Error: C stack usage 7970184 is too close to the limit

Question

I would like to compute the RSI function, which is given as follows:

RSI = 100 * RS / ( 1 + RS ), where        RS = n_up / n_down

                             and   n_up( t ) = ( 1 - b ) *   n_up( t - 1 )
                                             +       b   *      U( t     ),

                             and n_down( t ) = ( 1 - b ) * n_down( t - 1 )
                                             +       b   *      D( t     ).  

                             where    U( t ) = 1  for P( t ) >  P( t - 1 ) and
                                               0  otherwise;

                             and      D( t ) = 1  for P( t ) <  P( t - 1 ) and
                                               0  otherwise.

So here is my code:

p <- data[,6]


rsi <- function(P,t,n)
{
  U <- function(P,t)
  {
    if (diff(P)[t] > 0) 
    {
      return(1)
    } else {
      return(0)
    }
  }

  D <- function(P,t)
  {
    if (diff(P)[t] < 0) 
    {
      return(1)
    } else {
      return(0)
    }
  }

  recursive.n_up <- function(P,t,b)
  {
    return((1-b)*recursive.n_up(P,t-1,b) + b*U(P,t))
  }

  recursive.n_down <- function(P,t,b)
  {
    return((1-b)*recursive.n_down(P,t-1,b) + b*D(P,t))  
  }

  b <- 2/(n+1)
  rs <- function(P,t,b)
  {
    return(recursive.n_up(P,t,b)/recursive.n_down(P,t,b))
  }
  return(100*rs(P,t,b)/(1+rs(P,t,b)))
}

n <- 14
RSI <- rep(0,length(p)-1)
for (i in 1:length(RSI))
{
  RSI[i] <- rsi(p,i,n)
}

print(RSI)

I get a message error stating:

C stack usage 7970184 is too close to
the limit

So I want to know is my algo design very bad or is this something to expect while using recursive functions? Thank you to help me out to solve this problem.

Answer 1

I completely agree with the previous answer provided byuser3666197; you don't have a stop condition in your recursive function. It will go on and on and on ....

In addition, you do something very inefficient in the function. You calculate

return( 100 *       rs( P, t, b )
            / ( 1 + rs( P, t, b )
              )
        )  

So rs(...) is being calculated twice with exactly the same parameters. Why not this:

Z <- rs( P, t, b )
return( 100 * Z / ( 1 + Z )

You will have to integrate a proper stop condition.