CRAN Package Check Results for Package PerformanceAnalytics

Last updated on 2014-07-28 15:49:23.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 1.1.0 2.78 121.46 124.24 NOTE
r-devel-linux-x86_64-debian-gcc 1.1.0 2.73 114.04 116.77 NOTE
r-devel-linux-x86_64-fedora-clang 1.1.0 271.17 NOTE
r-devel-linux-x86_64-fedora-gcc 1.1.0 263.90 NOTE
r-devel-osx-x86_64-clang 1.1.0 206.63 NOTE
r-devel-windows-ix86+x86_64 1.1.0 8.00 183.00 191.00 NOTE --no-vignettes
r-patched-linux-x86_64 1.1.0 2.89 114.09 116.98 NOTE
r-patched-solaris-sparc 1.1.0 1473.80 NOTE --no-vignettes
r-patched-solaris-x86 1.1.0 357.20 NOTE
r-release-linux-ix86 1.1.0 3.48 138.54 142.02 NOTE
r-release-linux-x86_64 1.1.0 2.97 134.72 137.69 NOTE
r-release-osx-x86_64-mavericks 1.1.0 NOTE
r-release-osx-x86_64-snowleopard 1.1.0 NOTE
r-release-windows-ix86+x86_64 1.1.0 9.00 186.00 195.00 NOTE --no-vignettes
r-oldrel-windows-ix86+x86_64 1.1.0 10.00 169.00 179.00 NOTE --no-vignettes

Check Details

Version: 1.1.0
Check: dependencies in R code
Result: NOTE
    Package in Depends field not imported from: xts
     These packages need to be imported from (in the NAMESPACE file)
     for when this namespace is loaded but not attached.
    ':::' call which should be '::': Hmisc:::Ecdf.default
     See the note in ?`:::` about the use of this operator.
    Unexported objects imported by ':::' calls:
     xts:::lagts.xts xts:::rollapply.xts xts:::time.xts
     See the note in ?`:::` about the use of this operator.
    There are ::: calls to the package's namespace in its code. A package
     almost never needs to use ::: for its own objects:
     .setalphaprob derportm2 derportm3 derportm4 portm4
    See the information on DESCRIPTION files in the chapter Creating R
    packages of the Writing R Extensions manual.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-osx-x86_64-clang, r-patched-linux-x86_64, r-patched-solaris-x86, r-release-linux-ix86, r-release-linux-x86_64, r-release-osx-x86_64-mavericks

Version: 1.1.0
Check: R code for possible problems
Result: NOTE
    chart.Histogram: no visible global function definition for st.mle
    chart.Histogram: possible error in dst(s, location = fit$dp[[1]], scale
     = fit$dp[[2]], shape = fit$dp[[3]], df = fit$dp[[4]], log = FALSE):
     unused arguments (location = fit$dp[[1]], scale = fit$dp[[2]], shape
     = fit$dp[[3]], df = fit$dp[[4]])
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-osx-x86_64-clang, r-patched-linux-x86_64, r-patched-solaris-x86, r-release-linux-ix86, r-release-linux-x86_64, r-release-osx-x86_64-mavericks

Version: 1.1.0
Check: for old-style vignette sources
Result: NOTE
    Vignette sources only in inst/doc :
     PA-Bacon.Rnw , PA-charts.Rnw ,
     PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw ,
     PerformanceAnalyticsPresentation-UseR-2007.Rnw ,
     textplotPresentation-CRUG-2011.Rnw
    A vignettes directory is required as from R 3.1.0
    and these will not be indexed nor checked
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-osx-x86_64-clang, r-patched-linux-x86_64, r-patched-solaris-x86, r-release-linux-ix86, r-release-linux-x86_64, r-release-osx-x86_64-mavericks, r-release-osx-x86_64-snowleopard

Version: 1.1.0
Check: top-level files
Result: NOTE
    Non-standard file/directory found at top level:
     codeblock.txt
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc

Version: 1.1.0
Check: Rd line widths
Result: NOTE
    Rd file 'MSquaredExcess.Rd':
     \examples lines wider than 100 characters:
     print(MSquaredExcess(portfolio_bacon[,1], portfolio_bacon[,2], Method="arithmetic")) #expected -0.011
    
    Rd file 'Return.calculate.Rd':
     \examples lines wider than 100 characters:
     prices = get.hist.quote("IBM", start = "1999-01-01", end = "2007-01-01", quote = "AdjClose", compression = "d")
    
