* using log directory 'd:/RCompile/CRANincoming/R-devel/ExtremeRisks.Rcheck' * using R Under development (unstable) (2025-04-21 r88169 ucrt) * using platform: x86_64-w64-mingw32 * R was compiled by gcc.exe (GCC) 14.2.0 GNU Fortran (GCC) 14.2.0 * running under: Windows Server 2022 x64 (build 20348) * using session charset: UTF-8 * checking for file 'ExtremeRisks/DESCRIPTION' ... OK * this is package 'ExtremeRisks' version '0.0.4' * checking CRAN incoming feasibility ... [12s] WARNING Maintainer: 'Simone Padoan ' Insufficient package version (submitted: 0.0.4, existing: 0.0.4) Found the following (possibly) invalid URLs: URL: http://ensai.fr/en/equipe/stupfler-gilles/ (moved to https://ensai.fr/en/equipe/stupfler-gilles/) From: man/EBTailIndex.Rd man/ExpectMES.Rd man/HTailIndex.Rd man/HypoTesting.Rd man/MLTailIndex.Rd man/MomTailIndex.Rd man/MultiHTailIndex.Rd man/QuantMES.Rd man/estExpectiles.Rd man/estExtLevel.Rd man/estMultiExpectiles.Rd man/expectiles.Rd man/extMultiQuantile.Rd man/extQuantile.Rd man/predExpectiles.Rd man/predMultiExpectiles.Rd man/rbtimeseries.Rd man/rmdata.Rd man/rtimeseries.Rd Status: 301 Message: Moved Permanently For content that is 'Moved Permanently', please change http to https, add trailing slashes, or replace the old by the new URL. The Description field contains Stupfler (2020) , Padoan and Stupfler (2020) , Daouia et al. (2018) , Please refer to arXiv e-prints via their arXiv DOI . The Date field is over a month old. * checking package namespace information ... OK * checking package dependencies ... OK * checking if this is a source package ... OK * checking if there is a namespace ... OK * checking for hidden files and directories ... OK * checking for portable file names ... OK * checking whether package 'ExtremeRisks' can be installed ... OK * checking installed package size ... OK * checking package directory ... OK * checking for future file timestamps ... OK * checking DESCRIPTION meta-information ... OK * checking top-level files ... OK * checking for left-over files ... OK * checking index information ... OK * checking package subdirectories ... OK * checking code files for non-ASCII characters ... OK * checking R files for syntax errors ... OK * checking whether the package can be loaded ... OK * checking whether the package can be loaded with stated dependencies ... OK * checking whether the package can be unloaded cleanly ... OK * checking whether the namespace can be loaded with stated dependencies ... OK * checking whether the namespace can be unloaded cleanly ... OK * checking loading without being on the library search path ... OK * checking use of S3 registration ... OK * checking dependencies in R code ... OK * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking R code for possible problems ... [19s] OK * checking Rd files ... NOTE checkRd: (-1) estMultiExpectiles.Rd:30: Lost braces 30 | \item If \code{var=TRUE} then an estimate of the asymptotic variance-covariance matrix of the \code{d}-dimensional expecile estimator is computed. If the data are regarded as \code{d}-dimensional temporal independent observations coming from dependent variables. Then, the asymptotic variance-covariance matrix is estimated by the formulas in section 3.1 of Padoan and Stupfler (2020). In particular, the variance-covariance matrix is computed exploiting the asymptotic behaviour of the relative explectile estimator appropriately normalized and using a suitable adjustment. This is achieved through \code{varType="asym-Ind-Adj"}. The data can also be regarded as code{d}-dimensional temporal independent observations coming from independent variables. In this case the asymptotic variance-covariance matrix is diagonal and is also computed exploiting the formulas in section 3.1 of Padoan and Stupfler (2020). This is achieved through \code{varType="asym-Ind"}. | ^ checkRd: (-1) predMultiExpectiles.Rd:33: Lost braces 33 | \item If \code{var=TRUE} then an estimate of the asymptotic variance-covariance matrix of the \eqn{tau'_n}-\emph{th} \code{d}-dimensional expectile is computed. Notice that the estimation of the asymptotic variance-covariance matrix \bold{is only available} when \eqn{\gamma} is estimated using the Hill estimator (see \link{MultiHTailIndex}). The data are regarded as temporal independent observations coming from dependent variables. The asymptotic variance-covariance matrix is estimated exploiting the formulas in Section 3.2 of Padoan and Stupfler (2020). The variance-covariance matrix is computed exploiting the asymptotic behaviour of the normalized expectile estimator which is expressed in logarithmic scale. In addition, a suitable adjustment is considered. This is achieved through \code{varType="asym-Ind-Adj-Log"}. The data can also be regarded as code{d}-dimensional temporal independent observations coming from independent variables. In this case the asymptotic variance-covariance matrix is diagonal and is also computed exploiting the formulas in Section 3.2 of Padoan and Stupfler (2020). This is achieved through \code{varType="asym-Ind-Log"}. If \code{varType="asym-Ind-Adj"}, then the variance-covariance matrix is computed exploiting the asymptotic behaviour of the relative expectile estimator appropriately normalized and exploiting a suitable adjustment. This concerns the case of dependent variables. The case of independent variables is achieved through \code{varType="asym-Ind"}. | ^ checkRd: (-1) sp500.Rd:5: Escaped LaTeX specials: \& * checking Rd metadata ... OK * checking Rd line widths ... OK * checking Rd cross-references ... OK * checking for missing documentation entries ... OK * checking for code/documentation mismatches ... OK * checking Rd \usage sections ... OK * checking Rd contents ... OK * checking for unstated dependencies in examples ... OK * checking contents of 'data' directory ... OK * checking data for non-ASCII characters ... OK * checking data for ASCII and uncompressed saves ... OK * checking examples ... OK * checking PDF version of manual ... [29s] OK * checking HTML version of manual ... OK * DONE Status: 1 WARNING, 1 NOTE