, R = r)
 5: summary(model.powell, R = 1e+06)

I used the following command to generate the model:
model.powell <- rq(y ~ x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9, method="fcen", data=data_test)
summary(model.powell, R=1000000)

I used 1000000 replications to make sure that the error is triggered

I uploaded the data to www.esbf.de/quantreg/data_test.RData






-----Ursprüngliche Nachricht-----
Von: Gavin Simpson [mailto:gavin.simpson at ucl.ac.uk] 
Gesendet: Donnerstag, 29. November 2007 11:45
An: Malte Brockmann
Cc: r-help at stat.math.ethz.ch
Betreff: Re: [R] R crashes using quantreg censored estimation (method fcen)

On Thu, 2007-11-29 at 09:09 +0100, Malte Brockmann wrote:
> Dear List,
> 
> my R session crashes if I repeatedly run the summary function on a
> quantreg object generated using the censored estimation method or if I
> set the number of bootstrap repititions reasonably high. Are there any
> known incompabilities between quantreg and Windows Vista & AMD64? The
> error is reproducable using R 2.6.1 and R 2.5.1.

Err, what does this have to do with Jared's reply to Max's posting about
suitable textbooks and R?

Please don't jump on a thread to ask your own question. Start your own
thread.

If you want people to help you with your problem, you are probably going
to have to give a reproducible example - "my R session crashes" is way
below what is requested in the posting guide. Even the statements about
what you did are not enough - people need to be able to reproduce your
problem on their machines.

Read the posting guide (URL in the footer of this email) and resend a
message to the list - a new one mind, so you start a new thread. And
make sure you include a reproducible example. If you can't send your
data, try it with one of the data sets that come with quantreg and if it
fails with that also, use that data set in your example.

You should also consider contacting the maintainer of quantreg.

HTH

G

> 
> > sessionInfo()
> R version 2.6.1 (2007-11-26) 
> i386-pc-mingw32 
> 
> locale:
> LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods
> base     
> 
> other attached packages:
> [1] quantreg_4.10 SparseM_0.74
> 
> Thanks,
> Malte 
> ______________________________________________
> R-help at 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 at 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.
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