R Development Page

GARPFRM log file (check_x86_64_windows)

* using log directory 'R:/run/building/build_2015-02-07-18-23/RF_PKG_CHECK/PKGS/GARPFRM.Rcheck'
* using R version 3.1.2 Patched (2015-02-04 r67725)
* using platform: x86_64-w64-mingw32 (64-bit)
* using session charset: ISO8859-1
* checking for file 'GARPFRM/DESCRIPTION' ... OK
* checking extension type ... Package
* this is package 'GARPFRM' version '0.1.0'
* checking CRAN incoming feasibility ... NOTE
Maintainer: 'Thomas Fillebeen '
New submission
FOSS licence with BuildVignettes: false
Unknown, possibly mis-spelled, fields in DESCRIPTION:
  'Contributor'
Suggests or Enhances not in mainstream repositories:
  PortfolioAnalytics
* 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 hidden files and directories ... OK
* checking for portable file names ... OK
* checking whether package 'GARPFRM' can be installed ... OK
* checking installed package size ... NOTE
  installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc   4.6Mb
* checking package directory ... OK
* checking DESCRIPTION meta-information ... OK
* checking top-level files ... NOTE
Non-standard file/directory found at top level:
  'sandbox'
* checking for left-over files ... OK
* checking index information ... WARNING
Demos with missing or empty index information:
[1] "DelineatingEfficientPortfolios"
See the information on INDEX files and package subdirectories in the
chapter 'Creating R packages' of the 'Writing R Extensions' manual.
* 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 ... WARNING
'library' or 'require' calls not declared from:
  'foreach' 'iterators'
Packages in Depends field not imported from:
  'PerformanceAnalytics' 'xts'
  These packages need to be imported from (in the NAMESPACE file)
  for when this namespace is loaded but not attached.
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
EWMA: no visible global function definition for 'is.xts'
PCA: no visible global function definition for 'principal'
backtestVaR: no visible global function definition for 'is.xts'
backtestVaR: no visible global function definition for 'VaR'
backtestVaR: no visible global function definition for 'xts'
backtestVaR: no visible global function definition for 'index'
backtestVaR.GARCH: no visible global function definition for 'xts'
backtestVaR.GARCH: no visible global function definition for
  'ugarchroll'
backtestVaR.GARCH: no visible global function definition for 'index'
bootCor: no visible global function definition for 'is.xts'
bootCov: no visible global function definition for 'is.xts'
bootES: no visible global function definition for 'is.xts'
bootFUN: no visible global function definition for 'is.xts'
bootFUN: no visible global function definition for '%dopar%'
bootFUN: no visible global function definition for 'foreach'
bootFUN: no visible global function definition for 'icount'
bootMean: no visible global function definition for 'is.xts'
bootSD: no visible global function definition for 'is.xts'
bootSimpleVolatility: no visible global function definition for
  'is.xts'
bootStdDev: no visible global function definition for 'is.xts'
bootVaR: no visible global function definition for 'is.xts'
efficientFrontier: no visible global function definition for
  'portfolio.spec'
efficientFrontier: no visible global function definition for
  'add.constraint'
efficientFrontier: no visible global function definition for
  'add.objective'
efficientFrontier: no visible global function definition for
  'create.EfficientFrontier'
estimateLambdaCor: no visible global function definition for 'is.xts'
estimateLambdaCov: no visible global function definition for 'is.xts'
estimateLambdaVol: no visible global function definition for 'is.xts'
forecast.uvEWMAvol: no visible global function definition for 'last'
forecast.uvEWMAvol: no visible global function definition for 'index'
forecast.uvGARCH: no visible global function definition for
  'ugarchforecast'
mvEWMAcov: no visible global function definition for 'last'
plot.EWMA: no visible global function definition for 'plot.xts'
plot.PCA: no visible global function definition for 'plot.zoo'
plot.capm_uv: no visible global function definition for 'coredata'
plot.efficient.frontier: no visible global function definition for
  'chart.EfficientFrontier'
print.EWMA: no visible global function definition for 'last'
rollCor: no visible global function definition for 'xts'
rollCor: no visible global function definition for 'index'
rollCov: no visible global function definition for 'xts'
rollCov: no visible global function definition for 'index'
rollSD: no visible global function definition for 'xts'
rollSD: no visible global function definition for 'index'
rollSimpleVolatility: no visible global function definition for 'xts'
rollSimpleVolatility: no visible global function definition for 'index'
uvEWMAcor: no visible global function definition for 'coredata'
uvEWMAcor: no visible global function definition for 'xts'
uvEWMAcor: no visible global function definition for 'index'
uvEWMAcov: no visible global function definition for 'coredata'
uvEWMAcov: no visible global function definition for 'xts'
uvEWMAcov: no visible global function definition for 'index'
uvEWMAvol: no visible global function definition for 'xts'
uvEWMAvol: no visible global function definition for 'index'
uvGARCH: no visible global function definition for 'ugarchspec'
uvGARCH: no visible global function definition for 'ugarchfit'
* checking Rd files ... NOTE
prepare_Rd: GARP_FRM-package.Rd:81-83: Dropping empty section \examples
prepare_Rd: consumption.Rd:18-20: Dropping empty section \references
prepare_Rd: fama_french_factors.Rd:14-16: Dropping empty section \references
prepare_Rd: largecap.ts.Rd:16-18: Dropping empty section \references
prepare_Rd: largecap_weekly.Rd:16-18: Dropping empty section \references
prepare_Rd: microcap.ts.Rd:16-18: Dropping empty section \references
prepare_Rd: microcap_weekly.Rd:16-18: Dropping empty section \references
prepare_Rd: midcap.ts.Rd:16-18: Dropping empty section \references
prepare_Rd: midcap_weekly.Rd:16-18: Dropping empty section \references
prepare_Rd: prices.Rd:15-17: Dropping empty section \references
prepare_Rd: returns.Rd:15-17: Dropping empty section \references
prepare_Rd: smallcap.ts.Rd:16-18: Dropping empty section \references
prepare_Rd: smallcap_weekly.Rd:16-18: Dropping empty section \references
* checking Rd metadata ... OK
* checking Rd line widths ... NOTE
Rd file 'computeGreeks.Rd':
  \examples lines wider than 100 characters:
     euro.call <- optionSpec(style="european", type="call", S0=30, K=30, maturity=1, r=0.05, volatility=0.25, q=0)

