R Development Page

GVAR log file (check_x86_64_linux)

Mon May 18 05:45:50 2015: Checking package GVAR (SVN revision 26) ...
* using log directory ‘/mnt/building/build_2015-05-18-05-43/RF_PKG_CHECK/PKGS/GVAR.Rcheck’
* using R version 3.2.0 Patched (2015-05-16 r68378)
* using platform: x86_64-unknown-linux-gnu (64-bit)
* using session charset: UTF-8
* using option ‘--as-cran’
* checking for file ‘GVAR/DESCRIPTION’ ... OK
* checking extension type ... Package
* this is package ‘GVAR’ version ‘0.6’
* checking CRAN incoming feasibility ... NOTE
Maintainer: ‘Rainer Puhr ’
New submission

No package encoding and non-ASCII characters in the following R files:
  R/FEVD.R
    110:     # liste der lnder inklusive lndersumme (skaliert, *100 und eine kommastelle)    

The Title field should be in title case, current version then in title case:
‘Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)’
‘Vector Error Correction Model (VECM), VECM with Exogenous I(1) Variables, Global VAR (GVAR)’

The Date field is over a month old.
* 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 ‘GVAR’ 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 use of S3 registration ... OK
* checking dependencies in R code ... OK
* checking S3 generic/method consistency ... WARNING
predict:
  function(object, ...)
predict.GVAR:
  function(x, steps, start, exo.var, exo.type)

predict:
  function(object, ...)
predict.GVAR2:
  function(x, steps, start, exo.var, exo.type)

See section ‘Generic functions and methods’ in the ‘Writing R
Extensions’ manual.

Found the following apparent S3 methods exported but not registered:
  predict.GVAR predict.GVAR2
See section ‘Registering S3 methods’ in the ‘Writing R Extensions’
manual.
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... NOTE
GVAR: warning in ts(cbind(t(W[[i]] %*% X), Data[[N + 2]]), start =
  start.ts, freq = freq): partial argument match of 'freq' to
  'frequency'
GVAR: warning in ts(cbind(t(W[[i]] %*% X), Data[[N + 2]][, d[[i]]]),
  start = start.ts, freq = freq): partial argument match of 'freq' to
  'frequency'
GVAR: warning in ts(t(W[[i]] %*% X), start = start.ts, freq = freq):
  partial argument match of 'freq' to 'frequency'
GVAR2: warning in ts(cbind(t(W[[i]] %*% X), Data[[N + 2]]), start =
  start.ts, freq = freq): partial argument match of 'freq' to
  'frequency'
GVAR2: warning in ts(cbind(t(W[[i]] %*% X), Data[[N + 2]][, d[[i]]]),
  start = start.ts, freq = freq): partial argument match of 'freq' to
  'frequency'
GVAR2: warning in ts(t(W[[i]] %*% X), start = start.ts, freq = freq):
  partial argument match of 'freq' to 'frequency'
rank.test.vecm: no visible binding for global variable
  ‘cv.tables.johansen’
rank.test.we: no visible global function definition for
  ‘orthonormalization’
rank.test.we: no visible binding for global variable ‘CV.trace.table’
rank.test.we: no visible binding for global variable
  ‘CV.maxeigen.table’
rank.test.we2: no visible global function definition for
  ‘orthonormalization’
rank.test.we2: no visible binding for global variable ‘CV.trace.table’
rank.test.we2: no visible binding for global variable
  ‘CV.maxeigen.table’
we.diag: no visible binding for global variable ‘CV.trace.table’
we.diag: no visible binding for global variable ‘CV.maxeigen.table’

