R help - Aug 2008 - an interesting finding on Hurst exponent estimation from fSeries

Dear R Users,

I am using code from the following links to do Hurst exponent estimation.
link:
http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php?rev=1&root=rmetrics&view=rev
file: LongRangeDependence.R

Take a look at the following run:
> x<-(cos((1:200)/10))
> rsFit(diff(x,15))@hurst$H
[1] 1.027420
> aggvarFit(diff(x,15))@hurst$H
[1] 0.02301331

First of all, can anyone cast a light on the drastically different results 
(obviously, the R/S fit is just wrong) ?

Further, can anyone recommend something which is more stable ? This code 
appears to be part of fSeries tho it doesnt appear if one installs and 
loads that package. Instead, one has to source the R code directly from 
the .R file.

Thanks in advance,
Tolga

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