RStudio IDE crashes after running a GARCH(1,1)-simulation with Stan (rstan) on Windows 10

Crash Information:

Description of crash -

Hi, all,

I have recently upgraded my R version on a Windows 10 machine from 3.6.0 to 4.1.0. I am a frequent user of Stan (rstan). In particular I have a working GARCH(1,1)-code for time series simulations from 2.2 Modeling temporal heteroscedasticity | Stan User’s Guide which worked well before. I keep on increasing the amount of empirical data available on the input list. After the ugrade of R to version 4.1.0 my R sessions with the Stan-GARCH(1,1)-code on RStudio invariably crash, for no apparent reason, independent of the notebook (equipped with Windows 10) on which I run the R session. Some help in this matter would be much appreciated.

Many thanks.

Cheers, Henk

Steps to reproduce -

System Information:

  • RStudio Edition: Desktop
  • RStudio Version: 1.4.1103
  • OS Version: Windows 10, Version 21H1
  • R Version: 4.1.0
  • Your sessionInfo(): Impossible to provide as session crashed. Cf. screenshot appended.

Crash Report:

Impossible to provide as session crashed. Cf. screenshot appended.

Also:

Screenshot appended.

From Troubleshooting Guide: RStudio Crashed

RStudio 1.4.1717 is recommended for R 4.1. It is the latest release version.

Hi, @EconProf , many thanks for your suggestion to upgrade RStudio to version 1.4.1717. Having done so, my 1930-lines-*.Rmd-code continues crashing when the GARCH(1,1)-simulation with rstan is to be run with a Student-t-likelihood. I will isolate this simulation in order to identify the cause for this problem. Cheers.

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