Found the following calls to data() loading into the global environment:
File ‘GVAR/R/rank.test.vecm.R’:
  data(cv.tables.johansen)
File ‘GVAR/R/rank.test.we.R’:
  data(CV.maxeigen.table)
  data(CV.trace.table)
File ‘GVAR/R/rank.test.we_pesaran.R’:
  data(CV.maxeigen.table)
  data(CV.trace.table)
File ‘GVAR/R/we.diag.r’:
  data(CV.maxeigen.table)
  data(CV.trace.table)
See section ‘Good practice’ in ‘?data’.
* checking Rd files ... WARNING
prepare_Rd: FEVD.Rd:5-7: Dropping empty section \description
prepare_Rd: FEVD.Rd:29-31: Dropping empty section \details
prepare_Rd: FEVD.Rd:32-38: Dropping empty section \value
prepare_Rd: FEVD.Rd:45-47: Dropping empty section \note
prepare_Rd: FEVD.Rd:42-44: Dropping empty section \author
prepare_Rd: FEVD.Rd:39-41: Dropping empty section \references
prepare_Rd: FEVD.Rd:51-53: Dropping empty section \seealso
checkRd: (5) FEVD.Rd:0-168: Must have a \description
prepare_Rd: GIR.Rd:21-23: Dropping empty section \references
prepare_Rd: GIR.Rd:26: Dropping empty section \examples
prepare_Rd: GVAR2.Rd:7-9: Dropping empty section \description
prepare_Rd: GVAR2.Rd:70-72: Dropping empty section \details
prepare_Rd: GVAR2.Rd:73-79: Dropping empty section \value
prepare_Rd: GVAR2.Rd:86-88: Dropping empty section \note
prepare_Rd: GVAR2.Rd:83-85: Dropping empty section \author
prepare_Rd: GVAR2.Rd:80-82: Dropping empty section \references
prepare_Rd: GVAR2.Rd:92-94: Dropping empty section \seealso
checkRd: (5) GVAR2.Rd:0-567: Must have a \description
RDp.Rd: non-ASCII input and no declared encoding
prepare_Rd: case.test.Rd:7-9: Dropping empty section \description
prepare_Rd: case.test.Rd:37-39: Dropping empty section \details
prepare_Rd: case.test.Rd:40-46: Dropping empty section \value
prepare_Rd: case.test.Rd:53-55: Dropping empty section \note
prepare_Rd: case.test.Rd:50-52: Dropping empty section \author
prepare_Rd: case.test.Rd:47-49: Dropping empty section \references
prepare_Rd: case.test.Rd:59-61: Dropping empty section \seealso
checkRd: (5) case.test.Rd:0-134: Must have a \description
prepare_Rd: est.we.mdls2.Rd:7-9: Dropping empty section \description
prepare_Rd: est.we.mdls2.Rd:46-48: Dropping empty section \details
prepare_Rd: est.we.mdls2.Rd:49-55: Dropping empty section \value
prepare_Rd: est.we.mdls2.Rd:62-64: Dropping empty section \note
prepare_Rd: est.we.mdls2.Rd:59-61: Dropping empty section \author
prepare_Rd: est.we.mdls2.Rd:56-58: Dropping empty section \references
prepare_Rd: est.we.mdls2.Rd:68-70: Dropping empty section \seealso
checkRd: (5) est.we.mdls2.Rd:0-527: Must have a \description
prepare_Rd: rank.test.we2.Rd:7-9: Dropping empty section \description
prepare_Rd: rank.test.we2.Rd:40-42: Dropping empty section \details
prepare_Rd: rank.test.we2.Rd:43-49: Dropping empty section \value
prepare_Rd: rank.test.we2.Rd:56-58: Dropping empty section \note
prepare_Rd: rank.test.we2.Rd:53-55: Dropping empty section \author
prepare_Rd: rank.test.we2.Rd:50-52: Dropping empty section \references
prepare_Rd: rank.test.we2.Rd:62-64: Dropping empty section \seealso
checkRd: (5) rank.test.we2.Rd:0-261: Must have a \description
prepare_Rd: set.mdl2.Rd:7-9: Dropping empty section \description
prepare_Rd: set.mdl2.Rd:25-27: Dropping empty section \details
prepare_Rd: set.mdl2.Rd:28-34: Dropping empty section \value
prepare_Rd: set.mdl2.Rd:41-43: Dropping empty section \note
prepare_Rd: set.mdl2.Rd:38-40: Dropping empty section \author
prepare_Rd: set.mdl2.Rd:35-37: Dropping empty section \references
prepare_Rd: set.mdl2.Rd:47-49: Dropping empty section \seealso
checkRd: (5) set.mdl2.Rd:0-195: Must have a \description
prepare_Rd: summary.vecm.Rd:17-19: Dropping empty section \value
prepare_Rd: summary.vecm.Rd:32-33: Dropping empty section \note
problem found in ‘RDp.Rd’
* checking Rd metadata ... OK
* checking Rd line widths ... NOTE
Rd file 'CV.trace.table.Rd':
  \examples lines wider than 100 characters:
     CV.maxeigen.table[[4]][12,1]      ## returns the 0.1 maximum eigenvalue CV for case II in a ... model

