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

[Jeff Newmiller]

1. Don't allocate it. 

2. If it was, would it make a difference? 

Seriously, some algorithms need more memory than others, and some packages are more wasteful than others. R is not monolithic... sometimes you just have to roll up your sleeves or buy more memory. 
-- 
Sent from my phone. Please excuse my brevity.

On June 8, 2016 7:51:00 AM PDT, Vivek Singh <vivek4 at mail.usf.edu> wrote:
>I checked the issue on different forums like stackoverflow. The issue
>is
>related to Out Of Memory (OOM) linux feature which kills processes that
>consume large memory and swap. I started to monitor the memory and swap
>consumption while VAR model was running. The R consumed all 32 GB of
>RAM
>memory and then 20 GB of swap. I have only 32GB of RAM and 20GB of swap
>in
>my server. Then the R was killed.
>
>So, i have two queries:
>
>1. Is there a way to limit the amount of memory used by R so that it
>runs
>for longer time?
>
>2. Is it some sort of inefficiency of garbage collector in R?
>
>
>
>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 Wed, Jun 8, 2016 at 10:13 AM, Vivek Singh <vivek4 at mail.usf.edu>
>wrote:
>
>> 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.
>>>>
>>>> Type 'demo()' for some demos, 'help()' for on-line help, or
>>>> 'help.start()' for an HTML browser interface to help.
>>>> 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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>>>> 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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>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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>PLEASE do read the posting guide
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>and provide commented, minimal, self-contained, reproducible code.

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