R Development Page

PerformanceAnalytics log file (check_x86_64_windows)

* using log directory 'R:/run/building/build_2016-04-25-21-44/RF_PKG_CHECK/PKGS/PerformanceAnalytics.Rcheck'
* using R version 3.2.5 Patched (2016-04-18 r70535)
* using platform: x86_64-w64-mingw32 (64-bit)
* using session charset: ISO8859-1
* using option '--as-cran'
* checking for file 'PerformanceAnalytics/DESCRIPTION' ... OK
* checking extension type ... Package
* this is package 'PerformanceAnalytics' version '1.4.4000'
* checking CRAN incoming feasibility ... NOTE
Maintainer: 'Brian G. Peterson '
Found the following (possibly) invalid URLs:
  URL: http://addictedtor.free.fr/graphiques/
    From: man/PerformanceAnalytics-package.Rd
    Status: 404
    Message: Not Found
  URL: http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=65
    From: man/PerformanceAnalytics-package.Rd
    Status: 404
    Message: Not Found
  URL: http://addictedtor.free.fr/graphiques/sources/source_137.R
    From: man/chart.Correlation.Rd
    Status: 404
    Message: Not Found
  URL: http://www.riskmetrics.com/publications/techdocs/r2rovv.html (moved to https://www.msci.com/publications/techdocs/r2rovv.html)
    From: man/VaR.Rd
    Status: 404
    Message: Not Found
  URL: http://www.riskmetrics.com/r2rovv.html (moved to https://www.msci.com/r2rovv.html)
    From: man/PerformanceAnalytics-package.Rd
    Status: 404
    Message: Not Found
  URL: http://www.sortino.com/htm/performance.htm
    From: man/DownsideDeviation.Rd
    Status: Error
    Message: libcurl error code 6
    	Could not resolve host: www.sortino.com
  URL: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/acf2.R
    From: man/chart.ACF.Rd
    Status: 404
    Message: Not Found
  URL: http://www.stat.tamu.edu/~ljin/Finance/chapter2/Fig2_5.txt
    From: man/chart.ECDF.Rd
    Status: 404
    Message: Not Found

No package encoding and non-ASCII characters in the following R files:
  R/SmoothingIndex.R
    125:         # normalization Eq. (49) is to transform estimates (; sigma) from standard
    126:         # MA(k) estimation packages such as SAS or RATS by dividing each i by 1 + 1 +
    127:         # 2 ... k and multiplying sigma by the same factor. The likelihood function
    149:         # market share of firm j: Because theta_j A1<81><84>20; 1<8a>; x is also confined to the unit interval,
    150:         # and is minimized when all the theta_j <80><99>s are identical, which implies a value of 1=k  1<9e>
    151:         # for x; and is maximized when one coefficient is 1 and the rest are 0, in which case x 1<81><84>4 1:
    153:         # of 1 implies no smoothing, hence we shall refer to x as a <80><98><80><98>smoothing index<80><99><80><99>.
    155:         smoothing.index = sum(thetas^2) # Calc'd as HeRfindahl index would be, referred to as , below
    159:         # "Because j <88><88> [0, 1],  is also confined to the unit interval, and is minimized when all
    160:         # the j <80><99>s are identical, which implies a value of 1/(k + 1) for , and is maximized when
    161:         # one coefficient is 1 and the rest are 0, in which case  = 1. In the context of smoothed
    162:         # returns, a lower value of  implies more smoothing, and the upper bound of 1 implies no
    163:         # smoothing, hence we shall refer to  as a <80><9c>smoothing index<80><9d>."
    166:         # j <88><88> [0, 1], so  is not limited to that range either.  All we can say is that lower values
  R/chart.ACF.R
    47:     # is optional, so acf2(x) will use a default number of lags [<88><9a>n + 10, where 
  R/chart.ACFplus.R
    15:     # is optional, so acf2(x) will use a default number of lags [<88><9a>n + 10, where 

