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: Return.locScaleRob > ### Title: Robust Filter for Time Series Returns > ### Aliases: Return.locScaleRob > > ### ** Examples > > # Loading data from PerformanceAnalytics > data(edhec, package = "PerformanceAnalytics") > class(edhec) [1] "xts" "zoo" > # Changing the data colnames > names(edhec) = c("CA", "CTA", "DIS", "EM", "EMN", + "ED", "FIA", "GM", "LS", "MA", + "RV", "SS", "FOF") > # Cleaning the returns time series for manager data > outRob <- Return.locScaleRob(edhec$CA) Error: Package "RobStatTM" needed for this function to work. Please install it. 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 ‘textplotPresentation-CRUG-2011.pdf.asis’ using asis --- finished re-building ‘textplotPresentation-CRUG-2011.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 --- finished 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 --- finished 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’ SUMMARY: processing the following file failed: ‘PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw’ Error: Vignette re-building failed. Execution halted