It looks like my attached files didn't go through, so I'll put them in a public Dropbox folder instead; optim_rhelp.tar.gz<http://dl.dropbox.com/u/1113102/optim_rhelp.tar.gz>
Thanks, I'll run a compiled binary of the C++ code through Valgrind & see what it reports, then perhaps I'll try an Rscript execution of the R code calling the C++ in optim (not sure if Valgrind can process that though!). It does seem to be a memory error of some kind, since occasionally the OS pops up a crash report referencing a segmentation fault after optim crashes the R session. Though it is strange that the code has never crashed from a straight .C call in R, or when run from a compiled C++ binary. - Paul On 4 November 2012 09:35, Patrick Burns <pbu...@pburns.seanet.com> wrote: > That is a symptom of the C/C++ code doing > something like using memory beyond the proper > range. It's entirely possible to have crashes > in some contexts but not others. > > If you can run the C code under valgrind, > that would be the easiest way to find the > problem. > > Pat > > > On 03/11/2012 18:15, Paul Browne wrote: > >> Hello, >> >> I am attempting to use optim under the default Nelder-Mead algorithm for >> model fitting, minimizing a Chi^2 statistic whose value is determined by a >> .C call to an external shared library compiled from C & C++ code. >> >> My problem has been that the R session will immediately crash upon >> starting >> the simplex run, without it taking a single step. >> >> This is strange, as the .C call itself works, is error-free (as far as I >> can tell!) & does not return NAN or Inf under any initial starting >> parameters that I have tested it with in R. It only ever crashes the R >> session when the Chi^2 function to be minimized is called from optim, not >> under any other circumstances. >> >> In the interests of reproducibility, I attach R code that reads attached >> data files & attempts a N-M optim run. The required shared library >> containing the external code (compiled in Ubuntu 12.04 x64 with g++ 4.6.3) >> is also attached. Calculating an initial Chi^2 value for a starting set of >> model parameters works, then the R session crashes when the optim call is >> made. >> >> Is there something I'm perhaps doing wrong in the specification of the >> optim run? Is it inadvisable to use external code with optim? There >> doesn't >> seem to be a problem with the external code itself, so I'm very stumped as >> to the source of the crashes. >> >> >> >> ______________________________**________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> >> PLEASE do read the posting guide http://www.R-project.org/** >> posting-guide.html <http://www.R-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> >> > -- > Patrick Burns > pbu...@pburns.seanet.com > twitter: @portfolioprobe > http://www.portfolioprobe.com/**blog <http://www.portfolioprobe.com/blog> > http://www.burns-stat.com > (home of 'Some hints for the R beginner' > and 'The R Inferno') > [[alternative HTML version deleted]] ______________________________________________ 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.
