[R] R getting "Killed" while running VAR model

[Vivek Singh]

I am using *R version 3.0.2* (2013-09-25) on Ubuntu desktop (*Ubuntu
14.04.4 LTS*). I am running *var model *on a matrix with 199 columns and
604800 rows. The server has 12 core and 32GB of memory. When the model is
running, i checked CPU and Memory consumption using 'htop' linux command. I
observe all the cores are being used and memory memory usage is on average
17GB out of 32GB. After running the model for about an hour, the system
kills the R process. Following the output:

*> library("vars")*
*> vmodel=VAR(only_variables_without_missing, p = 1, type ="both")*
*Killed*

Please help.



Regards,

Vivek Kumar Singh

PhD student,
Information Systems Decision Sciences,
MUMA College of Business,
USF
Phone- (813) 5809131
Web: http://vivek4.myweb.usf.edu/

On Tue, May 31, 2016 at 4:41 PM, Uwe Ligges <ligges at statistik.tu-dortmund.de
> wrote:

> Wild guess: You have huge and high dimensional VAR models, i.e. the
> matrices get huge and you use huge amounts of memory and you use more than
> what is available physically. The operating system protects itself by
> killing processes in such a case...
>
> Best,
> Uwe Ligges
>
>
>
> On 31.05.2016 20:29, Vivek Singh wrote:
>
>> Hi,
>>
>> I am using VARS (vector autoregressive model). The process gets killed
>> after running for sometime. Following is the output of R.
>>
>> vivek at isds-research:~/cloudAuction/padding/panel$ cat var.Rout
>>
>> R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
>> Copyright (C) 2013 The R Foundation for Statistical Computing
>> Platform: x86_64-pc-linux-gnu (64-bit)
>>
>> R is free software and comes with ABSOLUTELY NO WARRANTY.
>> You are welcome to redistribute it under certain conditions.
>> Type 'license()' or 'licence()' for distribution details.
>>
>>   Natural language support but running in an English locale
>>
>> R is a collaborative project with many contributors.
>> Type 'contributors()' for more information and
>> 'citation()' on how to cite R or R packages in publications.
>>
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>> Type 'q()' to quit R.
>>
>> [Previously saved workspace restored]
>>
>> data=read.csv("output1.csv")
>>> attach(data)
>>> only_variables= subset(data, select=c(-date,-hour,-minute,-sec))
>>>
>>> library("vars")
>>>
>> Loading required package: MASS
>> Loading required package: strucchange
>> Loading required package: zoo
>>
>> Attaching package: ‘zoo’
>>
>> The following objects are masked from ‘package:base’:
>>
>>     as.Date, as.Date.numeric
>>
>> Loading required package: sandwich
>> Loading required package: urca
>> Loading required package: lmtest
>>
>>> summary(VAR(only_variables, p = 1, type ="both"))
>>>
>> *Killed*
>>
>>         [[alternative HTML version deleted]]
>>
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