[Rcpp-devel] Segfault error during simulation in Rcpp

Matteo Fasiolo matteo.fasiolo at gmail.com
Mon May 6 13:15:27 CEST 2013 

Hi All,

 I am trying to simulate from the following model:

Y_t = Pois( phi * N_t );
N_t = r * N_{t-1} * exp( -N_{t-1}^theta + e_t )
e_t ~ Norm(0, sigma)

so I have written a Rcpp function with prototype:

genRickerCpp(int days, int nSimul, int nBurn, NumericMatrix params)

where:

days = length of each simulated path
nSimul = number of simulated paths
nBurn = number of simulations I'm going to discard before storing
            each path
params = matrix of input parameters that can be either 1 by 4 (in which
              case all the paths are simulated using the same parameters)
              or nSimul by 4 (in which case each path uses a different
              vector of parameters)

This is my code:

#include <Rcpp.h>

using namespace Rcpp;

// [[Rcpp::export]]
NumericMatrix genRickerCpp(int days, int nSimul, int nBurn, NumericMatrix
params)
{
  int nParams = params.ncol();
  int totDays = nBurn + days;
  bool multiParams = false;

  if(nParams != 4) stop("Wrong number of parameters");
  if(params.nrow() > 1) { multiParams = true; }
  if(multiParams == true && params.nrow() != nSimul)
      stop("Number of parameters vectors is different from the number of
simulations");

  double r = exp(params(0, 0));
  double theta = exp(params(0, 1));
  double sigma = exp(params(0, 2));
  double phi = exp(params(0, 3));

  NumericVector procNoise( rnorm( totDays * nSimul ) );
  NumericVector initState( runif( nSimul ) );
  NumericMatrix output( nSimul, days );

  NumericVector::iterator noiseIter = procNoise.begin();
  NumericVector::iterator initIter = initState.begin();

  double currState;

  for(int iRow = 0; iRow < nSimul; iRow++, initIter++)
  {

   if( multiParams == true )
   {
    r = exp(params(iRow, 0));
    theta = exp(params(iRow, 1));
    sigma = exp(params(iRow, 2));
    phi = exp(params(iRow, 3));
   }

   currState = *initIter;

   for(int iCol = 1; iCol <= nBurn; iCol++, noiseIter++){
     currState = r * currState * exp( - pow( currState, theta ) +
*noiseIter * sigma );
   }

   output(iRow, 0) = rpois(1, phi * currState)[0];

   for(int iCol = 1; iCol < days; iCol++, noiseIter++){
     currState = r * currState * exp( - pow( currState, theta ) +
*noiseIter * sigma );
     output(iRow, iCol) = rpois(1, phi * currState)[0];
   }

  }

  return output;

}


the function seems to work well, I tried to compare the output the an
equivalent R function
and I get the same results. The problem is that if I run it a lot of times:

library(Rcpp)
sourceCpp("~/Desktop/genRickerCpp.cpp")

for(ii in 1:10^6){
data <- genRickerCpp(days = 1, nSimul = 1, nBurn = 1,
                     params = matrix(log(c(r = exp(3.8), theta = 1, sigma =
0.3, phi = 10)), 1, 4))
data <- as.numeric(data)
}

occasionally R crashes with error:

 *** caught segfault ***
address 0x28, cause 'memory not mapped'

the strange thing is that in most cases I can call it 10^6 times without
any error.
I tried to go through the code in gdb, but I didn't see anything wrong. I
also ran the previous
R code in valgrind, and there I get the following errors while the code is
running:

==3031== Invalid read of size 1
==3031==    at 0x4EF7BF1: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20c8 is 1,688 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==
==3031== Invalid read of size 8
==3031==    at 0x4EF7F89: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20e8 is 1,720 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==
==3031== Invalid read of size 8
==3031==    at 0x4EF7FA8: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20f8 is 1,736 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==
==3031== Invalid read of size 8
==3031==    at 0x4EF7FC6: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20d0 is 1,696 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==
==3031== Invalid read of size 8
==3031==    at 0x4EF7F7C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20f0 is 1,728 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==
==3031== Invalid read of size 1
==3031==    at 0x4EF7E34: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20c8 is 1,688 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==
==3031== Invalid read of size 1
==3031==    at 0x4EF7C27: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF7CE5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EF8894: Rf_duplicate (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4EA79E7: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25B08: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2791F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2958C: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F61FA2: Rf_ReplIteration (in /usr/lib/R/lib/libR.so)
==3031==  Address 0xebd20c9 is 1,689 bytes inside a block of size 1,968
free'd
==3031==    at 0x4C2A82E: free (in
/usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==3031==    by 0x4F644AC: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F67965: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F6933E: Rf_allocVector (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4E7468C: PutRNGstate (in /usr/lib/R/lib/libR.so)
==3031==    by 0xDD2017D: sourceCpp_74073_genRickerCpp (random.h:71)
==3031==    by 0x4EEBEC5: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F25BCC: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F28E0C: Rf_applyClosure (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2588F: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F2779F: ??? (in /usr/lib/R/lib/libR.so)
==3031==    by 0x4F259AE: Rf_eval (in /usr/lib/R/lib/libR.so)
==3031==


The only thing that I understand is that probably there is an invalid read
somewhere,
but I went through the code several times and I even re-wrote everything
from
scratch and I can't find anything wrong. Given that I'm a C++/Rcpp beginner
I guess that probably I'm doing a systematic error in my code, maybe you
can point it
out to me.
Finally I'm running my code on Ubuntu 12.04 (precise) 64-bit and R version
2.15.3.
Thanks a lot.

Matteo
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