The Date field is not in ISO 8601 yyyy-mm-dd format.
* 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 'PerformanceAnalytics' can be installed ... OK
* checking installed package size ... OK
* checking package directory ... OK
* checking 'build' 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
* loading checks for arch 'i386'
** 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
* loading checks for arch 'x64'
** 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 ... NOTE
'library' or 'require' calls in package code:
  'MASS' 'gamlss' 'quantreg' 'robustbase'
  Please use :: or requireNamespace() instead.
  See section 'Suggested packages' in the 'Writing R Extensions' manual.
* checking S3 generic/method consistency ... NOTE
Found the following apparent S3 methods exported but not registered:
  mean.LCL mean.UCL mean.geometric mean.stderr
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
chart.TimeSeries: no visible global function definition for
  'dyRangeSelector'
chart.TimeSeries: no visible global function definition for 'dygraph'
* checking Rd files ... OK
* checking Rd metadata ... WARNING
Rd files with duplicated alias 'Drawdowns':
  'chart.Drawdown.Rd' 'findDrawdowns.Rd'
* checking Rd line widths ... 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 compilation flags in Makevars ... OK
* checking for GNU extensions 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 files in 'vignettes' ... OK
* checking examples ...
** running examples for arch 'i386' ... OK
Examples with CPU or elapsed time > 5s
                           user system elapsed
chart.BarVaR              11.50   0.00   11.50
charts.RollingPerformance 10.15   0.02   10.17
Return.clean              10.14   0.02   10.16
table.SpecificRisk         6.78   0.03    6.82
chart.RollingPerformance   5.92   0.01    5.94
chart.RollingRegression    5.60   0.00    5.63
** checking differences from 'PerformanceAnalytics-Ex_i386.Rout' to 'PerformanceAnalytics-Ex.Rout.save' ... OK

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< > ### Title: calculate a Calmar or Sterling reward/risk ratio Calmar and
< > ###   Sterling Ratios are yet another method of creating a risk-adjusted
< > ###   measure for ranking investments similar to the 'SharpeRatio'.
---
> > ### Title: calculate a Calmar or Sterling reward/risk ratio
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< > ## End(Don't show)
---
> > ## End Don't show
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< > ### Name: Drawdowns
---
> > ### Name: chart.Drawdown
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< > ### Aliases: Drawdowns chart.Drawdown
---
> > ### Aliases: chart.Drawdown
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< > ### Aliases: chart.TimeSeries chart.TimeSeries.base charts.TimeSeries
---
> > ### Aliases: chart.TimeSeries charts.TimeSeries
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< detaching 'package:Hmisc', 'package:ggplot2', 'package:Formula',
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---
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>   'package:splines', 'package:lattice', 'package:grid'
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< HAM1 to EDHEC LS EQ   0.5896798 1.378595e-12 0.45894685 0.6954188
< HAM1 to SP500 TR      0.6600671 7.397842e-18 0.55138376 0.7467191
< HAM2 to EDHEC LS EQ   0.7015847 4.468363e-19 0.59747795 0.7824328
---
> HAM1 to EDHEC LS EQ   0.5896798 1.378453e-12 0.45894685 0.6954188
> HAM1 to SP500 TR      0.6600671 0.000000e+00 0.55138376 0.7467191
> HAM2 to EDHEC LS EQ   0.7015847 0.000000e+00 0.59747795 0.7824328
7397,7400c7194,7197
< HAM3 to EDHEC LS EQ   0.8053564 1.443898e-28 0.73174468 0.8603967
< HAM3 to SP500 TR      0.6608633 6.545409e-18 0.55236590 0.7473433
< HAM4 to EDHEC LS EQ   0.6148700 7.970417e-14 0.48958597 0.7152802
< HAM4 to SP500 TR      0.5601846 2.870109e-12 0.43052170 0.6671932
---
> HAM3 to EDHEC LS EQ   0.8053564 0.000000e+00 0.73174468 0.8603967
> HAM3 to SP500 TR      0.6608633 0.000000e+00 0.55236590 0.7473433
> HAM4 to EDHEC LS EQ   0.6148700 7.971401e-14 0.48958597 0.7152802
> HAM4 to SP500 TR      0.5601846 2.870149e-12 0.43052170 0.6671932
7403c7200
< HAM6 to EDHEC LS EQ   0.7285463 8.879813e-12 0.58804644 0.8263670
---
> HAM6 to EDHEC LS EQ   0.7285463 8.879786e-12 0.58804644 0.8263670
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< > ### Name: table.RollingPeriods
---
> > ### Name: table.TrailingPeriods
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Warning message:
running command 'diff -bw "R:\tmp\RtmpKYx2zQ\Rdiffaf3c59643439" "R:\tmp\RtmpKYx2zQ\Rdiffbf3cd224bbb"' had status 1 
** running examples for arch 'x64' ... OK
Examples with CPU or elapsed time > 5s
                           user system elapsed
Return.clean              12.01   0.00   12.01
charts.RollingPerformance 11.34   0.00   11.34
chart.BarVaR              11.04   0.01   11.06
chart.RollingRegression    6.27   0.03    6.33
chart.RollingPerformance   5.43   0.00    5.43
table.SpecificRisk         5.31   0.02    5.32
** checking differences from 'PerformanceAnalytics-Ex_x64.Rout' to 'PerformanceAnalytics-Ex.Rout.save' ... OK

