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我有以下RccpArmadillo函数运行良好，如果我在一个CPU核心上执行它。但是如果我使用多个内核，那么R将会崩溃。到目前为止我创建的所有其他Rcpp函数在几个核心上运行良好（使用foreach），但只有RccpArmadillo似乎有问题。任何想法如何解决这个问题？RcppArmadillo在几个CPU核心
cppFunction('double augmentedDickeyFullerCpp(NumericVector a, NumericVector b, double gamma, double mu, int lags) {
if (gamma < 0) {
return 0;
}
int n = a.size()-1;
int lags2 = lags + 1;
// first rows, then columns
NumericMatrix x(n-lags2,lags2);
NumericMatrix zdifflag(n-lags2+1,lags2);
NumericVector diff(n);
NumericVector zdiff(n-lags2+1);
NumericVector residuals(n+1);
residuals[0] = a[0] - gamma * b[0] - mu;
// residuals a is y and b is x
for(int i = 1; i < n+1; i++) {
residuals[i] = a[i] - gamma * b[i] - mu;
diff[i-1] = residuals[i] - residuals[i-1];
}
for(int i = 0; i < n-lags2+1; i++) {
zdifflag[0,i] = residuals[i+lags2-1];
}
for(int j = 0; j < n-lags2+1; j++) {
for(int i = 0; i < lags2; i++) {
x(j,i) = diff[j+lags2-1-i];
if (i > 0) {
zdifflag(j,i) = x(j,i);
}
}
zdiff[j] = x(j,0);
}
int length = zdifflag.nrow(), k = zdifflag.ncol();
arma::mat X(zdifflag.begin(), length, k, false); // reuses memory and avoids extra copy
arma::colvec y(zdiff.begin(), zdiff.size(), false);
arma::colvec coef = arma::solve(X, y); // fit model y ~ X
arma::colvec res = y - X*coef; // residuals
// std.errors of coefficients
//arma::colvec res = y - X*coef[0];
// sqrt(sum(residuals^2)/(length - k))
double s2 = std::inner_product(res.begin(), res.end(), res.begin(), 0.0)/(length - k);
arma::colvec std_err = arma::sqrt(s2 * arma::diagvec(arma::pinv(arma::trans(X)*X)));
return coef[0]/std_err[0];
}',depends = "RcppArmadillo", includes="#include <RcppArmadillo.h>")