Error: Mat::init(): requested size is too large; suggest to enable ARMA_64BIT_WORD
I understand that this is due to large matrix error which should be the issue from the RcppArmadillo package. The sample code that run into issue as below.
library(glmnet)
library(ExclusiveLasso)
N = 80000 # number of observations
p = 35 # number of variables
# random generated X
X = matrix(rnorm(N*p), ncol=p)
# standardization : mean = 0, std=1
X = scale(X)
# artificial coefficients
beta = c(0.15,-0.33,0.25,-0.25,0.05,0,0,0,0.5,0.2,
0.15,-0.33,0.25,-0.25,0.05,0,0,0,0.5,0.2,
0.15,-0.33,0.25,-0.25,0.05,0,0,0,0.5,0.2,
1, -0.2, 0.2, 0.1, 0.5)
# Y variable, standardized Y
y = X%*%beta + rnorm(N, sd=0.5)
#y = scale(y)
# group index for X variables
v.group <- rep(1:10, length.out = 35 )
#--------------------------------------------
# Model with a given lambda
#--------------------------------------------
# exclusive lasso
ex <- exclusive_lasso(X, y,lambda = 0.2,
groups = v.group, family="gaussian",
intercept = F)
I am running into the error of
Error: Mat::init(): requested size is too large; suggest to enable ARMA_64BIT_WORD
I understand that this is due to large matrix error which should be the issue from the RcppArmadillo package. The sample code that run into issue as below.