Rd file 'discountFactor.Rd':
  \examples lines wider than 100 characters:
     cashFlow = rbind(c(100+(1+1/4)/2,0,0),c((4 +7/8)/2,100+(4+7/8)/2,0),c((4+1/2)/2,(4+1/2)/2,100+(4+1/2)/2))

Rd file 'optionSpec.Rd':
  \examples lines wider than 100 characters:
     euro.call <- optionSpec(style="european", type="call", S0=30, K=30, maturity=1, r=0.05, volatility=0.25, q=0)

Rd file 'optionValue.Rd':
  \examples lines wider than 100 characters:
     euro.call <- optionSpec(style="european", type="call", S0=30, K=30, maturity=1, r=0.05, volatility=0.25, q=0)

These lines will be truncated in the PDF manual.
* checking Rd cross-references ... OK
* checking for missing documentation entries ... WARNING
Undocumented data sets:
  'dat' '.Random.seed' 'treasuryts'
All user-level objects in a package should have documentation entries.
See the chapter 'Writing R documentation files' in the 'Writing R
Extensions' manual.
* 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 sizes of PDF files under 'inst/doc' ... OK
* checking installed files from 'inst/doc' ... OK
* checking files in 'vignettes' ... OK
* checking examples ... OK
Examples with CPU or elapsed time > 5s
                  user system elapsed
bootVaR          43.72   0.01   43.73
bootES           43.63   0.02   43.64
bootCor          27.31   0.00   27.31
EWMA             20.91   0.01   20.92
backtestVaR       7.76   0.00    7.77
plot.backtestVaR  7.67   0.02    7.69
* checking for unstated dependencies in vignettes ... NOTE
'library' or 'require' calls not declared from:
  'hexbin' 'knitr' 'lattice' 'pcaPP'
* checking package vignettes in 'inst/doc' ... WARNING
Package vignettes without corresponding PDF/HTML:
   'BSM_and_Greeks.Rnw'
   'BinomialTrees.Rnw'

* checking running R code from vignettes ...
   'BSM_and_Greeks.Rnw' ... failed
   'BinomialTrees.Rnw' ... failed
   'CAPM_TF.Rnw' using 'latin1' ... OK
   'DelineatingEfficientPortfolios.Rnw' ... failed
   'EstimatingVolatilitiesCorrelation.Rnw' ... failed
   'MonteCarloMethods.Rnw' ... failed
   'PerformanceMeasures.Rnw' ... failed
   'QuantifyingVolatilityVaRModels.Rnw' ... failed
   'QuantitativeAnalysisBasics.Rnw' ... failed
   'WebApplications.Rnw' ... failed
 WARNING
Errors in running code in vignettes:
when running code in 'BSM_and_Greeks.Rnw'
  ...

> library(knitr)

  When sourcing 'BSM_and_Greeks.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'BinomialTrees.Rnw'
  ...

> library(knitr)

  When sourcing 'BinomialTrees.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'DelineatingEfficientPortfolios.Rnw'
  ...

> library(knitr)

  When sourcing 'DelineatingEfficientPortfolios.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'EstimatingVolatilitiesCorrelation.Rnw'
  ...

> library(knitr)

  When sourcing 'EstimatingVolatilitiesCorrelation.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'MonteCarloMethods.Rnw'
  ...

> library(knitr)

  When sourcing 'MonteCarloMethods.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'PerformanceMeasures.Rnw'
  ...

> library(knitr)

  When sourcing 'PerformanceMeasures.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'QuantifyingVolatilityVaRModels.Rnw'
  ...

> library(knitr)

  When sourcing 'QuantifyingVolatilityVaRModels.R':
Error: there is no package called 'knitr'
Execution halted
when running code in 'QuantitativeAnalysisBasics.Rnw'
  ...

> suppressMessages(library(GARPFRM))

> suppressMessages(library(lattice))

> suppressMessages(library(pcaPP))

  When sourcing 'QuantitativeAnalysisBasics.R':
Error: there is no package called 'pcaPP'
Execution halted
when running code in 'WebApplications.Rnw'
  ...

> library(knitr)

  When sourcing 'WebApplications.R':
Error: there is no package called 'knitr'
Execution halted

* checking re-building of vignette outputs ... NOTE
Error in re-building vignettes:
  ...

Package natbib Warning: There were undefined citations.

[7] (./MonteCarloMethods.aux) )

Output written on MonteCarloMethods.pdf (7 pages, 178900 bytes).
Transcript written on MonteCarloMethods.log.

Error: processing vignette 'PerformanceMeasures.Rnw' failed with diagnostics:
 chunk 3 (label = ex6) 
Error in cov(R.Ex.portfolio, R.Ex.market) : incompatible dimensions
Execution halted

* checking PDF version of manual ... OK
* DONE

WARNING: There were 5 warnings.
NOTE: There were 9 notes.
See
  'R:/run/building/build_2015-02-07-18-23/RF_PKG_CHECK/PKGS/GARPFRM.Rcheck/00check.log'
for details.

Run time: 532.06 seconds.