R version 4.6.0 alpha (2026-04-08 r89810 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. > # This file is part of the standard setup for testthat. > # It is recommended that you do not modify it. > # > # Where should you do additional test configuration? > # Learn more about the roles of various files in: > # * https://r-pkgs.org/testing-design.html#sec-tests-files-overview > # * https://testthat.r-lib.org/articles/special-files.html > > library(testthat) > library(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_check("PerformanceAnalytics") [ FAIL 0 | WARN 0 | SKIP 339 | PASS 75 ] ══ Skipped tests (339) ═════════════════════════════════════════════════════════ • On CRAN (339): 'test-AverageDrawdown.R:5:3', 'test-CDAR.R:4:3', 'test-CDD.R:5:3', 'test-Charting-Gaps.R:5:3', 'test-Charting-Gaps.R:23:3', 'test-Charting-Gaps.R:37:3', 'test-Charting.R:4:3', 'test-Charting.R:33:3', 'test-Charting.R:48:3', 'test-Charting.R:63:3', 'test-Charting.R:72:3', 'test-Charting.R:81:3', 'test-Charting.R:94:3', 'test-Charting.R:104:3', 'test-Charting.R:126:3', 'test-DownsidePotential.R:4:3', 'test-DownsidePotential.R:15:3', 'test-ES.R:4:3', 'test-ES.R:32:3', 'test-Herfindahl_Hurst.R:4:3', 'test-Herfindahl_Hurst.R:17:3', 'test-Herfindahl_Hurst.R:29:3', 'test-HurstIndex.R:4:3', 'test-Level.calculate.R:5:3', 'test-Level.calculate.R:10:3', 'test-Level.calculate.R:25:3', 'test-Level.calculate.R:39:3', 'test-Level.calculate.R:53:3', 'test-Level.calculate.R:65:3', 'test-Level.calculate.R:78:3', 'test-Level.calculate.R:93:3', 'test-M2.shrink.R:4:3', 'test-M2.shrink.R:20:3', 'test-M2Sortino.R:5:3', 'test-M3M4.R:4:3', 'test-M3_M4_old.R:4:3', 'test-M4.shrink.R:4:3', 'test-MM.NCE.R:5:3', 'test-MarketTiming.R:5:3', 'test-MarketTiming.R:27:3', 'test-Mewma.R:3:3', 'test-MultivariateMoments.R:4:3', 'test-MultivariateMoments.R:34:3', 'test-MultivariateMoments.R:58:3', 'test-MultivariateMoments.R:72:3', 'test-Omega.R:4:3', 'test-Omega.R:30:3', 'test-PerformanceMetrics.R:4:3', 'test-PerformanceMetrics.R:17:3', 'test-PerformanceMetrics.R:26:3', 'test-PerformanceMetrics.R:35:3', 'test-PerformanceMetrics.R:45:3', 'test-PerformanceMetrics.R:55:3', 'test-PerformanceMetrics_extended.R:4:3', 'test-PerformanceMetrics_extended.R:20:3', 'test-PerformanceMetrics_extended.R:28:3', 'test-PerformanceMetrics_extended.R:36:3', 'test-PerformanceMetrics_extended.R:49:3', 'test-PortfolioSharpe.R:5:3', 'test-ProbSharpeRatio.R:4:3', 'test-RachevRatio.R:5:3', 'test-Return.annualized-na.R:5:3', 'test-Return.annualized.excess.R:5:3', 'test-Return.convert-coverage.R:5:3', 'test-Return.convert-coverage.R:25:3', 'test-Return.convert-coverage.R:57:3', 'test-Return.convert-coverage.R:83:3', 'test-Return.convert-coverage.R:110:3', 'test-Return.convert-coverage.R:137:3', 'test-Return.portfolio-extend.R:5:3', 'test-Return.portfolio-rebal_cost-vector.R:5:3', 'test-Return.portfolio-transaction-costs.R:5:3', 'test-Return.portfolio-weights-gap.R:5:3', 'test-Return.portfolio.R:6:3', 'test-Return.portfolio.R:37:3', 'test-Return.portfolio.R:62:3', 