[Rsiena-help] New Memory Issue

[Nate Doogan]

Hi group.

I have a very large time series. I am analyzing it by dividing it into small
sections. I estimate parameters for many small sections of time and combine
them using siena08(). I have done this using 54 individual estimations in
the past with little trouble on a machine with 4 gigabytes of RAM.

Recently, I have tried this again with no success. R spits out a memory
error, even if I use a machine with 8 gigabytes of memory and the 64bit
version of R and the OS. The problem is that all of the sienaFit objects
need to be loaded and there has to be enough memory left for siena08() to do
its job. I have tried breaking the estimations down into theoretically
interesting subsets, but that still results in a set of sienaFit objects of
size 40--still too big. Also, if I monitor the computer's RAM usage, it
clearly sky rockets when I load() the saved sienaFit objects. In fact, the
sienaFit objects appear to consume more memory than they have in the past.

I am currently using RSiena version 141. First, I want to confirm that
RSiena is actually storing more information in the sienaFit objects in
recent updates of the software. Second, if this is true, and short of
finding a machine with more RAM, does anyone have a suggestion for working
around the resulting problem? Thank you.

Nathan Doogan
Doctoral Student
The Ohio State University
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