Rd file 'FEVD.Rd':
  \examples lines wider than 100 characters:
             stop("For the argument shock.dir please submit either a volume shock (e.g. shock.dir='0.003/sd') or a standard deviation shock  ... [TRUNCATED]
         res <- list(fevd.gi = fevd.gi, fevd.oi = fevd.oi, Fmat = Fmat, G = G, H = H, U = U,shock.dir=shock.dir,sigma.il=sigma.il)

Rd file 'GVAR.Rd':
  \usage lines wider than 90 characters:
          d = NULL, lex = NULL, endo = NULL, ord = NULL, we = NULL, method = "max.eigen", caseTest = FALSE, weTest = FALSE)
  \examples lines wider than 100 characters:
     for (j in c("EuroArea", "Japan", "UK", "Sweden", "Switzerland", "Norway", "Australia", "Canada", "NewZealand", "Korea", "Safrica")) 
     res.GVAR <- GVAR(Data=Data,r=r,p=p,q=q,weight=weight,Case=Case,exo.var=TRUE,d=d,lex=lex,ord=ord,we=we,endo=endo,method="max.eigen")

Rd file 'GVAR2.Rd':
  \usage lines wider than 90 characters:
     GVAR2(Data, tw = NULL, p, q = p, r = NULL, weight, Case, exo.var = FALSE, exo.type = "from.sub", exo.loc, d = NULL, lex = NULL, endo =  ... [TRUNCATED]
  \examples lines wider than 100 characters:
                         temp3 <- c(temp3,colnames(Data[[exo.loc[[ii]][1]]])[which(endo[[exo.loc[[j]][1]]]==exo.loc[[j]][2])])
             mdls <- est.we.mdls2(z.ts = z, etw = etw, p = p[i], q = q[i], r = rr[i], n = n[i], case = Case[i], ex = n.ex[i], lex = lex.temp ... [TRUNCATED]
         # this function constructs a list object of the arguments submitted to (in this case) the GVAR function

Rd file 'OIR.Rd':
  \examples lines wider than 100 characters:
     for (j in c("EuroArea", "Japan", "UK", "Sweden", "Switzerland", "Norway", "Australia", "Canada", "NewZealand", "Korea", "Safrica")) 
     res.GVAR <- GVAR(Data=Data,r=r,p=p,q=q,weight=weight,Case=Case,exo.var=TRUE,d=d,lex=lex,ord=ord,we=we,endo=endo,method="max.eigen")

Rd file 'PP.Rd':
  \examples lines wider than 100 characters:
     for (j in c("EuroArea", "Japan", "UK", "Sweden", "Switzerland", "Norway", "Australia", "Canada", "NewZealand", "Korea", "Safrica")) 
     res.GVAR <- GVAR(Data=Data,r=r,p=p,q=q,weight=weight,Case=Case,exo.var=TRUE,d=d,lex=lex,ord=ord,we=we,endo=endo,method="max.eigen")
     #testPP <- PP(res.GVAR, n=40, shock.var=list(c(1,2)), shock.dir=list(1), scal=FALSE, system.shock=FALSE)

