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factorAnalyticsUW log file (check_x86_64_windows)

* using log directory 'R:/run/building/build_2013-03-14-04-12/RF_PKG_CHECK/PKGS/factorAnalyticsUW.Rcheck'
* using R version 2.15.3 Patched (2013-03-12 r62224)
* using platform: x86_64-w64-mingw32 (64-bit)
* using session charset: ISO8859-1
* checking for file 'factorAnalyticsUW/DESCRIPTION' ... OK
* checking extension type ... Package
* this is package 'factorAnalyticsUW' version '1.1'
* checking CRAN incoming feasibility ... NOTE
Maintainer: 'Yi-An Chen '
New submission
* 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 hidden files and directories ... OK
* checking whether package 'factorAnalyticsUW' can be installed ... OK
* checking installed package size ... NOTE
  installed size is  8.0Mb
  sub-directories of 1Mb or more:
    data   7.8Mb
* checking package directory ... OK
* checking for portable file names ... 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 ... WARNING
'library' or 'require' call not declared from: 'ellipse'
See the information on DESCRIPTION files in the chapter 'Creating R
packages' of the 'Writing R Extensions' manual.
* checking S3 generic/method consistency ... WARNING
print:
  function(x, ...)
print.MacroFactorModel:
  function(fit.macro)

print:
  function(x, ...)
print.StatFactorModel:
  function(fit.stat, digits, ...)

print:
  function(x, ...)
print.MacroFactorModel:
  function(fit.macro)

print:
  function(x, ...)
print.StatFactorModel:
  function(fit.stat, digits, ...)

summary:
  function(object, ...)
summary.FM.attribution:
  function(fm.attr)

summary:
  function(object, ...)
summary.MacroFactorModel:
  function(fit.macro)

summary:
  function(object, ...)
summary.MacroFactorModel:
  function(fit.macro)

plot:
  function(x, ...)
plot.FM.attribution:
  function(fm.attr, which.plot, max.show, date, plot.single, fundName,
           which.plot.single, ...)

plot:
  function(x, ...)
plot.FundamentalFactorModel:
  function(fund.fit, which.plot, max.show)

plot:
  function(x, ...)
plot.MacroFactorModel:
  function(fit.macro, colorset, legend.loc, which.plot, max.show,
           plot.single, fundName, which.plot.single)

plot:
  function(x, ...)
plot.StatFactorModel:
  function(fit.stat, variables, cumulative, style, which.plot, hgrid,
           vgrid, plot.single, fundName, which.plot.single, ...)

plot:
  function(x, ...)
plot.MacroFactorModel:
  function(fit.macro, colorset, legend.loc, which.plot, max.show,
           plot.single, fundName, which.plot.single)

plot:
  function(x, ...)
plot.StatFactorModel:
  function(fit.stat, variables, cumulative, style, which.plot, hgrid,
           vgrid, plot.single, fundName, which.plot.single, ...)

plot:
  function(x, ...)
plot.FundamentalFactorModel:
  function(fund.fit, which.plot, max.show)

See section 'Generic functions and methods' of the 'Writing R
Extensions' manual.
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... NOTE
fitMacroeconomicFactorModel: warning in lm(fm.formula, data = reg.df,
  weight = w): partial argument match of 'weight' to 'weights'
fitStatisticalFactorModel : mfactor.pca: warning in eigen(Omega, symm =
  TRUE): partial argument match of 'symm' to 'symmetric'
fitStatisticalFactorModel : mfactor.apca: warning in eigen(Omega, symm
  = TRUE): partial argument match of 'symm' to 'symmetric'
plot.MacroFactorModel : rollReg: warning in lm(formula, weight = w,
  data = as.data.frame(data.z)): partial argument match of 'weight' to
  'weights'
factorModelPerformanceAttribution: no visible binding for global
  variable 'fund.fit'
fitFundamentalFactorModel: no visible global function definition for
  'ccov'
plot.FundamentalFactorModel: no visible global function definition for
  'plotcorr'
plot.MacroFactorModel: no visible global function definition for
  'plotcorr'
plot.MacroFactorModel: multiple local function definitions for
  'rollReg' with different formal arguments
plot.StatFactorModel: no visible binding for global variable 'fit'
plot.StatFactorModel: no visible global function definition for
  'plotcorr'
* 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 ... WARNING
Files not of a type allowed in a 'data' directory:
  'CRSP.RDATA' 'stock.RDATA'
Please use e.g. 'inst/extdata' for non-R data files
* checking data for non-ASCII characters ... OK
* checking data for ASCII and uncompressed saves ... OK
* checking examples ... ERROR
Running examples in 'factorAnalyticsUW-Ex.R' failed
The error most likely occurred in:

> ### Name: portfolioSdDecomposition
> ### Title: Compute portfolio sd (risk) decomposition by asset.
> ### Aliases: portfolioSdDecomposition
> 
> ### ** Examples
> 
> # load data from the database
> data(managers.df)
> ret.assets = managers.df[,(1:6)]
> factors    = managers.df[,(7:9)]
> # fit the factor model with OLS
> fit <-fitMacroeconomicFactorModel(ret.assets,factors,fit.method="OLS",
+                                   variable.selection="all subsets", factor.set = 3)
> # factor SD decomposition for HAM1
> cov.factors = var(factors)
> manager.names = colnames(managers.df[,(1:6)])
> factor.names  = colnames(managers.df[,(7:9)])
> # assuming equal weight vector
> w.vec = rep(1/6,6)
> # compute with sample covariance matrix (omit NA)
> cov.sample = ccov(managers.df[,manager.names],na.action=na.omit)
Error: could not find function "ccov"
Execution halted
Run time: 62.93 seconds.