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factorAnalytics log file (check_x86_64_linux)

Mon May  1 15:46:07 2017: Checking package factorAnalytics (SVN revision 4028) ...
* using log directory ‘/mnt/building/build_2017-05-01-15-44/RF_PKG_CHECK/PKGS/factorAnalytics.Rcheck’
* using R version 3.3.3 Patched (2017-03-15 r72357)
* using platform: x86_64-pc-linux-gnu (64-bit)
* using session charset: UTF-8
* using option ‘--as-cran’
* checking for file ‘factorAnalytics/DESCRIPTION’ ... OK
* checking extension type ... Package
* this is package ‘factorAnalytics’ version ‘2.0.37’
* checking CRAN incoming feasibility ... NOTE
Maintainer: ‘Sangeetha Srinivasan ’

New submission

Uses the superseded package: ‘doSNOW’

Found the following (possibly) invalid URLs:
  URL: http://finance.yahoo.com/
    From: man/CommonFactors.Rd
    Status: 404
    Message: Not Found

The Date field is over a month old.

Size of tarball: 7331265 bytes
* 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 ‘factorAnalytics’ can be installed ... [5s/6s] OK
* checking installed package size ... NOTE
  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    data   5.1Mb
* 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 ... 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 ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... NOTE
.fmmc.proc: no visible global function definition for ‘na.omit’
.fmmc.proc: no visible binding for global variable ‘residuals’
.fmmc.se: no visible binding for global variable ‘sd’
NoVariableSelection: no visible global function definition for
  ‘na.omit’
NoVariableSelection: no visible global function definition for
  ‘as.formula’
SelectAllSubsets: no visible global function definition for ‘na.omit’
SelectAllSubsets: no visible global function definition for
  ‘as.formula’
SelectLars: no visible global function definition for ‘na.omit’
SelectStepwise: no visible global function definition for ‘na.omit’
SelectStepwise: no visible global function definition for ‘as.formula’
UseAPCA: no visible global function definition for ‘cov2cor’
UseAPCA: no visible global function definition for ‘median’
UseAPCA: no visible global function definition for ‘lm’
UseAPCA: no visible global function definition for ‘coef’
UseAPCA: no visible global function definition for ‘var’
UseAPCA_ck: no visible global function definition for ‘t.test’
UsePCA: no visible global function definition for ‘cov2cor’
UsePCA: no visible global function definition for ‘median’
UsePCA: no visible global function definition for ‘lm’
UsePCA: no visible global function definition for ‘coef’
UsePCA: no visible global function definition for ‘var’
dCornishFisher: no visible global function definition for ‘dnorm’
fitFfm :  : : no visible global function
  definition for ‘contr.treatment’
fitFfm: no visible global function definition for ‘as.formula’
fitFfm: no visible binding for global variable ‘lm’
fitFfm: no visible binding for global variable ‘na.fail’
fitFfm: no visible binding for global variable ‘var’
fitFfm : : no visible global function definition for ‘lm’
fitFfm : : no visible binding for global variable ‘na.fail’
fitFfm: no visible global function definition for ‘model.matrix’
fitFfm : : no visible global function definition for ‘coef’
fitFfm: no visible global function definition for ‘na.exclude’
fitFfm: no visible binding for global variable ‘na.omit’
fitSfm: no visible global function definition for ‘na.omit’
fitTsfm: no visible global function definition for ‘time’
fitTsfm: no visible binding for global variable ‘coef’
fitTsfm : : no visible global function definition for ‘sd’
fitTsfm : : no visible global function definition for
  ‘residuals’
fitTsfmLagBeta: no visible global function definition for ‘lag’
fitTsfmMT: no visible global function definition for ‘time’
fitTsfmUpDn: no visible global function definition for ‘time’
fitted.ffm: no visible binding for global variable ‘fitted’
fitted.tsfm : : no visible global function definition for
  ‘fitted’
fitted.tsfm: no visible global function definition for ‘fitted’
fitted.tsfm: no visible global function definition for ‘time’
fmCov.tsfm: no visible global function definition for ‘cov’