Rd file 'est.we.mdls2.Rd':
  \examples lines wider than 100 characters:
     # [1] Pesaran et al. "Structural Analysis of VECMs with exog. I(1) variables", Journal of Econometrics 97 (2000) p. 293-343
     # \Delta y_t = c_0+c_1*t+\Lambda\Delta x_t+\sum_{i=1}^{p-1}\Psi_i\Delta z_{t-i}+\Pi_y z_{t-1}+\u_t, where u_t is N(0,\Omega_{uu}), and
     # \Delta x_t = a_{x0}+\sum_{i=1}^{p-1}\Gamma_{xi}\Delta z_{t-i}+e_{xt}, where e_{xt} is N(0,\Omega_{xx})
           Z2 <- rbind(Z2, t(diff(window(z.ts[,1:m],start= etw[["start"]]-(1+i)*dt,end= etw[["end"]]-i*dt))))
           rownames(Z2)[(k+(i-1)*m+1):(k+i*m)] <- paste("D",dimnames(z.ts)[[2]][1:m],"-",i,sep="")  # paste("Dz", 1:m,"-",i, sep = "")
        rownames(Z2)[(k+(min(p,q)-1)*m+(i-q)*n+1):(k+(min(p,q)-1)*m+(i-q)*n+n)]<- paste("D",dimnames(y.ts)[[2]],"-",i,sep="")
        rownames(Z2)[(k+(min(p,q)-1)*m+(i-p)*k+1):(k+(min(p,q)-1)*m+(i-p)*k+k)]<- paste("D",colnames(z.ts)[(n+1):(n+k)],"-",i,sep="")
         rownames(Z2)[((k+(p-1)*n+(q-1)*k)+(i+1)*1):((k+(p-1)*n+(q-1)*k)+ex*(i+1))] <- paste("D",colnames(z.ts)[-(1:m)],"-",i,sep="")
             Psi[[i]] <- cbind(Psi[[i]],as.matrix(Psi_[,((p-1)*n+q*k+i*ex+1):((p-1)*n+q*k+(i+1)*ex)],ncol=ex))
       Fstat <- ((sum(t1$residuals^2)-sum(t2$residuals^2))/dim(t(t(beta)%*%Z1))[2])/(sum(t2$residuals^2)/(T-dim(t(t(beta)%*%Z1))[2]-dim(t(Z2 ... [TRUNCATED]
       Omega.b <- solve(Z1[-(1:r),]%*%M%*%t(Z1[-(1:r),]))%x%solve(t(alpha)%*%solve(Sigma.u.tilde)%*%alpha)
           se$Lambda[i,] <- summary(res.final)[[i]]$coefficients[c(1:k,((p-1)*n+q*k+1):((p-1)*n+q*k+ex)),2]
           tvals$Lambda[i,] <- summary(res.final)[[i]]$coefficients[c(1:k,((p-1)*n+q*k+1):((p-1)*n+q*k+ex)),3]
           pvals$Lambda[i,] <- summary(res.final)[[i]]$coefficients[c(1:k,((p-1)*n+q*k+1):((p-1)*n+q*k+ex)),4]      
         dimnames(se$Phi[[j]]) <- dimnames(tvals$Phi[[j]]) <- dimnames(pvals$Phi[[j]]) <- dimnames(Phi[[j]])
         dimnames(se$Psi[[j]]) <- dimnames(tvals$Psi[[j]]) <- dimnames(pvals$Psi[[j]]) <- dimnames(Psi[[j]])
     #  se$season[i,] <- summary(res.final)[[i]]$coefficients[(n*(p-1)+temp):dim(summary(res.final)[[i]]$coefficients)[1],2]
     #  tvals$season[i,] <- summary(res.final)[[i]]$coefficients[(n*(p-1)+temp):dim(summary(res.final)[[i]]$coefficients)[1],3]
     #  pvals$season[i,] <- summary(res.final)[[i]]$coefficients[(n*(p-1)+temp):dim(summary(res.final)[[i]]$coefficients)[1],4]
     #  colnames(se$season) <- colnames(tvals$season) <- colnames(pvals$season) <- paste("s",1:(season-1),sep="")
     mdls <- list(type="weakly exogenous VECM",dat=z.ts,freq=freq,m=m,n=n,p=p,q=q,ex=ex,lex=lex,r=r,T=T,alpha=alpha,beta=beta,Pi.y=Pi.y,Phi= ... [TRUNCATED]

Rd file 'rank.test.we2.Rd':
  \examples lines wider than 100 characters:
     # [1] Pesaran et al. "Structural Analysis of VECMs with exog. I(1) variables", Journal of Econometrics 97 (2000) p. 293-343
     # \Delta y_t = c_0+c_1*t+\Lambda\Delta x_t+\sum_{i=1}^{p-1}\Psi_i\Delta z_{t-i}+\Pi_y z_{t-1}+\u_t, where u_t is N(0,\Omega_{uu}), and
     # \Delta x_t = a_{x0}+\sum_{i=1}^{p-1}\Gamma_{xi}\Delta z_{t-i}+e_{xt}, where e_{xt} is N(0,\Omega_{xx})
           Z2 <- rbind(Z2, t(diff(window(z.ts[,1:m],start= etw[["start"]]-(1+i)*dt,end= etw[["end"]]-i*dt))))
           rownames(Z2)[(k+(i-1)*m+1):(k+i*m)] <- paste("D",dimnames(z.ts)[[2]][1:m],"-",i,sep="")  # paste("Dz", 1:m,"-",i, sep = "")
        rownames(Z2)[(k+(min(p,q)-1)*m+(i-q)*n+1):(k+(min(p,q)-1)*m+(i-q)*n+n)]<- paste("D",dimnames(y.ts)[[2]],"-",i,sep="")
        rownames(Z2)[(k+(min(p,q)-1)*m+(i-p)*k+1):(k+(min(p,q)-1)*m+(i-p)*k+k)]<- paste("D",colnames(z.ts)[-(c(1:n,(m+1):dim(z.ts)[2]))],"-" ... [TRUNCATED]
         rownames(Z2)[((k+(p-1)*n+(q-1)*k)+(i+1)*1):((k+(p-1)*n+(q-1)*k)+ex*(i+1))] <- paste("D",colnames(z.ts)[-(1:m)],"-",i,sep="")
     mdls<-list(type="weakly exogenous VECM",freq=freq,m=m,n=n,p=p,q=q,T=T,case=case,lambda=lambda,LR.trace=LR.trace,CV.trace=CV.trace,LR.ma ... [TRUNCATED]

