[R] Bug report for fracdiff

Uwe Ligges ligges at statistik.uni-dortmund.de
Tue Feb 17 17:55:34 CET 2004

Ajay Shah wrote:

> 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:
> library(fracdiff)
> 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))

Works on Windows with R-1.8.1 with the recent version of fracdiff 1.1-1 
compiled with gcc-3.3.1. (you haven't told us any version information).

> 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.

Yes, see ?bug.report, but for contributed packages you should contact 
the package maintainer directly, library(help = fracdiff) tells you who 
it is ...

Uwe Ligges

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