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I am trying to do parallel computing using the apply family of functions with the following lines of code. The objective is to fit each column of the silum_ matrix to my specification and when I check

dim((simul_[,1]))

I get "NULL" which causes the problem with the apply function. The complete code is the following:

## Library
lib_vec = c("MSGARCH", "matrixStats", "parallel")
invisible(lapply(lib_vec, f_install_load_lib)) 

## seed
set.seed(1234)

MSGARCH model Specification from the MSGARCH package

MSGARCH_spec <- CreateSpec(variance.spec = list(model = c("sGARCH", "sGARCH")),
                            distribution.spec = list(distribution = c("norm",
                                                                      "norm")),
                            switch.spec = list(do.mix = FALSE, K = NULL),
                            constraint.spec = list(fixed = list(), 
                                                   regime.const = NULL),
                            prior = list(mean = list(), sd = list()))

MSGARCH fitting: the sp500

sp500 = rnorm(1000)
MSgarch_fit <- FitML(data = sp500, spec = MSGARCH_spec)

Simulating MSGARCH Log_returns

nsim <- 100 # number of simulations
nahead <- 1000 # size of each simualtion
MS_simul <- simulate(MSgarch_fit, nsim = nsim, nahead = nahead, n.start = 500, 
                     nburn = 100)
simul_ <- MS_simul$draw # retrieving the simulated data


Parallel computing settings

n_cores <- detectCores()
cl <- makeCluster(n_cores[1] - 1)

fitting each simulation by parallel computing with the apply functions

fitt_ <- parApply(cl, X = simul_, MARGIN = 2, FUN = FitML, spec = MSGARCH_spec)

stopCluster(cl)

The error I get is :

Error in checkForRemoteErrors(val) : 
  7 nodes produced errors; first error: NULL value passed as symbol address

I think that I am quite lost and would very much appreciate any help :)

sn-one
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  • It seems it has something to do with `Rcpp`, maybe this thread is helpful? https://stackoverflow.com/questions/25062383/cant-run-rcpp-function-in-foreach-null-value-passed-as-symbol-address – starja Sep 28 '20 at 14:07
  • I didn't find any solution there. But thanks. – sn-one Sep 29 '20 at 07:38

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