* using log directory ‘/home/hornik/tmp/CRAN_special_noSuggests/PerformanceAnalytics.Rcheck’ * using R Under development (unstable) (2024-12-05 r87423) * using platform: x86_64-pc-linux-gnu * R was compiled by gcc-14 (Debian 14.2.0-1) 14.2.0 GNU Fortran (Debian 14.2.0-1) 14.2.0 * running under: Debian GNU/Linux trixie/sid * using session charset: UTF-8 * checking for file ‘PerformanceAnalytics/DESCRIPTION’ ... OK * checking extension type ... Package * this is package ‘PerformanceAnalytics’ version ‘2.0.8’ * package encoding: UTF-8 * checking CRAN incoming feasibility ... [6s/7s] OK * 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 executable files ... OK * checking for hidden files and directories ... OK * checking for portable file names ... OK * checking for sufficient/correct file permissions ... OK * checking whether package ‘PerformanceAnalytics’ can be installed ... [13s/13s] OK * used C compiler: ‘gcc-14 (Debian 14.2.0-3) 14.2.0’ * checking package directory ... OK * checking for future file timestamps ... OK * checking ‘build’ directory ... 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 ... [0s/0s] OK * checking whether the package can be loaded with stated dependencies ... [0s/0s] OK * checking whether the package can be unloaded cleanly ... [0s/0s] OK * checking whether the namespace can be loaded with stated dependencies ... [0s/0s] OK * checking whether the namespace can be unloaded cleanly ... [0s/0s] OK * checking loading without being on the library search path ... [0s/0s] 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 ... [23s/23s] OK * checking Rd files ... [1s/1s] OK * 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 ... [0s/0s] OK * checking LazyData ... OK * checking data for ASCII and uncompressed saves ... OK * checking line endings in C/C++/Fortran sources/headers ... OK * checking pragmas in C/C++ headers and code ... OK * checking compilation flags used ... OK * checking compiled code ... OK * checking sizes of PDF files under ‘inst/doc’ ... OK * checking installed files from ‘inst/doc’ ... OK * checking files in ‘vignettes’ ... OK * checking examples ... [2s/2s] ERROR Running examples in ‘PerformanceAnalytics-Ex.R’ failed The error most likely occurred in: > base::assign(".ptime", proc.time(), pos = "CheckExEnv") > ### Name: ETL > ### Title: calculates Expected Shortfall(ES) (or Conditional > ### Value-at-Risk(CVaR) for univariate and component, using a variety of > ### analytical methods. > ### Aliases: ETL ES CVaR > > ### ** Examples > > > if(!( Sys.info()[['sysname']]=="Windows") ){ + # if on Windows, cut and paste this example + + data(edhec) + + # first do normal ES calc + ES(edhec, p=.95, method="historical") + + # now use Gaussian + ES(edhec, p=.95, method="gaussian") + + # now use modified Cornish Fisher calc to take non-normal distribution into account + ES(edhec, p=.95, method="modified") + + # now use p=.99 + ES(edhec, p=.99) + # or the equivalent alpha=.01 + ES(edhec, p=.01) + + # now with outliers squished + ES(edhec, clean="boudt") + + # add Component ES for the equal weighted portfolio + ES(edhec, clean="boudt", portfolio_method="component") + + } # end CRAN Windows check Error in clean.boudt(na.omit(R[, column, drop = FALSE]), alpha = alpha, : requireNamespace("robustbase", quietly = TRUE) is not TRUE Calls: ES ... as.matrix -> Return.clean -> clean.boudt -> stopifnot Execution halted * checking for unstated dependencies in ‘tests’ ... OK * checking tests ... [1s/1s] ERROR Running ‘tinytest.R’ [0s/0s] Running the tests in ‘tests/tinytest.R’ failed. Complete output: > if ( requireNamespace("tinytest", quietly=TRUE) ){ + + tinytest::test_package("PerformanceAnalytics") + + } Loading required package: xts Loading required package: zoo Attaching package: 'zoo' The following objects are masked from 'package:base': as.Date, as.Date.numeric Attaching package: 'PerformanceAnalytics' The following object is masked from 'package:graphics': legend test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 