R Development Page
BLCOP log file (check_x86_64_linux)
Tue Nov 11 14:45:45 2014: Checking package BLCOP (SVN revision 5982) ...
* using log directory ‘/mnt/building/build_2014-11-11-14-43/RF_PKG_CHECK/PKGS/BLCOP.Rcheck’
* using R version 3.1.2 Patched (2014-11-09 r66951)
* using platform: x86_64-unknown-linux-gnu (64-bit)
* using session charset: UTF-8
* checking for file ‘BLCOP/DESCRIPTION’ ... OK
* checking extension type ... Package
* this is package ‘BLCOP’ version ‘0.2.6’
* checking CRAN incoming feasibility ... WARNING
Maintainer: ‘Mango Solutions ’
New submission
Package was archived on CRAN
Insufficient package version (submitted: 0.2.6, existing: 0.2.8)
CRAN repository db overrides:
X-CRAN-Comment: Archived on 2014-08-15 as not updated for sn changes
and the archival of fPortfolio.
Vignette sources in 'inst/doc' with no 'vignettes' directory:
‘BLCOP.Rnw’
A 'vignettes' directory is required as from R 3.1.0
* checking package namespace information ... OK
* checking package dependencies ... NOTE
No repository set, so cyclic dependency check skipped
* 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 ‘BLCOP’ can be installed ... [1s/1s] OK
* checking installed package size ... OK
* checking package 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 R files for non-ASCII characters ... OK
* checking R files for syntax errors ... OK
* checking whether the package can be loaded ... OK
* checking whether the package can be loaded with stated dependencies ... OK
* checking whether the package can be unloaded cleanly ... OK
* checking whether the namespace can be loaded with stated dependencies ... OK
* checking whether the namespace can be unloaded cleanly ... OK
* checking loading without being on the library search path ... OK
* checking dependencies in R code ... NOTE
'library' or 'require' call to ‘quadprog’ which was already attached by Depends.
Please remove these calls from your code.
Packages in Depends field not imported from:
‘MASS’ ‘methods’ ‘quadprog’
These packages need to be imported from (in the NAMESPACE file)
for when this namespace is loaded but not attached.
There are ::: calls to the package's namespace in its code. A package
almost never needs to use ::: for its own objects:
‘.symmetricMatrix’
See the information on DESCRIPTION files in the chapter ‘Creating R
packages’ of the ‘Writing R Extensions’ manual.
* checking S3 generic/method consistency ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... NOTE
.optimalWeights.simpleMV: warning in require("quadprog", quiet = TRUE):
partial argument match of 'quiet' to 'quietly'
COPExample: warning in require("sn", quiet = TRUE): partial argument
match of 'quiet' to 'quietly'
.optimalWeights.simpleMV: no visible global function definition for
‘solve.QP’
COPPosterior: no visible global function definition for ‘Null’
biDensityPlots: no visible global function definition for ‘hexBinning’
biDensityPlots: no visible global function definition for ‘greyPalette’
biDensityPlots: no visible global function definition for ‘seqPalette’
optimalPortfolios.fPort.BL: no visible global function definition for
‘as.timeSeries’
optimalPortfolios.fPort.BL: no visible global function definition for
‘portfolioSpec’
optimalPortfolios.fPort.BL: no visible global function definition for
‘setEstimator<-’
optimalPortfolios.fPort.COP: no visible global function definition for
‘as.timeSeries’
optimalPortfolios.fPort.COP: no visible global function definition for
‘portfolioSpec’
optimalPortfolios.fPort.COP: no visible global function definition for
‘setType<-’
optimalPortfolios.fPort.COP: no visible global function definition for
‘setWeights<-’
