* using log directory ‘/srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck’ * using R Under development (unstable) (2026-01-31 r89365) * using platform: x86_64-pc-linux-gnu * R was compiled by Debian clang version 21.1.8 (1+b1) Debian flang version 21.1.8 (1+b1) * running under: Debian GNU/Linux forky/sid * using session charset: UTF-8 * checking for file ‘yrnd/DESCRIPTION’ ... OK * checking extension type ... Package * this is package ‘yrnd’ version ‘0.9’ * checking CRAN incoming feasibility ... [2s/3s] WARNING Maintainer: ‘’ The maintainer field lacks a name New submission Unknown, possibly misspelled, fields in DESCRIPTION: ‘Lazyload’ No Authors@R field in DESCRIPTION. Please add one, modifying Authors@R: c(person(given = "William", family = "Arrata", role = "aut"), person(role = "cre", email = "william.arrata@gmail.com")) as necessary. The Title field should be in title case. Current version is: ‘Computes risk neutral densities of prices and yields on fixed income products’ In title case that is: ‘Computes Risk Neutral Densities of Prices and Yields on Fixed Income Products’ The Description field should not start with the package name, 'This package' or similar. The URL field contains the following bad parts: www.r-project.org The URL field should be a list of URLs separated by commas or whitespace. * 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 ‘yrnd’ can be installed ... [5s/5s] WARNING Found the following significant warnings: Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_price.Rd:78: unexpected section header '\references' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_price.Rd:82: unexpected section header '\author' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_price.Rd:86: unexpected section header '\note' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_price.Rd:90: unexpected section header '\seealso' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_price.Rd:94: unexpected section header '\examples' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_price.Rd:386: unexpected END_OF_INPUT ' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_rate.Rd:83: unexpected section header '\references' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_rate.Rd:87: unexpected section header '\author' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_rate.Rd:91: unexpected section header '\note' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_rate.Rd:95: unexpected section header '\seealso' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_rate.Rd:99: unexpected section header '\examples' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/STIR_future_rate.Rd:418: unexpected END_OF_INPUT ' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_price.Rd:80: unexpected section header '\references' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_price.Rd:84: unexpected section header '\author' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_price.Rd:89: unexpected section header '\note' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_price.Rd:93: unexpected section header '\seealso' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_price.Rd:97: unexpected section header '\examples' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_price.Rd:390: unexpected END_OF_INPUT ' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_yield.Rd:95: unexpected section header '\references' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_yield.Rd:99: unexpected section header '\author' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_yield.Rd:103: unexpected section header '\note' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_yield.Rd:108: unexpected section header '\seealso' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_yield.Rd:112: unexpected section header '\examples' Warning: /srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00_pkg_src/yrnd/man/bond_future_yield.Rd:607: unexpected END_OF_INPUT ' See ‘/srv/hornik/tmp/CRAN_pretest/yrnd.Rcheck/00install.out’ for details. * checking package directory ... OK * checking for future file timestamps ... OK * checking DESCRIPTION meta-information ... OK * checking top-level files ... NOTE Non-standard file/directory found at top level: ‘testDev’ * 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 ... [1s/1s] OK * checking whether the package can be loaded with