Package check result: ERROR Check: examples, Result: 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 Check: tests, Result: 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 Check: re-building of vignette outputs, Result: 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