R version 4.6.0 alpha (2026-04-07 r89797 ucrt) Copyright (C) 2026 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(testthat) > library(CORm) > test_check("CORm") Loaded 300 closes and 299 log returns from 'D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG\fileb0b85e6a497e.csv' Fitting Gaussian HMM... Fitting Student-t HMM... ------------------------------------------------------------ CLOCK OF REGIMES -- SUMMARY ------------------------------------------------------------ Gaussian HMM log-likelihood : 960.0810614118 Student-t HMM log-likelihood: 959.8792961354 Loss threshold (alpha=0.0100): -0.02392966 Residence-weighted qbar : 0.01299383 Residence-weighted lambda : 0.01500000 Ruin bound (T=250) : 0.04755875 ------------------------------------------------------------ state mu_gaussian sigma_gaussian spell_gaussian mu_student sigma_student 1 0.006935173 0.005970462 4.012007 0.006977996 0.005816646 2 -0.001375259 0.009942261 23.445614 -0.001353885 0.008971894 nu_student cond_var_student spell_student epsilon q_tail 10 4.229171e-05 4.272252 0.015 0.0001704112 10 1.006186e-04 23.849675 0.015 0.0152909188 pi_quasi_stationary pi_residence 0.1519189 0.1519189 0.8480811 0.8480811 Output files written to: D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG - cor_analysis_report.txt - cor_state_summary.csv - gaussian_transition_matrix.csv - student_t_transition_matrix.csv - cor_Q_operator.csv - cor_K_generator.csv - cor_N_fundamental_matrix.csv - student_t_decoded_states.csv Loaded 300 closes and 299 log returns from 'D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG\fileb0b86d6d2036.csv' Fitting Gaussian HMM... Fitting Student-t HMM... ------------------------------------------------------------ CLOCK OF REGIMES -- SUMMARY ------------------------------------------------------------ Gaussian HMM log-likelihood : 960.0810614118 Student-t HMM log-likelihood: 959.8792961354 Loss threshold (alpha=0.0100): -0.02392966 Residence-weighted qbar : 0.01299383 Residence-weighted lambda : 0.01500000 Ruin bound (T=250) : 0.04755875 ------------------------------------------------------------ state mu_gaussian sigma_gaussian spell_gaussian mu_student sigma_student 1 0.006935173 0.005970462 4.012007 0.006977996 0.005816646 2 -0.001375259 0.009942261 23.445614 -0.001353885 0.008971894 nu_student cond_var_student spell_student epsilon q_tail 10 4.229171e-05 4.272252 0.015 0.0001704112 10 1.006186e-04 23.849675 0.015 0.0152909188 pi_quasi_stationary pi_residence 0.1519189 0.1519189 0.8480811 0.8480811 Output files written to: D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG - cor_analysis_report.txt - cor_state_summary.csv - gaussian_transition_matrix.csv - student_t_transition_matrix.csv - cor_Q_operator.csv - cor_K_generator.csv - cor_N_fundamental_matrix.csv - student_t_decoded_states.csv Loaded 300 closes and 299 log returns from 'D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG\fileb0b842bc11cd.csv' Fitting Gaussian HMM... Fitting Student-t HMM... ------------------------------------------------------------ CLOCK OF REGIMES -- SUMMARY ------------------------------------------------------------ Gaussian HMM log-likelihood : 960.0810614118 Student-t HMM log-likelihood: 959.8792961354 Loss threshold (alpha=0.0100): -0.02392966 Residence-weighted qbar : 0.01299383 Residence-weighted lambda : 0.01500000 Ruin bound (T=250) : 0.04755875 ------------------------------------------------------------ state mu_gaussian sigma_gaussian spell_gaussian mu_student sigma_student 1 0.006935173 0.005970462 4.012007 0.006977996 0.005816646 2 -0.001375259 0.009942261 23.445614 -0.001353885 0.008971894 nu_student cond_var_student spell_student epsilon q_tail 10 4.229171e-05 4.272252 0.015 0.0001704112 10 1.006186e-04 23.849675 0.015 0.0152909188 pi_quasi_stationary pi_residence 0.1519189 0.1519189 0.8480811 0.8480811 Output files written to: D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG/cor_test_45240 - cor_analysis_report.txt - cor_state_summary.csv - gaussian_transition_matrix.csv - student_t_transition_matrix.csv - cor_Q_operator.csv - cor_K_generator.csv - cor_N_fundamental_matrix.csv - student_t_decoded_states.csv Loaded 300 closes and 299 log returns from 'D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG\fileb0b82c1c44d7.csv' Fitting Gaussian HMM... Fitting Student-t HMM... ------------------------------------------------------------ CLOCK OF REGIMES -- SUMMARY ------------------------------------------------------------ Gaussian HMM log-likelihood : 960.0810614118 Student-t HMM log-likelihood: 959.8792961354 Loss threshold (alpha=0.0100): -0.02392966 Residence-weighted qbar : 0.01299383 Residence-weighted lambda : 0.01500000 Ruin bound (T=250) : 0.04755875 ------------------------------------------------------------ state mu_gaussian sigma_gaussian spell_gaussian mu_student sigma_student 1 0.006935173 0.005970462 4.012007 0.006977996 0.005816646 2 -0.001375259 0.009942261 23.445614 -0.001353885 0.008971894 nu_student cond_var_student spell_student epsilon q_tail 10 4.229171e-05 4.272252 0.015 0.0001704112 10 1.006186e-04 23.849675 0.015 0.0152909188 pi_quasi_stationary pi_residence 0.1519189 0.1519189 0.8480811 0.8480811 Loaded 300 closes and 299 log returns from 'D:\temp\2026_04_08_08_00_17_25324\Rtmp8cozfG\fileb0b817bc2e01.csv' Fitting Gaussian HMM... Fitting Student-t HMM... ------------------------------------------------------------ CLOCK OF REGIMES -- SUMMARY ------------------------------------------------------------ Gaussian HMM log-likelihood : 960.0810614118 Student-t HMM log-likelihood: 959.8792961354 Loss threshold (alpha=0.0100): -0.02392966 Residence-weighted qbar : 0.01299383 Residence-weighted lambda : 0.01500000 Ruin bound (T=250) : 0.04755875 ------------------------------------------------------------ state mu_gaussian sigma_gaussian spell_gaussian mu_student sigma_student 1 0.006935173 0.005970462 4.012007 0.006977996 0.005816646 2 -0.001375259 0.009942261 23.445614 -0.001353885 0.008971894 nu_student cond_var_student spell_student epsilon q_tail 10 4.229171e-05 4.272252 0.015 0.0001704112 10 1.006186e-04 23.849675 0.015 0.0152909188 pi_quasi_stationary pi_residence 0.1519189 0.1519189 0.8480811 0.8480811 [ FAIL 0 | WARN 0 | SKIP 0 | PASS 66 ] > > proc.time() user system elapsed 3.79 0.37 4.14