R Development Page

GARPFRM log file (check_x86_64_linux)

Sat Feb  7 18:25:16 2015: Checking package GARPFRM (SVN revision 221) ...
* using log directory ‘/mnt/building/build_2015-02-07-18-23/RF_PKG_CHECK/PKGS/GARPFRM.Rcheck’
* using R version 3.1.2 Patched (2015-02-06 r67757)
* using platform: x86_64-unknown-linux-gnu (64-bit)
* using session charset: UTF-8
* 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 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 ‘GARPFRM’ can be installed ... [3s/3s] OK
* checking installed package size ... NOTE
  installed size is  5.5Mb
  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 ... [118s/118s] OK
Examples with CPU or elapsed time > 5s
                   user system elapsed
EWMA             20.273  0.036  20.337
bootCor          19.841  0.004  19.845
bootES           19.073  0.000  19.071
bootVaR          19.002  0.008  19.036
plot.backtestVaR  6.205  0.000   6.206
backtestVaR       6.080  0.008   6.088
* 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’ ... [1s/1s] OK
   ‘DelineatingEfficientPortfolios.Rnw’ ... failed
   ‘EstimatingVolatilitiesCorrelation.Rnw’ ... failed
   ‘MonteCarloMethods.Rnw’ ... failed
   ‘PerformanceMeasures.Rnw’ ... failed
   ‘QuantifyingVolatilityVaRModels.Rnw’ ... failed
   ‘QuantitativeAnalysisBasics.Rnw’ ... failed
   ‘WebApplications.Rnw’ ... failed
 [5s/5s] 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:
  ...
Warning in buildVignettes(dir = "/mnt/building/build_2015-02-07-18-23/RF_PKG_CHECK/PKGS/GARPFRM.Rcheck/vign_test/GARPFRM") :
  Files named as vignettes but with no recognized vignette engine:
   ‘vignettes/DataAccess.Rnw’
(Is a VignetteBuilder field missing?)
Error in texi2dvi(file = file, pdf = TRUE, clean = clean, quiet = quiet,  : 
  Running 'texi2dvi' on 'BSM_and_Greeks.tex' failed.
BibTeX errors:
The top-level auxiliary file: BSM_and_Greeks.aux
The style file: abbrvnat.bst
I found no \citation commands---while reading file BSM_and_Greeks.aux
Database file #1: GARPFRM.bib
Calls: buildVignettes -> texi2pdf -> texi2dvi
Execution halted

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

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

Run time: 183.41 seconds.