[Rd] corMatrix crashes with corARMA structure (PR#9952)

From: <btyner_at_gmail.com>
Date: Wed, 10 Oct 2007 16:35:24 +0200 (CEST)


Full_Name: Benjamin Tyner
Version: 2.6.0 RC 2007-10-01 r43043
OS: WinXP
Submission from: (NULL) (171.161.224.10)

platform       i386-pc-mingw32                       
arch           i386                                  
os             mingw32                               
system         i386, mingw32                         
status         RC                                    
major          2                                     
minor          6.0                                   
year           2007                                  
month          10                                    
day            01                                    
svn rev        43043                                 
language       R                                     
version.string R version 2.6.0 RC (2007-10-01 r43043)

I have seen this in other versions/platforms as well. Brian Ripley informs me the segfault is in corStruct.c

Code to reproduce:

n <- 100

# example from Box and Jenkins p. 83
arcoefs <- c(0.8)
macoefs <- c(-0.6)
p <- length(arcoefs)
q <- length(macoefs)

require(nlme)
tmp <- corARMA(value=c(arcoefs,macoefs), form=~1, p=p, q=q) Sigma <- corMatrix(tmp, covariate = 1:n) # segfault



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