R Under development (unstable) (2024-01-31 r85845 ucrt) -- "Unsuffered Consequences"
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> library(fracdiff)
> 
> set.seed(1)
> ##  examples(fdSperio)
> mem.long <- fracdiff.sim(1500, d = 0.3)
> spm <- fdSperio(mem.long$series)
> str(spm, digits=6)
List of 3
 $ d     : num 0.189757
 $ sd.as : num 0.048145
 $ sd.reg: num 0.0319748
> 
> set.seed(8)
> ##  examples(fdGPH)
> mem.l2 <- fracdiff.sim(1024, d = 0.25)
> fdGPH(mem.l2$series)
$d
[1] 0.2357737

$sd.as
[1] 0.1346387

$sd.reg
[1] 0.1209971

> 
> diffserie0 <- fracdiff:::diffseries0 # the old slow for()-loop one
> stopifnot(exprs = {
+     all.equal(diffserie0(1:20, d = 1), c(-9.5, rep(1, 20-1)), tol = 1e-15)
+     all.equal(diffseries(1:20, d = 1), c(-9.5, rep(1, 20-1)), tol = 1e-13) # fft
+     all.equal(diffserie0(-10:10, d = 0), -10:10, tol = 1e-15)
+     all.equal(diffseries(-10:10, d = 0), -10:10, tol = 1e-13)
+     all.equal(diffserie0(-10:10, d = 1/2),
+               diffseries(-10:10, d = 1/2), tol = 1e-13) # see 4.3e-16 on 64b-Lnx
+ })
> 
> set.seed(123)
> ## example(diffseries)
> mem.l3 <- fracdiff.sim(80, d = 0.3)
> mGPH <- fdGPH(mem.l3$series)
> r0 <- diffserie0(mem.l3$series, d = mGPH$d)
> r. <- diffseries(mem.l3$series, d = mGPH$d)
> print(r0, digits = 4)
 [1] -0.761863 -0.648357  1.156142  0.254446  0.205702  1.790090  1.061263
 [8] -0.727289 -0.711688 -0.641284  0.969069  0.581372  0.643513  0.406330
[15] -0.308041  1.804514  1.121691 -1.376291  0.516945 -0.296126 -1.079355
[22] -0.539937 -1.294863 -1.253349 -1.235765 -2.351131 -0.223510 -0.376664
[29] -1.579870  0.473816  0.201878 -0.440213  0.602163  0.889618  1.028929
[36]  1.031588  0.971153  0.386139 -0.015032 -0.256695 -0.707172 -0.421774
[43] -1.471215  1.610035  1.508302 -0.597359 -0.429911 -0.591076  0.550370
[50]  0.002532  0.255906  0.042294 -0.017154  1.366683  0.206105  1.723059
[57] -0.901849  0.538978  0.339388  0.422938  0.616481 -0.192038 -0.254046
[64] -1.031030 -1.378216 -0.226398  0.183380 -0.022056  0.848218  2.268592
[71]  0.286371 -1.954859  0.551967 -0.638054 -0.878345  0.681981 -0.196609
[78] -1.287879 -0.267172 -0.392858
> r <- all.equal(r0, r., tol = 0, countEQ = TRUE) # average rel.error, seen ~ 3.5e-16
> if(is.character(r) && as.numeric(sub(".*: ", '', r)) > 4e-15)
+     print(r)
> stopifnot(all.equal(r0, r., tol = 1e-13))
> print(acf(r0)) #

Autocorrelations of series 'r0', by lag

     0      1      2      3      4      5      6      7      8      9     10 
 1.000  0.239  0.045  0.198 -0.051 -0.039 -0.024 -0.055 -0.093 -0.115 -0.084 
    11     12     13     14     15     16     17     18     19 
-0.067 -0.197 -0.168  0.081 -0.068 -0.016  0.098 -0.061 -0.042 
> mtext("(shouldn't show structure - ideally)")
> 
> cat("Time used: ", proc.time(),"\n") # for ``statistical reasons''
Time used:  0.31 0.12 0.42 NA NA 
> 
> proc.time()
   user  system elapsed 
   0.31    0.12    0.42