0 tests test_CAPM.R................... 1 tests OK test_CAPM.R................... 2 tests OK Error in .coefficients(xRa[, n[1]], xRb[, n[2]], subset, method = method, : "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE Calls: ... SFM.coefficients -> apply -> FUN -> .coefficients -> stopifnot Execution halted * checking for unstated dependencies in vignettes ... OK * checking package vignettes ... OK * checking re-building of vignette outputs ... [22s/22s] ERROR Error(s) in re-building vignettes: ... --- re-building ‘PA_StandardErrors.pdf.asis’ using asis --- finished re-building ‘PA_StandardErrors.pdf.asis’ --- re-building ‘EstimationComoments.Rnw’ using Sweave Loading required package: xts Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric Attaching package: ‘PerformanceAnalytics’ The following object is masked from ‘package:graphics’: legend --- finished re-building ‘EstimationComoments.Rnw’ --- re-building ‘PA-charts.Rnw’ using Sweave Loading required package: xts Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric Attaching package: ‘PerformanceAnalytics’ The following object is masked from ‘package:graphics’: legend Error: processing vignette 'PA-charts.Rnw' failed with diagnostics: chunk 15 (label = tableCAPM) Error in .coefficients(xRa[, n[1]], xRb[, n[2]], subset, method = method, : "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE --- failed re-building ‘PA-charts.Rnw’ --- re-building ‘PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw’ using Sweave Loading required package: xts Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric Attaching package: ‘PerformanceAnalytics’ The following object is masked from ‘package:graphics’: legend Error: processing vignette 'PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw' failed with diagnostics: chunk 14 (label = tableCAPM) Error in .coefficients(xRa[, n[1]], xRb[, n[2]], subset, method = method, : "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE --- failed re-building ‘PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw’ --- re-building ‘PerformanceAnalyticsPresentation-UseR-2007.Rnw’ using Sweave Loading required package: xts Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric Attaching package: ‘PerformanceAnalytics’ The following object is masked from ‘package:graphics’: legend Error: processing vignette 'PerformanceAnalyticsPresentation-UseR-2007.Rnw' failed with diagnostics: chunk 12 (label = tableCAPM) Error in .coefficients(xRa[, n[1]], xRb[, n[2]], subset, method = method, : "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE --- failed re-building ‘PerformanceAnalyticsPresentation-UseR-2007.Rnw’ --- re-building ‘portfolio_returns.Rnw’ using Sweave Loading required package: xts Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric Attaching package: ‘PerformanceAnalytics’ The following objects are masked _by_ ‘.GlobalEnv’: prices, weights The following object is masked from ‘package:graphics’: legend --- finished re-building ‘portfolio_returns.Rnw’ --- re-building ‘textplotPresentation-CRUG-2011.Rnw’ using Sweave Loading required package: xts Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric Attaching package: ‘PerformanceAnalytics’ The following object is masked from ‘package:graphics’: legend Error: processing vignette 'textplotPresentation-CRUG-2011.Rnw' failed with diagnostics: chunk 5 (label = Hmiscformat) Error in library(Hmisc) : there is no package called ‘Hmisc’ --- failed re-building ‘textplotPresentation-CRUG-2011.Rnw’ SUMMARY: processing the following files failed: ‘PA-charts.Rnw’ ‘PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw’ ‘PerformanceAnalyticsPresentation-UseR-2007.Rnw’ ‘textplotPresentation-CRUG-2011.Rnw’ Error: Vignette re-building failed. Execution halted * checking PDF version of manual ... [7s/7s] OK * checking HTML version of manual ... [5s/5s] OK * checking for non-standard things in the check directory ... OK * checking for detritus in the temp directory ... OK * DONE Status: 3 ERRORs