Rd file 'set.mdl2.Rd':
  \examples lines wider than 100 characters:
      # VECM: \Delta y_t = c_0+c_1 t+\Lambda\Delta x_t+\sum_{i=1}^{p-1}\Psi_i\Delta z_{t-i}+\Pi.y z_{t-1}+u_t, where u_t is N(0,\Omega_{uu})
         Upsilon[[1]]<- -mdl$VECM[["Lambda"]][,(m-n+1):(m-n+exo)]+mdl$VECM[["Pi.y"]][,(m+1):(m+exo)]+mdl$VECM[["Psi"]][[1]][,-(1:k)]
         Upsilon[[1]] <- -mdl$VECM[["Lambda"]][,1:exo]+mdl$VECM[["Pi.y"]][,(m+1):(m+exo)]+mdl$VECM[["Psi"]][[1]][,1:exo]
      # VECM: \Delta Y_t = \Pi Y_{t-1}+\sum_{i=1}^{k-1} \Gamma_i\Delta Y_{t-i}+\Phi D_t+\epsilon_t, where \epsilon_t is N(0,\Omega) and \Phi ... [TRUNCATED]

These lines will be truncated in the PDF manual.
* checking Rd cross-references ... OK
* checking for missing documentation entries ... WARNING
Undocumented code objects:
  ‘predict.GVAR2’
Undocumented data sets:
  ‘CV.trace.table’
All user-level objects in a package should have documentation entries.
See chapter ‘Writing R documentation files’ in the ‘Writing R
Extensions’ manual.
* checking for code/documentation mismatches ... WARNING
Data with usage in documentation object 'CV.trace.table' but not in code:
  cv.tables.pesaran

Codoc mismatches from documentation object 'GIR':
GIR
  Code: function(x, n = 40, shock.var, shock.dir = -1, scal = FALSE)
  Docs: function(x, n, shock.var)
  Argument names in code not in docs:
    shock.dir scal
  Mismatches in argument default values:
    Name: 'n' Code: 40 Docs: 

Codoc mismatches from documentation object 'est.vecm.mdls':
est.vecm.mdls
  Code: function(Y.ts, etw, p, case, r, ex = 0, lex = NULL, season =
                 NULL, season.start.time = NULL)
  Docs: function(Y.ts, etw, p, case, r, season = NULL,
                 season.start.time = NULL)
  Argument names in code not in docs:
    ex lex
  Mismatches in argument names:
    Position: 6 Code: ex Docs: season
    Position: 7 Code: lex Docs: season.start.time

Codoc mismatches from documentation object 'rank.test.vecm':
rank.test.vecm
  Code: function(Y.ts, etw, p, case, ex = 0, lex = NULL, season = NULL,
                 season.start.time = NULL)
  Docs: function(Y.ts, etw, p, case, season = NULL, season.start.time =
                 NULL)
  Argument names in code not in docs:
    ex lex
  Mismatches in argument names:
    Position: 5 Code: ex Docs: season
    Position: 6 Code: lex Docs: season.start.time

* checking Rd \usage sections ... OK
* checking Rd contents ... WARNING
Auto-generated content requiring editing in Rd object 'est.vecm.mdls':
  \note

Auto-generated content requiring editing in Rd object 'print.vecm':
  \description
  \details
  \author
  \note
  \arguments, description of item 'x'
  \arguments, description of item '\dots'

Auto-generated content requiring editing in Rd object 'rank.test.vecm':
  \note

Argument items with no description in Rd object 'summary.vecm':
  ‘\dots’

* 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 examples ... [14s/14s] OK
Examples with CPU or elapsed time > 5s
     user system elapsed
OIR 6.696  0.024   6.721
* checking PDF version of manual ... OK
* DONE

Status: 5 WARNINGs, 4 NOTEs
See
  ‘/mnt/building/build_2015-05-18-05-43/RF_PKG_CHECK/PKGS/GVAR.Rcheck/00check.log’
for details.


Run time: 63.39 seconds.