fmEsDecomp.ffm: no visible global function definition for ‘residuals’
fmEsDecomp.ffm: no visible global function definition for ‘time’
fmEsDecomp.ffm: no visible global function definition for ‘quantile’
fmEsDecomp.ffm: no visible global function definition for ‘dnorm’
fmEsDecomp.ffm: no visible global function definition for ‘qnorm’
fmEsDecomp.ffm: no visible global function definition for ‘sd’
fmEsDecomp.sfm: no visible global function definition for ‘residuals’
fmEsDecomp.sfm: no visible global function definition for ‘time’
fmEsDecomp.sfm: no visible global function definition for ‘cov’
fmEsDecomp.sfm: no visible global function definition for ‘quantile’
fmEsDecomp.sfm: no visible global function definition for ‘dnorm’
fmEsDecomp.sfm: no visible global function definition for ‘qnorm’
fmEsDecomp.sfm: no visible global function definition for ‘sd’
fmEsDecomp.tsfm: no visible global function definition for ‘residuals’
fmEsDecomp.tsfm: no visible global function definition for ‘time’
fmEsDecomp.tsfm: no visible global function definition for ‘cov’
fmEsDecomp.tsfm: no visible global function definition for ‘quantile’
fmEsDecomp.tsfm: no visible global function definition for ‘dnorm’
fmEsDecomp.tsfm: no visible global function definition for ‘qnorm’
fmEsDecomp.tsfm: no visible global function definition for ‘sd’
fmSdDecomp.sfm: no visible global function definition for ‘cov’
fmSdDecomp.tsfm: no visible global function definition for ‘cov’
fmVaRDecomp.ffm: no visible global function definition for ‘residuals’
fmVaRDecomp.ffm: no visible global function definition for ‘time’
fmVaRDecomp.ffm: no visible global function definition for ‘quantile’
fmVaRDecomp.ffm: no visible global function definition for ‘sd’
fmVaRDecomp.ffm: no visible global function definition for ‘qnorm’
fmVaRDecomp.sfm: no visible global function definition for ‘residuals’
fmVaRDecomp.sfm: no visible global function definition for ‘time’
fmVaRDecomp.sfm: no visible global function definition for ‘cov’
fmVaRDecomp.sfm: no visible global function definition for ‘quantile’
fmVaRDecomp.sfm: no visible global function definition for ‘sd’
fmVaRDecomp.sfm: no visible global function definition for ‘qnorm’
fmVaRDecomp.tsfm: no visible global function definition for ‘residuals’
fmVaRDecomp.tsfm: no visible global function definition for ‘time’
fmVaRDecomp.tsfm: no visible global function definition for ‘cov’
fmVaRDecomp.tsfm: no visible global function definition for ‘quantile’
fmVaRDecomp.tsfm: no visible global function definition for ‘sd’
fmVaRDecomp.tsfm: no visible global function definition for ‘qnorm’
fmmcSemiParam: no visible global function definition for ‘na.omit’
fmmcSemiParam: no visible global function definition for ‘rnorm’
pCornishFisher: no visible global function definition for ‘pnorm’
pCornishFisher: no visible global function definition for ‘dnorm’
paFm: no visible global function definition for ‘na.omit’
plot.pafm: no visible global function definition for ‘menu’
plot.pafm: no visible global function definition for ‘barplot’
plot.pafm: no visible global function definition for ‘par’
plot.pafm : : no visible global function definition for
  ‘dev.off’
plot.sfm: no visible global function definition for ‘fitted’
plot.sfm: no visible global function definition for ‘residuals’
plot.sfm: no visible global function definition for ‘na.omit’
plot.sfm: no visible global function definition for ‘lm’
plot.sfm: no visible global function definition for ‘as.formula’
plot.sfm: no visible global function definition for ‘density’
plot.sfm: no visible global function definition for ‘dnorm’
plot.sfm: no visible global function definition for ‘menu’
plot.sfm: no visible global function definition for ‘par’
plot.sfm: no visible global function definition for ‘abline’
plot.sfm: no visible global function definition for ‘panel.smooth’
plot.sfm: no visible global function definition for ‘hatvalues’
plot.sfm: no visible global function definition for ‘legend’
plot.sfm: no visible global function definition for ‘rug’
plot.sfm: no visible global function definition for ‘lines’
plot.sfm: no visible global function definition for ‘mtext’
