Hello everyone, I do not know if it is the right place to ask this question. Let me know if it is not the case. I use the arma function under linux and sun solaris. On some dataset (not all), I have the following problem on sun solaris: "gradient is exactly zero! numerical_hessian: 1st derivative: criterion = NA for theta[1] = -0.500583" Valgrind has detected no problem on linux, by purify has the following error: Reading 8 bytes from 0xffbfdca0. Frame pointer 0xffbfdca0 Address 0xffbfdca0 is 0 bytes above stack pointer in function kalman_arma_finish. SBR: Stack array bounds read (36 times) This is occurring while in: numerical_hessian [libgretl-1.0.so.0] kalman_arma_finish [arma.so] kalman_arma [arma.so] arma_model [arma.so] arma [libgretl-1.0.so.0] I watched quickly the numerical_hessian function and saw a strange line #define RSTEPS 4 gretl_matrix *numerical_hessian (const double *b, int n, BFGS_CRIT_FUNC func, void *data, int *err) { ... double Dx[RSTEPS]; double Hx[RSTEPS]; ... int r = RSTEPS; /* number of Richardson steps */ ... ... for (m=0; m<r-1; m++) { for (k=0; k<r-m; k++) { ==> Dx[k] = (Dx[k+1] * p4m - Dx[k]) / (p4m - 1); ==> Hx[k] = (Hx[k+1] * p4m - Hx[k]) / (p4m - 1); } p4m *= 4; } ... } In the previous lines, if m = 0, k will be equal to r - 1 at the end of the loop. So k+1 = (r - 1) + 1 = r = 4 which is not legal in Dx[k+1]. I am not a specialist in mathematical so my question is: "It is a true bug or there is something I missed" ? The version used is 1.9.1 but the lines are the same in the 1.9.5. I cannot have access to the code or the data at the moment. Thank in advance Olivier