pvargmm runs out of memory on small data set

Upon trying to use panelvar's pvargmm command R runs out of memory even when using a small (100 observation) dataset. The data-set was self-generated and the problem can be recreated by running the code below:



Y=rnorm(N, mean = 0, sd = 1)
X=rnorm(N, mean = 0, sd = 1)

Y2=rnorm(N, mean = 0, sd = 1)
X2=rnorm(N, mean = 0, sd = 1)

for (i in 2:N){






pvargmm(dependent_vars = c("v1", "v2"),
                             lags = 1,
                             transformation = "fod",
                             data = Data,
                             panel_identifier=c("id", "year"),
                             steps = c("twostep"),
                             system_instruments = FALSE,
                             max_instr_dependent_vars = 99,
                             max_instr_predet_vars = 99,
                             min_instr_dependent_vars = 2L,
                             min_instr_predet_vars = 1L,
                             collapse = FALSE

Upon running the error "cholmod error 'out of memory' ..." appears. What could be the issue?

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Related thread:

Thank you Mara.

I read the thread. Unfortunately a solution was not found. The user was asked to provide the data that caused the error. Perhaps now with the data a solution can be found. Information regarding pvargmm command can be accessed: https://rdrr.io/cran/panelvar/src/R/pvar.R. The error in specific is:

Error in .Arith.Csparse(e1, e2, .Generic, class. = "dgCMatrix") :
Cholmod error 'out of memory' at file ../Core/cholmod_memory.c, line 147

I have ran similar analysis before on other software, and there never were memory issues. Resolving the issue would be very helpful.

I am still trying to solve the issue. As a partial solution, reducing the lags reduces the presence of the error. However, even when the estimator runs correctly, the two and many step methods produce clearly biased output. Even the one step method produces clearly incorrect standard errors. Again the code of the method is here: https://rdrr.io/cran/panelvar/src/R/pvar.R

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