Running examples in ‘ArfimaMLM-Ex.R’ failed
The error most likely occurred in:

> ### Name: arfimaOLS
> ### Title: Arfima-OLS for repeated cross-sectional data and/or pooled
> ###   cross-sectional time-series data
> ### Aliases: arfimaOLS print.arfimaOLS print.summary.arfimaOLS
> ###   summary.arfimaOLS
> ### Keywords: ts manip models multivariate
> 
> ### ** Examples
> 
> require(fractal)
> require(fracdiff)
Loading required package: fracdiff
> 
> ### set basic parameters for simulation
> t = 100 # number of time points
> n = 500 # number of observations within time point
> N = t*n # total number of observations
> 
> ### generate fractional ARIMA Time Series for y_t, x1_t, z1_t, z2_t
> set.seed(123)
> y_t <- fracdiff.sim(t, d=0.4, mu=10)$series
> x1_t <- fracdiff.sim(t, d=0.3, mu=5)$series
> z1_t <- fracdiff.sim(t, d=0.1, mu=2)$series
> z2_t <- fracdiff.sim(t, d=0.25, mu=3)$series
> 
> ### simulate data
> data <- NULL; data$time <- rep(seq(1:t),each=n)
> data <- data.frame(data)
> data$x1 <- rnorm(N,rep(x1_t,each=n),2)
> data$x2 <- rnorm(N,0,40)
> data$z1 <- rnorm(N,rep(z1_t,each=n),3)
> data$z2 <- rep(z2_t,each=n)
> b1 <- 0.2+rep(rnorm(t,0,0.1),each=n)
> data$y <- (b1*data$x1-0.05*data$x2+0.3*rep(z1_t,each=n)
+             +0*data$z2+rnorm(N,rep(y_t,each=n),1))
> 
> 
> ### estimate models
> 
> # basic example
> m1 <- arfimaOLS(y.ydif ~ x1.xdif + x2 + z1.fd + z2.fd
+                 , data = data, timevar = "time")

 *** caught segfault ***
address d66c4d5e, cause 'memory not mapped'

Traceback:
 1: make.unique(as.character(rows))
 2: `[.data.frame`(y, c(m$yi, if (all.x) rep.int(1L, nxx), if (all.y) m$y.alone),     -by.y, drop = FALSE)
 3: y[c(m$yi, if (all.x) rep.int(1L, nxx), if (all.y) m$y.alone),     -by.y, drop = FALSE]
 4: merge.data.frame(data, data.merged, by = timevar)
 5: merge(data, data.merged, by = timevar)
 6: arfimaPrep(data = data, timevar = timevar, varlist.mean = varlist$mean,     varlist.fd = varlist$fd, varlist.xdif = varlist$xdif, varlist.ydif = varlist$ydif,     d = d, arma = arma, ecmformula = ecmformula, decm = decm,     drop = drop)
 7: arfimaOLS(y.ydif ~ x1.xdif + x2 + z1.fd + z2.fd, data = data,     timevar = "time")
An irrecoverable exception occurred. R is aborting now ...