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$ma))
When I run this, I get the following error:
R --vanilla < demo.R > demo.out
Warning message:
unable to compute correlation matrix in: switch(temp$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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