plot.sfm: no visible global function definition for ‘formula’
plot.sfm : : no visible global function definition for
  ‘coef’
plot.sfm : : no visible global function definition for ‘lm’
plot.sfm : : no visible global function definition for
  ‘formula’
plot.sfm: no visible global function definition for ‘barplot’
plot.sfm: no visible global function definition for ‘text’
plot.sfm: no visible global function definition for ‘cor’
plot.sfm: no visible global function definition for ‘cov2cor’
plot.sfm: no visible global function definition for ‘stack’
plot.tsfm: no visible global function definition for ‘fitted’
plot.tsfm: no visible global function definition for ‘residuals’
plot.tsfm: no visible global function definition for ‘na.omit’
plot.tsfm: no visible global function definition for ‘density’
plot.tsfm: no visible global function definition for ‘dnorm’
plot.tsfm: no visible global function definition for ‘menu’
plot.tsfm: no visible global function definition for ‘par’
plot.tsfm: no visible global function definition for ‘abline’
plot.tsfm: no visible global function definition for ‘panel.smooth’
plot.tsfm: no visible global function definition for ‘hatvalues’
plot.tsfm: no visible global function definition for ‘legend’
plot.tsfm: no visible global function definition for ‘rug’
plot.tsfm: no visible global function definition for ‘lines’
plot.tsfm: no visible global function definition for ‘mtext’
plot.tsfm: no visible global function definition for ‘formula’
plot.tsfm : : no visible global function definition for ‘lm’
plot.tsfm : : no visible global function definition for
  ‘formula’
plot.tsfm: no visible global function definition for ‘cor’
plot.tsfm: no visible global function definition for ‘cov2cor’
plot.tsfmUpDn: no visible global function definition for ‘fitted’
plot.tsfmUpDn: no visible global function definition for ‘abline’
plot.tsfmUpDn: no visible global function definition for ‘lines’
plot.tsfmUpDn: no visible global function definition for ‘legend’
plot.tsfmUpDn: no visible global function definition for ‘par’
print.summary.ffm: no visible global function definition for
  ‘printCoefmat’
print.summary.sfm: no visible global function definition for
  ‘printCoefmat’
print.summary.tsfm: no visible global function definition for
  ‘printCoefmat’
print.summary.tsfmUpDn: no visible global function definition for
  ‘printCoefmat’
qCornishFisher: no visible global function definition for ‘qnorm’
rCornishFisher: no visible global function definition for ‘rnorm’
residuals.tsfm : : no visible global function definition for
  ‘residuals’
residuals.tsfm: no visible global function definition for ‘residuals’
residuals.tsfm: no visible global function definition for ‘time’
summary.pafm : : no visible binding for global variable ‘sd’
summary.sfm: no visible global function definition for ‘lm’
zScore: no visible global function definition for ‘median’
zScore: no visible global function definition for ‘mad’
Undefined global functions or variables:
  abline as.formula barplot coef contr.treatment cor cov cov2cor
  density dev.off dnorm fitted formula hatvalues lag legend lines lm
  mad median menu model.matrix mtext na.exclude na.fail na.omit
  panel.smooth par pnorm printCoefmat qnorm quantile residuals rnorm
  rug sd stack t.test text time var
Consider adding
  importFrom("grDevices", "dev.off")
  importFrom("graphics", "abline", "barplot", "legend", "lines", "mtext",
             "panel.smooth", "par", "rug", "text")
  importFrom("stats", "as.formula", "coef", "contr.treatment", "cor",
             "cov", "cov2cor", "density", "dnorm", "fitted", "formula",
             "hatvalues", "lag", "lm", "mad", "median", "model.matrix",
             "na.exclude", "na.fail", "na.omit", "pnorm", "printCoefmat",
             "qnorm", "quantile", "residuals", "rnorm", "sd", "t.test",
             "time", "var")
  importFrom("utils", "menu", "stack")
to your NAMESPACE file.
* checking Rd files ... OK
* checking Rd metadata ... OK
* checking Rd line widths ... NOTE
Rd file 'fmCov.Rd':
  \examples lines wider than 100 characters:
                    factor.names=c("EDHEC.LS.EQ","SP500.TR"), data=managers)                              

