In reply to Christian H..

I occasionally see this problem with SGPLANEL. It seems like the Java virtual machine consumes a lot of RAM, so it can fail for larger data sets, especially if other processes on your machine (SAS, operating system, e-mail, browsers,...) are also consuming memory. The easiest fix it to increase the step size that is used to generate the polar curves. In the DATA step that creates the ROSES data, change the 0.05 to 0.1, like this:
do theta = 0 to 2*lcm(n,d)*constant("pi") by 0.1;

To prevent others from encountering this problem, I have updated the blog post to use the larger step size. Thanks.