Yup. I should have stated such in my first post. I read years ago that it is recorded somewhere(?) that a king in the Indus Valley awarded the king of Persia 10,000 of his subjects and there is some indication that this occured more than once. Somehow they made their way from Iran through Egypt and into Europe and were called Gypsies by the Europeans because they believed they came from Egypt.
As others have stated, their Indian origin is widely accepted. However, what I found new about this is the extensive DNA testing. A series on one of the educational channels a few years back focused on their history, they the proof of the linkage was primarily linguistic. I find this DNA work very interesting indeed. Thank you.