我正在使用glmnet和glmnetcr来拟合序数回归模型。
不幸的是，我的模型矩阵是〜640000 *5000。它大于可以存储在32位整数中的值，并且遇到了其他人描述的相同问题：R vector size limit: "long vectors (argument 5) are not supported in .C"
如果我只使用一半的数据，则可以在具有足够内存的本地服务器上运行它，而不会出现问题。
我已经尝试过使用dotCall64包在上述文章中实现“解决方案”。我用.C64替换了.Fortran调用，并为每个变量指定了数据类型。但是，每次我运行代码时，我要么得到无意义的lambda值（9.9e35）要么出现以下段错误：
*捕获了段错误* 地址0x1511aaeb0，导致“内存未映射”
我得到哪一个，确切的地址每次都不同，所以我认为在实施此解决方案时做错了什么。
这是函数lognet（）中到目前为止的代码（该函数最终由glmnetcr和glmnet调用，并将变量传递给fortran代码）
.Fortran("lognet", parm = alpha, nobs, nvars, nc, as.double(x),
y, offset, jd, vp, cl, ne, nx, nlam, flmin, ulam, thresh,
isd, intr, maxit, kopt, lmu = integer(1), a0 = double(nlam *
nc), ca = double(nx * nlam * nc), ia = integer(nx),
nin = integer(nlam), nulldev = double(1), dev = double(nlam),
alm = double(nlam), nlp = integer(1), jerr = integer(1),
PACKAGE = "glmnet")
.C64("lognet", SIGNATURE = c("double","int", "int", "int", "int64",
"double","double","int", "double","double"
"int", "int", "int", "double","double",
"double","int", "int", "int", "int",
"int", "double","double","int", "int",
"double","double","double","int", "int"),
parm = alpha, nobs, nvars, nc, as.double(x),
y, offset, jd, vp, cl, ne, nx, nlam, flmin, ulam, thresh,
isd, intr, maxit, kopt, lmu = integer(1), a0 = double(nlam * nc), ca = double(nx * nlam * nc), ia = integer(nx),
nin = integer(nlam), nulldev = double(1), dev = double(nlam),
alm = double(nlam), nlp = integer(1), jerr = integer(1),
PACKAGE = "glmnet")
library(glmnetcr)
library(dotCall64)
x1 <- cbind(c(0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1),c(0,0,0,1,0,1,1,1,0,0,0,0,0,1,1,1),c(0,0,1,0,1,0,1,1,0,0,0,0,1,0,1,1),c(0,1,0,0,1,1,0,1,0,0,0,0,1,1,0,1),c(0,0,0,0,0,0,1,1,0,0,0,0,0,0,1,1),c(0,0,0,0,0,1,0,1,0,0,0,0,0,1,0,1),c(0,0,0,0,1,0,0,1,0,0,0,0,1,0,0,1))
y1 <- c(0,0,0,1,1,1,2,2,0,1,0,1,1,2,1,2)
testA <- glmnetcr(x=x1,y=y1,method = "forward", nlambda=10,lambda.min.ratio=0.001, alpha =1,maxit = 500,standardize=FALSE)
使用原始lognet（）代码运行此命令不会产生任何问题。 使用修改后的lognet（）代码运行它会导致奇怪的lambda值估计和/或段错误（似乎是随机发生的）。我的第一个猜测是，我输入了一个错误的变量，但是我经历了两次所有操作，看不到问题所在。另一个选择是，底层的fortran代码无法处理64位整数。我知道fortran为零，即使是这种情况，我也不知道如何开始解决问题。
答案 0 :(得分：2)
因此，我联系了glmnet的软件包维护者。他们曾经有过转换为.C64的经验。有了他们的帮助和一点点摆弄，我得以使以下代码正常工作。为此，我创建了一个名为glmnet64的新函数，该函数调用了另一个新函数lognet64而不是原始的lognet调用。 lognet64与原始lognet函数相同，但是用以下内容替换了.Fortran调用：
.C64("lognet", SIGNATURE = c("double", "integer","integer","integer","double",
"double", "double", "integer","double", "double",
"integer","integer","integer","double", "double",
"double", "integer","integer","integer","integer",
"integer","double", "double", "integer","integer",
"double", "double", "double","integer","integer"),
parm = alpha,nobs, nvars, nc, as.double(x),
y, offset, jd, vp, cl,
ne, nx, nlam, flmin, ulam,
thresh, isd, intr, maxit, kopt,
lmu = integer(1), a0 = double(nlam * nc),
ca = double(nx * nlam * nc), ia = integer(nx), nin = integer(nlam),
nulldev = double(1), dev = double(nlam), alm = double(nlam),
nlp = integer(1), jerr = integer(1),
INTENT = c(rep("rw",4),"r",rep("rw",15),rep("w",10)),
PACKAGE = "glmnet",
NAOK = TRUE)
关键似乎是正确指定了所有变量类型。能够在.Fortran调用之前使用browser（）来获得正确的权限。另外，通过指定INTENT并设置NAOK = TRUE（如预期的那样）可以提高速度。肯定会推荐那些。