stated dependencies ... [1s/1s] OK * checking whether the package can be unloaded cleanly ... [1s/1s] OK * checking whether the namespace can be loaded with stated dependencies ... [1s/1s] OK * checking whether the namespace can be unloaded cleanly ... [1s/1s] OK * checking loading without being on the library search path ... [1s/1s] OK * checking use of S3 registration ... OK * checking dependencies in R code ... WARNING '::' or ':::' import not declared from: ‘scales’ * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking R code for possible problems ... [8s/8s] NOTE STIR_future_price: no visible binding for global variable ‘stub_1’ STIR_future_price: no visible binding for global variable ‘stub_2’ STIR_future_price: no visible binding for global variable ‘plain_months’ STIR_future_price : call: no visible global function definition for ‘pnorm’ STIR_future_price : put: no visible global function definition for ‘pnorm’ STIR_future_price : MSE_mix: no visible global function definition for ‘tail’ STIR_future_price: no visible global function definition for ‘nlminb’ STIR_future_price: no visible global function definition for ‘constrOptim’ STIR_future_price : sub: no visible global function definition for ‘dlnorm’ STIR_future_price : sub_2: no visible global function definition for ‘plnorm’ STIR_future_price: no visible binding for global variable ‘price’ STIR_future_price: no visible binding for global variable ‘density’ STIR_future_rate: no visible binding for global variable ‘stub_1’ STIR_future_rate: no visible binding for global variable ‘stub_2’ STIR_future_rate: no visible binding for global variable ‘plain_months’ STIR_future_rate: no visible binding for global variable ‘stub_1_res’ STIR_future_rate: no visible binding for global variable ‘stub_2_res’ STIR_future_rate: no visible binding for global variable ‘plain_months_res’ STIR_future_rate: no visible binding for global variable ‘term’ STIR_future_rate: no visible binding for global variable ‘rates’ STIR_future_rate : call: no visible global function definition for ‘pnorm’ STIR_future_rate : put: no visible global function definition for ‘pnorm’ STIR_future_rate : MSE_mix: no visible global function definition for ‘tail’ STIR_future_rate: no visible global function definition for ‘nlminb’ STIR_future_rate: no visible global function definition for ‘constrOptim’ STIR_future_rate : sub: no visible global function definition for ‘dlnorm’ STIR_future_rate : sub_2: no visible global function definition for ‘plnorm’ STIR_future_rate : sub_3: no visible global function definition for ‘dlnorm’ STIR_future_rate: no visible binding for global variable ‘price’ STIR_future_rate: no visible binding for global variable ‘density’ STIR_future_rate: no visible binding for global variable ‘cdf’ bond_future_price: no visible binding for global variable ‘stub_1’ bond_future_price: no visible binding for global variable ‘stub_2’ bond_future_price: no visible binding for global variable ‘plain_months’ bond_future_price : call: no visible global function definition for ‘pnorm’ bond_future_price : put: no visible global function definition for ‘pnorm’ bond_future_price : MSE_mix: no visible global function definition for ‘tail’ bond_future_price: no visible global function definition for ‘nlminb’ bond_future_price: no visible global function definition for ‘constrOptim’ bond_future_price : sub: no visible global function definition for ‘dlnorm’ bond_future_price : sub_2: no visible global function definition for ‘plnorm’ bond_future_price: no visible binding for global variable ‘price’ bond_future_price: no visible binding for global variable ‘density’ bond_future_yield: no visible binding for global variable ‘prev_cp_dt’ bond_future_yield: no visible binding for global variable ‘curr_cp_dt’ bond_future_yield: no visible binding for global variable ‘year_curr_cp’ bond_future_yield: no visible binding for global variable ‘next_cp_dt’ bond_future_yield: no visible binding for global variable ‘year_next_cp’ bond_future_yield: no visible binding for global variable ‘stub_1’ bond_future_yield: no visible binding for global variable ‘stub_2’ bond_future_yield: no visible binding for global variable ‘plain_months’ bond_future_yield: no visible binding for global variable ‘stub_1_res’ bond_future_yield: no visible binding for global variable ‘stub_2_res’ bond_future_yield: no visible binding for global variable ‘plain_months_res’ bond_future_yield: no visible binding for global variable ‘term’ bond_future_yield: no visible binding for global variable ‘rates’ bond_future_yield: no visible binding for global variable ‘res_term_2’ bond_future_yield: no visible global function definition for ‘approx’ bond_future_yield: no visible global function definition for ‘head’ bond_future_yield: no visible global function definition for ‘tail’ bond_future_yield : call: no visible global function definition for ‘pnorm’ bond_future_yield : put: no visible global function definition for ‘pnorm’ bond_future_yield : MSE_mix: no visible global function definition for ‘tail’ bond_future_yield: no visible global function definition for ‘nlminb’ bond_future_yield: no visible global function definition for ‘constrOptim’ bond_future_yield : sub: no visible global function definition for ‘dlnorm’ bond_future_yield : sub_2: no visible global function definition for ‘plnorm’ bond_future_yield : sub_3: no visible global function definition for ‘dlnorm’ bond_future_yield: no visible binding for global variable ‘price’ bond_future_yield: no visible binding for global variable ‘density’ bond_future_yield: no visible binding for global variable ‘cdf’ Undefined global functions or variables: approx cdf constrOptim curr_cp_dt density dlnorm head next_cp_dt nlminb plain_months plain_months_res plnorm pnorm prev_cp_dt price rates res_term_2 stub_1 stub_1_res stub_2 stub_2_res tail term year_curr_cp year_next_cp Consider adding importFrom("stats", "approx", "constrOptim", "density", "dlnorm", "nlminb", "plnorm", "pnorm") importFrom("utils", "head", "tail") to your NAMESPACE file. * checking Rd files ... [0s/0s] WARNING prepare_Rd: ./man/STIR_future_price.Rd:78: unexpected section header '\references' prepare_Rd: ./man/STIR_future_price.Rd:82: unexpected section header '\author' prepare_Rd: ./man/STIR_future_price.Rd:86: unexpected section header '\note' prepare_Rd: ./man/STIR_future_price.Rd:90: unexpected section header '\seealso' prepare_Rd: ./man/STIR_future_price.Rd:94: unexpected section header '\examples' prepare_Rd: ./man/STIR_future_price.Rd:386: unexpected END_OF_INPUT ' ' prepare_Rd: STIR_future_price.Rd:57-59: Dropping empty section \details checkRd: (-1) STIR_future_price.Rd:78-80: Lost braces 78 | \references{ | ^ checkRd: (-1) STIR_future_price.Rd:82-84: Lost braces 82 | \author{ | ^ checkRd: (-1) STIR_future_price.Rd:86-88: Lost braces 86 | \note{ | ^ checkRd: (-1) STIR_future_price.Rd:90-92: Lost braces 90 | \seealso{ | ^ checkRd: (-1) STIR_future_price.Rd:94-374: Lost braces 94 | \examples{ | ^ checkRd: (-1) STIR_future_price.Rd:103-373: Lost braces 103 | { | ^ checkRd: (-1) STIR_future_price.Rd:108-369: Lost braces 108 | contract_fut$option_matu <= contract_fut$fut_matu) { | ^ checkRd: (-1) STIR_future_price.Rd:109-113: Lost braces 109 | if (day_count_conv == 1) { | ^ checkRd: (-1) STIR_future_price.Rd:114-117: Lost braces 114 | else if (day_count_conv == 2) { | ^ checkRd: (-1) STIR_future_price.Rd:118-121: Lost braces 118 | else if (day_count_conv == 3) { | ^ checkRd: (-1) STIR_future_price.Rd:122-129: Lost braces 122 | else { | ^ checkRd: (-1) STIR_future_price.Rd:130-138: Lost braces 130 | call <- function(x, KC) { | ^ checkRd: (-1) STIR_future_price.Rd:133-136: Lost braces 133 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) STIR_future_price.Rd:139-145: Lost braces 139 | call_mix <- function(x, KC) { | ^ checkRd: (-1) STIR_future_price.Rd:146-148: Lost braces 146 | esp <- function(x) { | ^ checkRd: (-1) STIR_future_price.Rd:149-154: Lost braces 149 | esp_mix <- function(x) { | ^ checkRd: (-1) STIR_future_price.Rd:155-163: Lost braces 155 | put <- function(x, KP) { | ^ checkRd: (-1) STIR_future_price.Rd:158-161: Lost braces 158 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) STIR_future_price.Rd:164-169: Lost braces 164 | put_mix <- function(x, KP) { | ^ checkRd: (-1) STIR_future_price.Rd:170-172: Lost braces 170 | if (nb_log == 2) { | ^ checkRd: (-1) STIR_future_price.Rd:173-177: Lost braces 173 | else { | ^ checkRd: (-1) STIR_future_price.Rd:178-185: Lost braces 178 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) STIR_future_price.Rd:179-184: Lost braces 179 | MSE_mix <- function(x) { | ^ checkRd: (-1) STIR_future_price.Rd:186-204: Lost braces 186 | else { | ^ checkRd: (-1) STIR_future_price.Rd:187-203: Lost braces 187 | MSE_mix <- function(x) { | ^ checkRd: (-1) STIR_future_price.Rd:205-208: Lost braces 205 | objective <- function(x) { | ^ checkRd: (-1) STIR_future_price.Rd:216-219: Lost braces 216 | if (nb_log == 2) { | ^ checkRd: (-1) STIR_future_price.Rd:220-224: Lost braces 220 | else { | ^ checkRd: (-1) STIR_future_price.Rd:225-229: Lost braces 225 | if (FWD > 1) { | ^ checkRd: (-1) STIR_future_price.Rd:230-234: Lost braces 230 | else { | ^ checkRd: (-1) STIR_future_price.Rd:235-241: Lost braces 235 | for (i in 1:length(PR)) { | ^ checkRd: (-1) STIR_future_price.Rd:257-259: Lost braces 257 | sub <- function(x, y) { | ^ checkRd: (-1) STIR_future_price.Rd:260-265: Lost braces 260 | PDF <- function(x, y) { | ^ checkRd: (-1) STIR_future_price.Rd:266-268: Lost braces 266 | sub_2 <- function(x, y) { | ^ checkRd: (-1) STIR_future_price.Rd:269-275: Lost braces 269 | CDF <- function(x, y) { | ^ checkRd: (-1) STIR_future_price.Rd:281-289: Lost braces 281 | while (ratio > 1e-05) { | ^ checkRd: (-1) STIR_future_price.Rd:291-299: Lost braces 291 | while (ratio > 1e-05) { | ^ checkRd: (-1) STIR_future_price.Rd:301-304: Lost braces 301 | na.rm = T) < 0.99) { | ^ checkRd: (-1) STIR_future_price.Rd:306-308: Lost braces 306 | if (sum(as.numeric(extension < 2)) == 2) { | ^ checkRd: (-1) STIR_future_price.Rd:309-311: Lost braces 309 | else { | ^ checkRd: (-1) STIR_future_price.Rd:314-316: Lost braces 314 | moments <- function(x) { | ^ checkRd: (-1) STIR_future_price.Rd:324-363: Lost braces 324 | if (length(which(cdf$cdf > last(thres))) > 0) { | ^ checkRd: (-1) STIR_future_price.Rd:326-330: Lost braces 326 | for (j in 1:length(thres)) { | ^ checkRd: (-1) STIR_future_price.Rd:364-367: Lost braces 364 | else { | ^ checkRd: (-1) STIR_future_price.Rd:370-372: Lost braces 370 | else { | ^ prepare_Rd: ./man/STIR_future_rate.Rd:83: unexpected section header '\references' prepare_Rd: ./man/STIR_future_rate.Rd:87: unexpected section header '\author' prepare_Rd: ./man/STIR_future_rate.Rd:91: unexpected section header '\note' prepare_Rd: ./man/STIR_future_rate.Rd:95: unexpected section header '\seealso' prepare_Rd: ./man/STIR_future_rate.Rd:99: unexpected section header '\examples' prepare_Rd: ./man/STIR_future_rate.Rd:418: unexpected END_OF_INPUT ' ' prepare_Rd: STIR_future_rate.Rd:63-65: Dropping empty section \details checkRd: (-1) STIR_future_rate.Rd:83-85: Lost braces 83 | \references{ | ^ checkRd: (-1) STIR_future_rate.Rd:87-89: Lost braces 87 | \author{ | ^ checkRd: (-1) STIR_future_rate.Rd:91-93: Lost braces 91 | \note{ | ^ checkRd: (-1) STIR_future_rate.Rd:95-97: Lost braces 95 | \seealso{ | ^ checkRd: (-1) STIR_future_rate.Rd:99-407: Lost braces 99 | \examples{ | ^ checkRd: (-1) STIR_future_rate.Rd:108-406: Lost braces 108 | { | ^ checkRd: (-1) STIR_future_rate.Rd:113-402: Lost braces 113 | contract_fut$option_matu <= contract_fut$fut_matu) { | ^ checkRd: (-1) STIR_future_rate.Rd:114-120: Lost braces 114 | if (day_count_conv == 1) { | ^ checkRd: (-1) STIR_future_rate.Rd:121-125: Lost braces 121 | else if (day_count_conv == 2) { | ^ checkRd: (-1) STIR_future_rate.Rd:126-130: Lost braces 126 | else if (day_count_conv == 3) { | ^ checkRd: (-1) STIR_future_rate.Rd:131-143: Lost braces 131 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:148-156: Lost braces 148 | call <- function(x, KC) { | ^ checkRd: (-1) STIR_future_rate.Rd:151-154: Lost braces 151 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) STIR_future_rate.Rd:157-163: Lost braces 157 | call_mix <- function(x, KC) { | ^ checkRd: (-1) STIR_future_rate.Rd:164-166: Lost braces 164 | esp <- function(x) { | ^ checkRd: (-1) STIR_future_rate.Rd:167-172: Lost braces 167 | esp_mix <- function(x) { | ^ checkRd: (-1) STIR_future_rate.Rd:173-181: Lost braces 173 | put <- function(x, KP) { | ^ checkRd: (-1) STIR_future_rate.Rd:176-179: Lost braces 176 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) STIR_future_rate.Rd:182-187: Lost braces 182 | put_mix <- function(x, KP) { | ^ checkRd: (-1) STIR_future_rate.Rd:188-190: Lost braces 188 | if (nb_log == 2) { | ^ checkRd: (-1) STIR_future_rate.Rd:191-195: Lost braces 191 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:196-203: Lost braces 196 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) STIR_future_rate.Rd:197-202: Lost braces 197 | MSE_mix <- function(x) { | ^ checkRd: (-1) STIR_future_rate.Rd:204-222: Lost braces 204 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:205-221: Lost braces 205 | MSE_mix <- function(x) { | ^ checkRd: (-1) STIR_future_rate.Rd:223-226: Lost braces 223 | objective <- function(x) { | ^ checkRd: (-1) STIR_future_rate.Rd:234-237: Lost braces 234 | if (nb_log == 2) { | ^ checkRd: (-1) STIR_future_rate.Rd:238-242: Lost braces 238 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:243-247: Lost braces 243 | if (FWD > 1) { | ^ checkRd: (-1) STIR_future_rate.Rd:248-252: Lost braces 248 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:253-259: Lost braces 253 | for (i in 1:length(PR)) { | ^ checkRd: (-1) STIR_future_rate.Rd:275-277: Lost braces 275 | sub <- function(x, y) { | ^ checkRd: (-1) STIR_future_rate.Rd:278-283: Lost braces 278 | PDF <- function(x, y) { | ^ checkRd: (-1) STIR_future_rate.Rd:284-286: Lost braces 284 | sub_2 <- function(x, y) { | ^ checkRd: (-1) STIR_future_rate.Rd:287-293: Lost braces 287 | CDF <- function(x, y) { | ^ checkRd: (-1) STIR_future_rate.Rd:299-307: Lost braces 299 | while (ratio > 1e-05) { | ^ checkRd: (-1) STIR_future_rate.Rd:309-317: Lost braces 309 | while (ratio > 1e-05) { | ^ checkRd: (-1) STIR_future_rate.Rd:319-322: Lost braces 319 | na.rm = T) < 0.99) { | ^ checkRd: (-1) STIR_future_rate.Rd:324-326: Lost braces 324 | if (sum(as.numeric(extension < 2)) == 2) { | ^ checkRd: (-1) STIR_future_rate.Rd:327-329: Lost braces 327 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:333-337: Lost braces 333 | sub_3 <- function(x, y) { | ^ checkRd: (-1) STIR_future_rate.Rd:338-344: Lost braces 338 | PDF_y <- function(x, y) { | ^ checkRd: (-1) STIR_future_rate.Rd:350-353: Lost braces 350 | moments_y <- function(x) { | ^ checkRd: (-1) STIR_future_rate.Rd:359-396: Lost braces 359 | if (length(which(cdf_y$cdf > last(thres))) > 0) { | ^ checkRd: (-1) STIR_future_rate.Rd:361-365: Lost braces 361 | for (j in 1:length(thres)) { | ^ checkRd: (-1) STIR_future_rate.Rd:397-400: Lost braces 397 | else { | ^ checkRd: (-1) STIR_future_rate.Rd:403-405: Lost braces 403 | else { | ^ prepare_Rd: ./man/bond_future_price.Rd:80: unexpected section header '\references' prepare_Rd: ./man/bond_future_price.Rd:84: unexpected section header '\author' prepare_Rd: ./man/bond_future_price.Rd:89: unexpected section header '\note' prepare_Rd: ./man/bond_future_price.Rd:93: unexpected section header '\seealso' prepare_Rd: ./man/bond_future_price.Rd:97: unexpected section header '\examples' prepare_Rd: ./man/bond_future_price.Rd:390: unexpected END_OF_INPUT ' ' prepare_Rd: bond_future_price.Rd:60-62: Dropping empty section \details checkRd: (-1) bond_future_price.Rd:80-82: Lost braces 80 | \references{ | ^ checkRd: (-1) bond_future_price.Rd:84-86: Lost braces 84 | \author{ | ^ checkRd: (-1) bond_future_price.Rd:89-91: Lost braces 89 | \note{ | ^ checkRd: (-1) bond_future_price.Rd:93-95: Lost braces 93 | \seealso{ | ^ checkRd: (-1) bond_future_price.Rd:97-380: Lost braces 97 | \examples{ | ^ checkRd: (-1) bond_future_price.Rd:106-379: Lost braces 106 | { | ^ checkRd: (-1) bond_future_price.Rd:112-375: Lost braces 112 | bond_fut$fut_matu) { | ^ checkRd: (-1) bond_future_price.Rd:113-117: Lost braces 113 | if (day_count_conv == 1) { | ^ checkRd: (-1) bond_future_price.Rd:118-121: Lost braces 118 | else if (day_count_conv == 2) { | ^ checkRd: (-1) bond_future_price.Rd:122-125: Lost braces 122 | else if (day_count_conv == 3) { | ^ checkRd: (-1) bond_future_price.Rd:126-133: Lost braces 126 | else { | ^ checkRd: (-1) bond_future_price.Rd:134-142: Lost braces 134 | call <- function(x, KC) { | ^ checkRd: (-1) bond_future_price.Rd:137-140: Lost braces 137 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) bond_future_price.Rd:143-149: Lost braces 143 | call_mix <- function(x, KC) { | ^ checkRd: (-1) bond_future_price.Rd:150-152: Lost braces 150 | esp <- function(x) { | ^ checkRd: (-1) bond_future_price.Rd:153-158: Lost braces 153 | esp_mix <- function(x) { | ^ checkRd: (-1) bond_future_price.Rd:159-167: Lost braces 159 | put <- function(x, KP) { | ^ checkRd: (-1) bond_future_price.Rd:162-165: Lost braces 162 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) bond_future_price.Rd:168-173: Lost braces 168 | put_mix <- function(x, KP) { | ^ checkRd: (-1) bond_future_price.Rd:174-176: Lost braces 174 | if (nb_log == 2) { | ^ checkRd: (-1) bond_future_price.Rd:177-181: Lost braces 177 | else { | ^ checkRd: (-1) bond_future_price.Rd:182-189: Lost braces 182 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) bond_future_price.Rd:183-188: Lost braces 183 | MSE_mix <- function(x) { | ^ checkRd: (-1) bond_future_price.Rd:190-208: Lost braces 190 | else { | ^ checkRd: (-1) bond_future_price.Rd:191-207: Lost braces 191 | MSE_mix <- function(x) { | ^ checkRd: (-1) bond_future_price.Rd:209-212: Lost braces 209 | objective <- function(x) { | ^ checkRd: (-1) bond_future_price.Rd:220-223: Lost braces 220 | if (nb_log == 2) { | ^ checkRd: (-1) bond_future_price.Rd:224-228: Lost braces 224 | else { | ^ checkRd: (-1) bond_future_price.Rd:229-233: Lost braces 229 | if (FWD > 1) { | ^ checkRd: (-1) bond_future_price.Rd:234-238: Lost braces 234 | else { | ^ checkRd: (-1) bond_future_price.Rd:239-245: Lost braces 239 | for (i in 1:length(PR)) { | ^ checkRd: (-1) bond_future_price.Rd:261-263: Lost braces 261 | sub <- function(x, y) { | ^ checkRd: (-1) bond_future_price.Rd:264-269: Lost braces 264 | PDF <- function(x, y) { | ^ checkRd: (-1) bond_future_price.Rd:270-272: Lost braces 270 | sub_2 <- function(x, y) { | ^ checkRd: (-1) bond_future_price.Rd:273-279: Lost braces 273 | CDF <- function(x, y) { | ^ checkRd: (-1) bond_future_price.Rd:285-293: Lost braces 285 | while (ratio > 1e-05) { | ^ checkRd: (-1) bond_future_price.Rd:295-303: Lost braces 295 | while (ratio > 1e-05) { | ^ checkRd: (-1) bond_future_price.Rd:305-308: Lost braces 305 | na.rm = T) < 0.99) { | ^ checkRd: (-1) bond_future_price.Rd:310-312: Lost braces 310 | if (sum(as.numeric(extension < 2)) == 2) { | ^ checkRd: (-1) bond_future_price.Rd:313-315: Lost braces 313 | else { | ^ checkRd: (-1) bond_future_price.Rd:318-320: Lost braces 318 | moments <- function(x) { | ^ checkRd: (-1) bond_future_price.Rd:328-369: Lost braces 328 | if (length(which(cdf$cdf > last(thres))) > 0) { | ^ checkRd: (-1) bond_future_price.Rd:330-334: Lost braces 330 | for (j in 1:length(thres)) { | ^ checkRd: (-1) bond_future_price.Rd:370-373: Lost braces 370 | else { | ^ checkRd: (-1) bond_future_price.Rd:376-378: Lost braces 376 | else { | ^ prepare_Rd: ./man/bond_future_yield.Rd:95: unexpected section header '\references' prepare_Rd: ./man/bond_future_yield.Rd:99: unexpected section header '\author' prepare_Rd: ./man/bond_future_yield.Rd:103: unexpected section header '\note' prepare_Rd: ./man/bond_future_yield.Rd:108: unexpected section header '\seealso' prepare_Rd: ./man/bond_future_yield.Rd:112: unexpected section header '\examples' prepare_Rd: ./man/bond_future_yield.Rd:607: unexpected END_OF_INPUT ' ' prepare_Rd: bond_future_yield.Rd:75-77: Dropping empty section \details checkRd: (-1) bond_future_yield.Rd:95-97: Lost braces 95 | \references{ | ^ checkRd: (-1) bond_future_yield.Rd:99-101: Lost braces 99 | \author{ | ^ checkRd: (-1) bond_future_yield.Rd:103-105: Lost braces 103 | \note{ | ^ checkRd: (-1) bond_future_yield.Rd:108-110: Lost braces 108 | \seealso{ | ^ checkRd: (-1) bond_future_yield.Rd:112-595: Lost braces 112 | \examples{ | ^ checkRd: (-1) bond_future_yield.Rd:122-594: Lost braces 122 | { | ^ checkRd: (-1) bond_future_yield.Rd:132-590: Lost braces 132 | bond_charac_2$fut_matu < bond_charac_2$ctd_matu) { | ^ checkRd: (-1) bond_future_yield.Rd:133-137: Lost braces 133 | if (bond_charac_2$cp_f == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:138-143: Lost braces 138 | else { | ^ checkRd: (-1) bond_future_yield.Rd:158-164: Lost braces 158 | if (day_count_conv == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:165-169: Lost braces 165 | else if (day_count_conv == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:170-174: Lost braces 170 | else if (day_count_conv == 3) { | ^ checkRd: (-1) bond_future_yield.Rd:175-187: Lost braces 175 | else { | ^ checkRd: (-1) bond_future_yield.Rd:193-217: Lost braces 193 | if (bond_fut$fut_matu < bond_fut$curr_cp_dt) { | ^ checkRd: (-1) bond_future_yield.Rd:194-198: Lost braces 194 | if (day_count_conv == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:199-202: Lost braces 199 | else if (day_count_conv == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:203-206: Lost braces 203 | else if (day_count_conv == 3) { | ^ checkRd: (-1) bond_future_yield.Rd:207-216: Lost braces 207 | else { | ^ checkRd: (-1) bond_future_yield.Rd:218-253: Lost braces 218 | else { | ^ checkRd: (-1) bond_future_yield.Rd:219-224: Lost braces 219 | if (day_count_conv == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:225-229: Lost braces 225 | else if (day_count_conv == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:230-234: Lost braces 230 | else if (day_count_conv == 3) { | ^ checkRd: (-1) bond_future_yield.Rd:235-244: Lost braces 235 | else { | ^ checkRd: (-1) bond_future_yield.Rd:254-257: Lost braces 254 | if (bond_fut$cp_f == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:258-263: Lost braces 258 | else { | ^ checkRd: (-1) bond_future_yield.Rd:267-279: Lost braces 267 | if (day_count_conv == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:268-271: Lost braces 268 | if (bond_fut$cp_f == 1) { | ^ checkRd: (-1) bond_future_yield.Rd:272-276: Lost braces 272 | else { | ^ checkRd: (-1) bond_future_yield.Rd:280-283: Lost braces 280 | else if (day_count_conv == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:284-287: Lost braces 284 | else if (day_count_conv == 3) { | ^ checkRd: (-1) bond_future_yield.Rd:288-296: Lost braces 288 | else { | ^ checkRd: (-1) bond_future_yield.Rd:302-310: Lost braces 302 | call <- function(x, KC) { | ^ checkRd: (-1) bond_future_yield.Rd:305-308: Lost braces 305 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) bond_future_yield.Rd:311-317: Lost braces 311 | call_mix <- function(x, KC) { | ^ checkRd: (-1) bond_future_yield.Rd:318-320: Lost braces 318 | esp <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:321-326: Lost braces 321 | esp_mix <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:327-335: Lost braces 327 | put <- function(x, KP) { | ^ checkRd: (-1) bond_future_yield.Rd:330-333: Lost braces 330 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) bond_future_yield.Rd:336-341: Lost braces 336 | put_mix <- function(x, KP) { | ^ checkRd: (-1) bond_future_yield.Rd:342-344: Lost braces 342 | if (nb_log == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:345-349: Lost braces 345 | else { | ^ checkRd: (-1) bond_future_yield.Rd:350-357: Lost braces 350 | if (cot \%in\% c(1, 3)) { | ^ checkRd: (-1) bond_future_yield.Rd:351-356: Lost braces 351 | MSE_mix <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:358-376: Lost braces 358 | else { | ^ checkRd: (-1) bond_future_yield.Rd:359-375: Lost braces 359 | MSE_mix <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:377-380: Lost braces 377 | objective <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:388-391: Lost braces 388 | if (nb_log == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:392-396: Lost braces 392 | else { | ^ checkRd: (-1) bond_future_yield.Rd:397-401: Lost braces 397 | if (FWD > 1) { | ^ checkRd: (-1) bond_future_yield.Rd:402-406: Lost braces 402 | else { | ^ checkRd: (-1) bond_future_yield.Rd:407-413: Lost braces 407 | for (i in 1:length(PR)) { | ^ checkRd: (-1) bond_future_yield.Rd:429-431: Lost braces 429 | sub <- function(x, y) { | ^ checkRd: (-1) bond_future_yield.Rd:432-437: Lost braces 432 | PDF <- function(x, y) { | ^ checkRd: (-1) bond_future_yield.Rd:438-440: Lost braces 438 | sub_2 <- function(x, y) { | ^ checkRd: (-1) bond_future_yield.Rd:441-447: Lost braces 441 | CDF <- function(x, y) { | ^ checkRd: (-1) bond_future_yield.Rd:454-462: Lost braces 454 | while (ratio > 1e-05) { | ^ checkRd: (-1) bond_future_yield.Rd:464-472: Lost braces 464 | while (ratio > 1e-05) { | ^ checkRd: (-1) bond_future_yield.Rd:474-477: Lost braces 474 | na.rm = T) < 0.99) { | ^ checkRd: (-1) bond_future_yield.Rd:479-481: Lost braces 479 | if (sum(as.numeric(extension < 2)) == 2) { | ^ checkRd: (-1) bond_future_yield.Rd:482-484: Lost braces 482 | else { | ^ checkRd: (-1) bond_future_yield.Rd:486-491: Lost braces 486 | dirty <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:492-507: Lost braces 492 | tri <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:493-498: Lost braces 493 | if (bond_fut$fut_matu < bond_fut$curr_cp_dt) { | ^ checkRd: (-1) bond_future_yield.Rd:499-506: Lost braces 499 | else { | ^ checkRd: (-1) bond_future_yield.Rd:509-524: Lost braces 509 | sub_3 <- function(x, y) { | ^ checkRd: (-1) bond_future_yield.Rd:510-515: Lost braces 510 | if (bond_fut$fut_matu < bond_fut$curr_cp_dt) { | ^ checkRd: (-1) bond_future_yield.Rd:516-523: Lost braces 516 | else { | ^ checkRd: (-1) bond_future_yield.Rd:525-531: Lost braces 525 | PDF_y <- function(x, y) { | ^ checkRd: (-1) bond_future_yield.Rd:537-540: Lost braces 537 | moments_y <- function(x) { | ^ checkRd: (-1) bond_future_yield.Rd:546-584: Lost braces 546 | if (length(which(cdf_y$cdf > last(thres))) > 0) { | ^ checkRd: (-1) bond_future_yield.Rd:548-552: Lost braces 548 | for (j in 1:length(thres)) { | ^ checkRd: (-1) bond_future_yield.Rd:585-588: Lost braces 585 | else { | ^ checkRd: (-1) bond_future_yield.Rd:591-593: Lost braces 591 | else { | ^ prepare_Rd: data_bond.Rd:44-46: Dropping empty section \details prepare_Rd: data_bond.Rd:48-50: Dropping empty section \source prepare_Rd: data_bond.Rd:52-54: Dropping empty section \references prepare_Rd: data_stir.Rd:38-40: Dropping empty section \details prepare_Rd: data_stir.Rd:42-44: Dropping empty section \source prepare_Rd: data_stir.Rd:46-48: Dropping empty section \references prepare_Rd: ./man/yrnd-package.Rd:35: unknown macro '\textit' prepare_Rd: ./man/yrnd-package.Rd:38: unknown macro '\textit' checkRd: (-1) yrnd-package.Rd:35-36: Lost braces 35 | B. Bahra (1996): Probability distribution of future asset prices implied by option prices. \textit{Bank of England | ^ checkRd: (-1) yrnd-package.Rd:38: Lost braces 38 | crude oil during the gulf crisis, \textit{Journal of Financial and Quantitative Analysis}, 32(1), 91-115 | ^ * checking Rd metadata ... OK * checking Rd line widths ... NOTE Rd file 'STIR_future_price.Rd': \usage lines wider than 90 characters: STIR_future_price(call_prices, call_strikes, put_prices, put_strikes, r, nb_log, day_count_conv, cot, fut_price, ref_rate, fut_matu, op ... [TRUNCATED] Rd file 'STIR_future_rate.Rd': \usage lines wider than 90 characters: STIR_future_rate(call_prices, call_strikes, put_prices, put_strikes, r, r_2, nb_log, day_count_conv, cot, fut_price, ref_rate, fut_matu ... [TRUNCATED] Rd file 'bond_future_price.Rd': \usage lines wider than 90 characters: bond_future_price(call_prices, call_strikes, put_prices, put_strikes, nb_log, r, day_count_conv, cot, ctd_matu, fut_price, fut_matu, op ... [TRUNCATED] Rd file 'bond_future_yield.Rd': \usage lines wider than 90 characters: bond_future_yield(call_prices, call_strikes, put_prices, put_strikes, nb_log, r, r_2, day_count_conv, cot, conv_factor, ctd_cp, ctd_mat ... [TRUNCATED] Rd file 'yrnd-package.Rd': \examples lines wider than 100 characters: put_prices = data_stir$put_prices, put_strikes = data_stir$put_strikes, r = data_stir$rf_rate, r_2 = data_stir$rf_rate_2, nb_log = data_stir$nb_log, day_count_conv = data_stir$day_count_conv, cot = data_stir$cotation, fut_price = data_stir$fut_price, ref_rate = data_stir$ref_rate, These lines will be truncated in the PDF manual. * checking Rd cross-references ... OK * checking for missing documentation entries ... OK * checking for code/documentation mismatches ... OK * checking Rd \usage sections ... OK * checking Rd contents ... OK * checking for unstated dependencies in examples ... OK * checking contents of ‘data’ directory ... OK * checking data for non-ASCII characters ... [0s/0s] OK * checking data for ASCII and uncompressed saves ... OK * checking examples ... [1s/1s] ERROR Running examples in ‘yrnd-Ex.R’ failed The error most likely occurred in: > base::assign(".ptime", proc.time(), pos = "CheckExEnv") > ### Name: yrnd-package > ### Title: Computes risk neutral densities of prices and yields on fixed > ### income products > ### Aliases: yrnd-package yrnd > ### Keywords: package > > ### ** Examples > > STIR_future_rate(call_prices = data_stir$call_prices, call_strikes = data_stir$call_strikes, + put_prices = data_stir$put_prices, put_strikes = data_stir$put_strikes, r = data_stir$rf_rate, + r_2 = data_stir$rf_rate_2, nb_log = data_stir$nb_log, day_count_conv = data_stir$day_count_conv, + cot = data_stir$cotation, fut_price = data_stir$fut_price, ref_rate = data_stir$ref_rate, + fut_matu = data_stir$fut_matu, option_matu = data_stir$option_matu, + start_date = data_stir$start_date, currency = data_stir$currency) Error: object 'data_stir' not found Execution halted * checking PDF version of manual ... [3s/3s] OK * checking HTML version of manual ... [1s/1s] OK * checking for non-standard things in the check directory ... OK * checking for detritus in the temp directory ... OK * DONE Status: 1 ERROR, 4 WARNINGs, 3 NOTEs