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RTAQ log file (check_x86_64_linux)

Fri Feb 15 12:18:01 2013: Checking package RTAQ (SVN revision 1284) ...
* using log directory ‘/mnt/building/build_2013-02-15-08-50/RF_PKG_CHECK/PKGS/RTAQ.Rcheck’
* using R version 2.15.2 Patched (2013-02-13 r61942)
* using platform: x86_64-unknown-linux-gnu (64-bit)
* using session charset: UTF-8
* checking for file ‘RTAQ/DESCRIPTION’ ... OK
* checking extension type ... Package
* this is package ‘RTAQ’ version ‘0.3’
* checking CRAN incoming feasibility ... OK
Maintainer: ‘Jonathan Cornelissen
’
* checking package namespace information ... OK
* checking package dependencies ... NOTE
Packages suggested but not available for checking: ‘realized’ ‘chron’
* 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 whether package ‘RTAQ’ can be installed ... [4s/18s] OK
* checking installed package size ... OK
* checking package directory ... OK
* checking for portable file names ... OK
* checking for sufficient/correct file permissions ... 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 for unstated 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
spotVol: no visible global function definition for ‘times’
* checking Rd files ... OK
* checking Rd metadata ... OK
* 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 line endings in C/C++/Fortran sources/headers ... OK
* checking line endings in Makefiles ... OK
* checking for portable use of $(BLAS_LIBS) and $(LAPACK_LIBS) ... OK
* checking compiled code ... OK
* checking sizes of PDF files under ‘inst/doc’ ... OK
* checking installed files from ‘inst/doc’ ... OK
* checking examples ... ERROR
Running examples in ‘RTAQ-Ex.R’ failed
The error most likely occurred in:

> ### Name: quotesCleanup
> ### Title: Cleans quote data
> ### Aliases: quotesCleanup
> ### Keywords: cleaning
> 
> ### ** Examples
> 
> #Consider you have raw quote data for 1 stock for 1 day 
> data("sample_qdataraw");
> head(sample_qdataraw);
                    SYMBOL EX  BID      BIDSIZ OFR      OFRSIZ MODE
2008-01-04 09:30:00 "XXX"  "T" "193.12" "0.5"  "193.94" "0.5"  "12"
2008-01-04 09:30:26 "XXX"  "P" "193.31" "0.5"  "193.96" "2.5"  "12"
2008-01-04 09:30:26 "XXX"  "N" "193.18" "2"    "193.82" "10"   "12"
2008-01-04 09:30:26 "XXX"  "T" "193.52" "0.5"  "193.97" "0.5"  "12"
2008-01-04 09:30:26 "XXX"  "T" "193.47" "2"    "193.97" "0.5"  "12"
2008-01-04 09:30:26 "XXX"  "N" "193.5"  "2.5"  "193.96" "1.5"  "12"
> dim(sample_qdataraw);
[1] 48380     7
> qdata_aftercleaning = quotesCleanup(qdataraw=sample_qdataraw,exchanges="N");
Error in allmatrix[(halfwindow + 1):(n - halfwindow), 1] = as.numeric(rollapply(midquote,  : 
  number of items to replace is not a multiple of replacement length
Error in nresult[7] = nresult[7] + dim(qdata)[1] : 
  replacement has length zero
Calls: quotesCleanup
Execution halted
Run time: 245.99 seconds.