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< > ### Title: calculate a Calmar or Sterling reward/risk ratio Calmar and
< > ###   Sterling Ratios are yet another method of creating a risk-adjusted
< > ###   measure for ranking investments similar to the 'SharpeRatio'.
---
> > ### Title: calculate a Calmar or Sterling reward/risk ratio
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< > ## End(Don't show)
---
> > ## End Don't show
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< > ### Name: Drawdowns
---
> > ### Name: chart.Drawdown
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< > ### Aliases: Drawdowns chart.Drawdown
---
> > ### Aliases: chart.Drawdown
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< > ### Aliases: chart.TimeSeries chart.TimeSeries.base charts.TimeSeries
---
> > ### Aliases: chart.TimeSeries charts.TimeSeries
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< detaching 'package:Hmisc', 'package:ggplot2', 'package:Formula',
<   'package:survival', 'package:lattice'
---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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< detaching 'package:Hmisc', 'package:ggplot2', 'package:Formula',
<   'package:survival', 'package:lattice'
---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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< HAM1 to EDHEC LS EQ   0.5896798 1.378595e-12 0.45894685 0.6954188
< HAM1 to SP500 TR      0.6600671 7.397842e-18 0.55138376 0.7467191
< HAM2 to EDHEC LS EQ   0.7015847 4.468363e-19 0.59747795 0.7824328
---
> HAM1 to EDHEC LS EQ   0.5896798 1.378453e-12 0.45894685 0.6954188
> HAM1 to SP500 TR      0.6600671 0.000000e+00 0.55138376 0.7467191
> HAM2 to EDHEC LS EQ   0.7015847 0.000000e+00 0.59747795 0.7824328
7397,7400c7194,7197
< HAM3 to EDHEC LS EQ   0.8053564 1.443898e-28 0.73174468 0.8603967
< HAM3 to SP500 TR      0.6608633 6.545409e-18 0.55236590 0.7473433
< HAM4 to EDHEC LS EQ   0.6148700 7.970417e-14 0.48958597 0.7152802
< HAM4 to SP500 TR      0.5601846 2.870109e-12 0.43052170 0.6671932
---
> HAM3 to EDHEC LS EQ   0.8053564 0.000000e+00 0.73174468 0.8603967
> HAM3 to SP500 TR      0.6608633 0.000000e+00 0.55236590 0.7473433
> HAM4 to EDHEC LS EQ   0.6148700 7.971401e-14 0.48958597 0.7152802
> HAM4 to SP500 TR      0.5601846 2.870149e-12 0.43052170 0.6671932
7403c7200
< HAM6 to EDHEC LS EQ   0.7285463 8.879813e-12 0.58804644 0.8263670
---
> HAM6 to EDHEC LS EQ   0.7285463 8.879786e-12 0.58804644 0.8263670
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< detaching 'package:Hmisc', 'package:ggplot2', 'package:Formula',
<   'package:survival', 'package:lattice'
---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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< detaching 'package:Hmisc', 'package:ggplot2', 'package:Formula',
<   'package:survival', 'package:lattice'
---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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<   'package:survival', 'package:lattice'
---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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<   'package:survival', 'package:lattice'
---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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< > ### Name: table.RollingPeriods
---
> > ### Name: table.TrailingPeriods
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< detaching 'package:Hmisc', 'package:ggplot2', 'package:Formula',
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>   'package:splines', 'package:lattice', 'package:grid'
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---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
>   'package:splines', 'package:lattice', 'package:grid'
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---
> detaching 'package:Hmisc', 'package:Formula', 'package:survival',
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Warning message:
running command 'diff -bw "R:\tmp\Rtmpe08OCr\Rdiffa13ec2082322a" "R:\tmp\Rtmpe08OCr\Rdiffb13ec10095192"' had status 1 
* checking for unstated dependencies in vignettes ... OK
* checking package vignettes in 'inst/doc' ... OK
* checking running R code from vignettes ...
   'PA-Bacon.Rnw' ... OK
   'PA-charts.Rnw' ... OK
   'PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw' using 'latin1' ... OK
   'PerformanceAnalyticsPresentation-UseR-2007.Rnw' using 'latin1' ... OK
   'portfolio_returns.Rnw' ... OK
   'textplotPresentation-CRUG-2011.Rnw' using 'latin1' ... OK
 OK
* checking re-building of vignette outputs ... OK
* checking PDF version of manual ... OK
* DONE

Status: 1 WARNING, 5 NOTEs
See
  'R:/run/building/build_2016-04-25-21-44/RF_PKG_CHECK/PKGS/PerformanceAnalytics.Rcheck/00check.log'
for details.


Run time: 472.28 seconds.