Running examples in ‘rcss-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: FastAddDual
> ### Title: Fast additive duals
> ### Aliases: FastAddDual
> 
> ### ** Examples
> 
> ## Bermuda put option
> grid <- as.matrix(cbind(rep(1, 81), c(seq(20, 60, length = 81))))
> disturb <- array(0, dim = c(2, 2, 100))
> disturb[1, 1,] <- 1
> quantile <- qnorm(seq(0, 1, length = (100 + 2))[c(-1, -(100 + 2))])
> disturb[2, 2,] <- exp((0.06 - 0.5 * 0.2^2) * 0.02 + 0.2 * sqrt(0.02) * quantile)
> weight <- rep(1 / 100, 100)
> control <- matrix(c(c(1, 2),c(1, 1)), nrow = 2)
> reward <- array(data = 0, dim = c(81, 2, 2, 2, 50))
> in_money <- grid[, 2] <= 40
> reward[in_money, 1, 2, 2,] <- 40
> reward[in_money, 2, 2, 2,] <- -1
> for (tt in 1:50){
+   reward[,,2,2,tt] <- exp(-0.06 * 0.02 * (tt - 1)) * reward[,,2,2,tt] 
+ }
> scrap <- array(data = 0, dim = c(81, 2, 2))
> scrap[in_money, 1, 2] <- 40
> scrap[in_money, 2, 2] <- -1
> scrap[,,2] <- exp(-0.06 * 0.02 * 50) * scrap[,,2]
> r_index <- matrix(c(2, 2), ncol = 2)
> bellman <- FastBellman(grid, reward, scrap, control, disturb, weight, r_index)
At dec: 50...49...48...47...46...45...44...43...42...41...40...39...38...37...36...35...34...33...32...31...30...29...28...27...26...25...24...23...22...21...20...19...18...17...16...15...14...13...12...11...10...9...8...7...6...5...4...3...2...1...0...Done.
> suppressWarnings(RNGversion("3.5.0"))
> set.seed(12345)
> start <- c(1, 36) ## starting state
> path_disturb <- array(0, dim = c(2, 2, 100, 50))
> path_disturb[1, 1,,] <- 1
> rand1 <- rnorm(100 * 50 / 2)
> rand1 <- as.vector(rbind(rand1, -rand1))  ## anti-thetic disturbances
> path_disturb[2, 2,,] <- exp((0.06 - 0.5 * 0.2^2) * 0.02 + 0.2 * sqrt(0.02) * rand1)
> path <- PathDisturb(start, path_disturb)
> ## Reward function
> RewardFunc <- function(state, time) {
+     output <- array(data = 0, dim = c(nrow(state), 2, 2))
+     output[,2, 2] <- exp(-0.06 * 0.02 * (time - 1)) * pmax(40 - state[,2], 0)
+     return(output)
+ }
> policy <- FastPathPolicy(path, grid, control, RewardFunc, bellman$expected)
> ## Scrap function
> ScrapFunc <- function(state) {
+     output <- array(data = 0, dim = c(nrow(state), 2))
+     output[,2] <- exp(-0.06 * 0.02 * 50) * pmax(40 - state[,2], 0)
+     return(output)
+ }
> ## Subsimulation disturbances
> subsim <- array(0, dim = c(2, 2, 100, 100, 50))
> subsim[1,1,,,] <- 1
> rand2 <- rnorm(100 * 100 * 50 / 2)
> rand2 <- as.vector(rbind(rand2, -rand2))
> subsim[2,2,,,] <- exp((0.06 - 0.5 * 0.2^2) * 0.02 + 0.2 * sqrt(0.02) * rand2)
> subsim_weight <- rep(1 / 100, 100)
> ## Additive duals
> mart <- FastAddDual(path, subsim, subsim_weight, grid, bellman$value, ScrapFunc)
Additive duals at dec: 0...1...2...3...4...5...6...7...8...9...
 *** caught segfault ***
address 0x56479fad3220, cause 'invalid permissions'

Traceback:
 1: FastAddDual(path, subsim, subsim_weight, grid, bellman$value,     ScrapFunc)
An irrecoverable exception occurred. R is aborting now ...
Segmentation fault