I have had the following problem with R 2.10, 2.13.1, and 2.13.2, running on
Ubuntu linux 10.04, xubuntu 11.10, and a version of Redhat (I think 5).
rnorm.sobol is producing impossible random values, and occasionally the
routine crashes. Here are samples of the output and the crash message.
library(fOptions)
Zs <- rnorm.sobol(50, dimension=1)
produces this:
[,1]
[1,] 0.000000e+00
[2,] -3.550884e-28
[3,] -3.550884e-28
[4,] 7.297639e+37
[5,] -6.740677e+01
[6,] 7.297639e+37
[7,] -6.740677e+01
[8,] 3.648857e-09
[9,] NaN
etc.
Sometimes I get a segfault:
Rmetrics Package fOptions (2140.79) loaded.
*** caught segfault ***
address (nil), cause 'memory not mapped'
Traceback:
1: .Fortran("sobol", as.double(qn), as.integer(n), as.integer(dimension),
as.double(.getfOptionsEnv(".rnorm.sobol.seed")$quasi),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$ll),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$count),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$sv),
as.integer(scrambling),
as.integer(.getfOptionsEnv(".rnorm.sobol.seed")$seed), as.integer(init),
as.integer(1), PACKAGE = "fOptions")
2: rnorm.sobol(cohortsize, dimension = 1, init = FALSE)
3: eval.with.vis(expr, envir, enclos)
4: eval.with.vis(ei, envir)
5: source("monte.R")
Here is my sessionInfo()
R version 2.10.1 (2009-12-14)
x86_64-pc-linux-gnu
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=C LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] fOptions_2100.76 fBasics_2100.78 MASS_7.3-5
timeSeries_2110.87
[5] timeDate_2110.87
>
Thanks,
Bob
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