Dear all,
I encountered the following problem with fSeries library ver.220.10063
using R 2.1.1 on WinXPSP1 Athlon 1800+ machine
> x = armaSim(model = list(d=0.3), n = 1000)
> fit = armaFit(x ~ fracdiff(0, 0))
Error in n + M : non-numeric argument to binary operator
I believe it is due to the following fragment of code of armaFit
fun = match.fun(paste(".", tsmodel, "Fit", sep = ""))
filter = 100
fit = fun(x = ts, order = order, include.mean = include.mean,
method = method[1], fixed = fixed, M = M, h = h, ...)
Parameter filter is not known inside the body of fun
where we can find
debugging in: fun(x = ts, order = order, include.mean = include.mean, method
= method[1],
fixed = fixed, M = M, h = h, ...)
debug: {
M = filter
here 'filter' is treated as a name of the existing function, not an intended
integer numeber and results in crash while calling .fracdiff function
Best regards
Piotrek Z
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