'test-Return.portfolio.R:109:3', 'test-Return.portfolio.R:141:3', 'test-Return.read.R:5:3', 'test-Return.read.R:40:3', 'test-RiskMeasures.R:4:3', 'test-RiskMeasures.R:30:3', 'test-RiskMeasures.R:42:3', 'test-RiskMeasures.R:54:3', 'test-RiskMeasures.R:66:3', 'test-RiskMeasures.R:75:3', 'test-RiskMeasures2.R:4:3', 'test-RiskMeasures2.R:32:3', 'test-RiskMeasures2.R:48:3', 'test-RiskMeasures2.R:82:3', 'test-SFM.fit.models.R:4:3', 'test-SemiSD.R:4:3', 'test-SemiSD.R:17:3', 'test-SemiSD.R:26:3', 'test-SharpeRatio.R:5:3', 'test-SmoothingIndex.R:4:3', 'test-StdDev-sample-method.R:5:3', 'test-StdDev.R:4:3', 'test-StdDev.R:20:3', 'test-StdDev.R:32:3', 'test-UpDownRatios.R:5:3', 'test-UpDownRatios.R:40:3', 'test-VaR_ES-weights-single.R:3:3', 'test-VaR_ES.R:4:3', 'test-VaR_ES.R:15:3', 'test-VaR_ES.R:26:3', 'test-VaR_ES_extended.R:4:3', 'test-VaR_archive_baseline.R:5:3', 'test-VaR_backtest.R:5:3', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-all_snapshots.R:21:5', 'test-capm-beta-vectors.R:4:3', 'test-capm-beta-vectors.R:21:3', 'test-chart.BarVaR.R:5:3', 'test-chart.BarVaR.R:31:3', 'test-chart.Boxplot.R:5:3', 'test-chart.Correlation-cex.R:5:3', 'test-chart.Correlation.R:5:3', 'test-chart.Correlation.R:27:3', 'test-chart.CumReturns.R:5:3', 'test-chart.Histogram.R:5:3', 'test-chart.RiskReturnScatter.R:6:3', 'test-chart.RiskReturnScatter.R:26:3', 'test-chart.SnailTrail.R:4:3', 'test-chart.SnailTrail.R:25:3', 'test-chart.SnailTrail.R:48:3', 'test-chart.StackedBar.R:5:3', 'test-chart.TimeSeries-date.format.R:5:3', 'test-chart.TimeSeries.R:5:3', 'test-chart.TimeSeries.R:31:3', 'test-chart.TimeSeries.engines.R:3:3', 'test-chart.TimeSeries.engines.R:30:3', 'test-chart.VaRSensitivity.R:5:3', 'test-chart_objects.R:5:3', 'test-charts.PerformanceSummary.R:5:3', 'test-charts.PerformanceSummary.R:30:3', 'test-charts.PerformanceSummary.R:65:3', 'test-checkData.R:5:3', 'test-checkData.R:30:3', 'test-checkData.R:42:3', 'test-checkData.R:49:3', 'test-checkData.R:82:3', 'test-coverage-boost.R:4:3', 'test-coverage-boost.R:28:3', 'test-coverage-boost.R:43:3', 'test-coverage-ratios-se.R:4:3', 'test-coverage-ratios-se.R:46:3', 'test-coverage-ratios-se.R:68:3', 'test-coverage-ratios-se.R:93:3', 'test-coverage-ratios-se.R:109:3', 'test-coverage-ratios-se.R:128:3', 'test-coverage-ratios-se.R:147:3', 'test-coverage-ratios-se.R:163:3', 'test-examples.R:2:3', 'test-issue-35.R:5:3', 'test-jensenalpha.R:4:3', 'test-lpm.R:5:3', 'test-lpm.R:27:3', 'test-lpm.R:47:3', 'test-maxDrawdown-extended.R:4:3', 'test-remaining_funcs.R:4:3', 'test-skewness.R:3:3', 'test-skewness.R:23:3', 'test-sortino.R:4:3', 'test-sortino.R:29:3', 'test-table.AnnualizedReturns.R:5:3', 'test-table.AnnualizedReturns.R:53:3', 'test-table.AnnualizedReturns.R:96:3', 'test-table.RollingPeriods.R:5:3', 'test-table.RollingPeriods.R:28:3', 'test-table.scale.freq.R:5:3', 'test-textplot.R:4:3', 'test-textplot.R:35:3', 'test-upside-potential.R:3:3', 'test-zzz.R:3:3' [ FAIL 0 | WARN 0 | SKIP 339 | PASS 75 ] > > proc.time() user system elapsed 9.45 0.95 10.40