[R] Bug report for fracdiff

Ajay Shah ajayshah at mayin.org
Tue Feb 17 12:20:19 CET 2004

I was sniffing in the fracdiff library (this is for fractionally integrated
ARMA processes; Haslett and Raftery 1989).

The documentation suggests that one tries the following simple example:

ts.test <- fracdiff.sim( 5000, ar = .2, ma = -.4, d = .3)
fracdiff( ts.test$series, nar = length(ts.test$ar), nma = length(ts.test$ma))

When I run this, I get the following error:

R --vanilla < demo.R > demo.out
Warning message: 
unable to compute correlation matrix in: switch(temp$info, warning("warning in gamma function"), warning("singular Hessian"),  

This doesn't look nice. Should I be worried? Is this a bug report? Does
R have a system like Debian's `reportbug' for submitting bugs.

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