Rd file 'plot.tsfmUpDn.Rd':
  \examples lines wider than 100 characters:
     # add Robust Up/Dn model fitted line and change legend to show the robust up/dn Beta                               

These lines will be truncated in the PDF manual.
* checking Rd cross-references ... WARNING
Missing link or links in documentation object 'fitFfm.Rd':
  ‘plot.ffm’

See section 'Cross-references' in the 'Writing R Extensions' manual.

* 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 files in ‘vignettes’ ... OK
* checking examples ... ERROR
Running examples in ‘factorAnalytics-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: fmEsDecomp
> ### Title: Decompose ES into individual factor contributions
> ### Aliases: fmEsDecomp fmEsDecomp.ffm fmEsDecomp.sfm fmEsDecomp.tsfm
> 
> ### ** Examples
> 
> #' # Time Series Factor Model
> data(managers)
> fit.macro <- fitTsfm(asset.names=colnames(managers[,(1:6)]),
+                      factor.names=colnames(managers[,(7:8)]), data=managers)
> ES.decomp <- fmEsDecomp(fit.macro)
> # get the component contributions
> ES.decomp$cES
     EDHEC.LS.EQ  SP500.TR residuals
HAM1    -0.10136 -0.037495    0.0876
HAM2    -0.00497 -0.003006   -0.0251
HAM3    -0.04170 -0.000403   -0.0134
HAM4    -0.13172 -0.043098    0.0626
HAM5    -0.12282  0.020497       NaN
HAM6    -0.06314  0.023919       NaN
> 
> # Statistical Factor Model
> data(StockReturns)
> sfm.pca.fit <- fitSfm(r.M, k=2)
> ES.decomp <- fmEsDecomp(sfm.pca.fit, type="normal")
> ES.decomp$cES
           F.1      F.2 residuals
CITCRP 0.10997 2.97e-03    0.0647
CONED  0.00597 1.14e-05    0.1003
CONTIL 0.11701 1.78e-01    0.0236
DATGEN 0.16383 8.74e-03    0.1093
DEC    0.11326 8.01e-03    0.0973
DELTA  0.08022 1.53e-02    0.1149
GENMIL 0.03431 3.32e-04    0.1058
GERBER 0.04090 1.67e-02    0.1294
IBM    0.04492 2.14e-04    0.0832
MOBIL  0.03838 1.45e-03    0.1326
PANAM  0.09124 4.47e-02    0.1527
PSNH   0.01025 1.31e-04    0.2207
TANDY  0.15991 1.56e-02    0.1067
TEXACO 0.02882 2.03e-03    0.1394
WEYER  0.09949 9.45e-03    0.0789
> 
> # Fundamental Factor Model
> data(Stock.df)
> exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP")
> fit <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN", 
+               date.var="DATE", exposure.vars=exposure.vars)
> ES.decomp <- fmEsDecomp(fit, type="normal")
Error in UseMethod("fmEsDecomp") : 
  no applicable method for 'fmEsDecomp' applied to an object of class "ffm"
Calls: fmEsDecomp
Execution halted
* checking for unstated dependencies in ‘tests’ ... OK
* checking tests ...
  Running ‘run-testthat-factorAnalytics.R’
 [3s/3s] OK
* checking PDF version of manual ... OK
* DONE

Status: 1 ERROR, 1 WARNING, 5 NOTEs
See
  ‘/mnt/building/build_2017-05-01-15-44/RF_PKG_CHECK/PKGS/factorAnalytics.Rcheck/00check.log’
for details.

Run time: 183.23 seconds.