optimalPortfolios.fPort.COP: no visible global function definition for
‘setSolver<-’
plot.BLOptimPortfolios: no visible global function definition for
‘getWeights’
plot.COPOptimPortfolios: no visible global function definition for
‘getWeights’
runBLCOPTests: no visible global function definition for
‘defineTestSuite’
runBLCOPTests: no visible global function definition for ‘runTestSuite’
runBLCOPTests: no visible global function definition for
‘printHTMLProtocol’
optimalPortfolios.fPort,BLResult: no visible global function definition
for ‘as.timeSeries’
optimalPortfolios.fPort,BLResult: no visible global function definition
for ‘portfolioSpec’
optimalPortfolios.fPort,BLResult: no visible global function definition
for ‘setEstimator<-’
optimalPortfolios.fPort,COPResult: no visible global function
definition for ‘as.timeSeries’
optimalPortfolios.fPort,COPResult: no visible global function
definition for ‘portfolioSpec’
optimalPortfolios.fPort,COPResult: no visible global function
definition for ‘setType<-’
optimalPortfolios.fPort,COPResult: no visible global function
definition for ‘setWeights<-’
optimalPortfolios.fPort,COPResult: no visible global function
definition for ‘setSolver<-’
Found the following assignments to the global environment:
File ‘BLCOP/R/portfolioopt.R’:
assign(".priorEstim", .priorEstim, envir = .GlobalEnv)
assign(".posteriorEstim", .posteriorEstim, envir = .GlobalEnv)
* checking Rd files ... OK
* checking Rd metadata ... OK
* checking Rd line widths ... NOTE
Rd file 'BLPosterior.Rd':
\usage lines wider than 90 characters:
BLPosterior(returns, views, tau = 1, marketIndex, riskFree = NULL, kappa = 0, covEstimator = "cov")
Rd file 'CAPMList.Rd':
\usage lines wider than 90 characters:
CAPMList(returns, marketIndex, riskFree = NULL, regFunc = BLCOPOptions("regFunc"), coeffExtractFunc = NULL, ...)
Rd file 'addBLViews.Rd':
\examples lines wider than 100 characters:
### Modified COP example from Meucci's "Beyond Black-Litterman: Views on non-normal markets"
Rd file 'createViews.Rd':
\usage lines wider than 90 characters:
createBLViews(allAssets, numAssetViews = 1, assetSubset = NULL, mode = c("editor", "Window"))
createCOPViews (allAssets, numAssetViews = 1, assetSubset = NULL, mode = c("editor", "Window"))
Rd file 'densityPlots.Rd':
\usage lines wider than 90 characters:
densityPlots(result, assetsSel = NULL, numSimulations = BLCOPOptions("numSimulations"), ...)
Rd file 'optimalPortfolios.Rd':
\usage lines wider than 90 characters:
optimalPortfolios(result, optimizer = .optimalWeights.simpleMV, ..., doPlot = TRUE, beside = TRUE)
optimalPortfolios.fPort(result, spec = NULL, constraints = "LongOnly", optimizer = "minriskPortfolio",
\examples lines wider than 100 characters:
entries <- c(0.001005,0.001328,-0.000579,-0.000675,0.000121,0.000128,-0.000445,-0.000437 ,
optimalPortfolios.fPort(myPosterior, spec = NULL, optimizer = "minriskPortfolio", inputData = NULL,
Rd file 'posteriorFeasibility.Rd':
\examples lines wider than 100 characters:
views <- BLViews(P = pickMatrix, q = 0.08,confidences = 100, assetNames = colnames(monthlyReturns))
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 ... OK
* checking data for ASCII and uncompressed saves ... OK
* checking installed files from ‘inst/doc’ ... OK
* checking for old-style vignette sources ... NOTE
Vignette sources only in ‘inst/doc’:
‘BLCOP.Rnw’
A ‘vignettes’ directory is required as from R 3.1.0
and these will not be indexed nor checked
* checking examples ... [1s/1s] OK
* checking PDF version of manual ... OK
* DONE
WARNING: There was 1 warning.
NOTE: There were 5 notes.
See
‘/mnt/building/build_2014-11-11-14-43/RF_PKG_CHECK/PKGS/BLCOP.Rcheck/00check.log’
for details.
Run time: 88.3 seconds.