    Rd file 'TreynorRatio.Rd':
     \examples lines wider than 100 characters:
     round(TreynorRatio(managers[,1,drop=FALSE], managers[,8,drop=FALSE], Rf = managers[,10,drop=FALSE]),4)
    
    Rd file 'chart.BarVaR.Rd':
     \usage lines wider than 90 characters:
     methods = c("none", "ModifiedVaR", "GaussianVaR", "HistoricalVaR", "StdDev", "ModifiedES", "GaussianES", "HistoricalES"),
    
    Rd file 'chart.Histogram.Rd':
     \usage lines wider than 90 characters:
     methods = c("none", "add.density", "add.normal", "add.centered", "add.cauchy", "add.sst", "add.rug", "add.risk", "add.qqplot"),
     colorset = c("lightgray", "#00008F", "#005AFF", "#23FFDC", "#ECFF13", "#FF4A00", "#800000"),
    
    Rd file 'chart.TimeSeries.Rd':
     \examples lines wider than 100 characters:
     chart.TimeSeries(Return.cumulative, colorset = "darkblue", legend.loc = "bottomright", period.areas = cycles.dates, period.color = "lig ... [TRUNCATED]
    
    Rd file 'chart.VaRSensitivity.Rd':
     \usage lines wider than 90 characters:
     methods = c("GaussianVaR", "ModifiedVaR", "HistoricalVaR", "GaussianES", "ModifiedES", "HistoricalES"),
    
    Rd file 'charts.RollingPerformance.Rd':
     \examples lines wider than 100 characters:
     charts.RollingPerformance(managers[,1:8], Rf=managers[,10,drop=FALSE], colorset=tim8equal, main="Rolling 12-Month Performance", legend. ... [TRUNCATED]
    
    Rd file 'table.AnnualizedReturns.Rd':
     \examples lines wider than 100 characters:
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=c(3,3,1)), rmar = 0.8, cmar = 2, max.cex=.9, halign = "center", v ... [TRUNCATED]
    
    Rd file 'table.Arbitrary.Rd':
     \examples lines wider than 100 characters:
     table.Arbitrary(edhec,metrics=c("VaR", "ES"),metricsNames=c("Modified VaR","Modified Expected Shortfall"))
    
    Rd file 'table.Autocorrelation.Rd':
     \examples lines wider than 100 characters:
     textplot(result, rmar = 0.8, cmar = 2, max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=15, wrap.coln ... [TRUNCATED]
    
    Rd file 'table.CAPM.Rd':
     \examples lines wider than 100 characters:
     result = table.CAPM(managers[,1:3,drop=FALSE], managers[,8,drop=FALSE], Rf = managers[,10,drop=FALSE])
     textplot(result, rmar = 0.8, cmar = 1.5, max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=15, wrap.co ... [TRUNCATED]
    
    Rd file 'table.CalendarReturns.Rd':
     \examples lines wider than 100 characters:
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(1,dim(result)[2])), rmar = 0.8, cmar = 1, max.cex=.9, halign ... [TRUNCATED]
    
    Rd file 'table.CaptureRatios.Rd':
     \examples lines wider than 100 characters:
     textplot(result, rmar = 0.8, cmar = 1.5, max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=15, wrap.co ... [TRUNCATED]
    
    Rd file 'table.Correlation.Rd':
     \examples lines wider than 100 characters:
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(3,dim(result)[2])), rmar = 0.8, cmar = 1.5, max.cex=.9, halig ... [TRUNCATED]
    
    Rd file 'table.DownsideRisk.Rd':
     \examples lines wider than 100 characters:
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(3,dim(result)[2])), rmar = 0.8, cmar = 1.5, max.cex=.9, halig ... [TRUNCATED]
    
    Rd file 'table.Drawdowns.Rd':
     \examples lines wider than 100 characters:
     #textplot(Hmisc::format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=c(rep(3,4), rep(0,3))), rmar = 0.8, cmar = 1.5, max.cex=. ... [TRUNCATED]
    
    Rd file 'table.HigherMoments.Rd':
     \examples lines wider than 100 characters:
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(3,dim(result)[2])), rmar = 0.8, cmar = 1.5, max.cex=.9, halig ... [TRUNCATED]
    
    Rd file 'table.MonthlyReturns.Rd':
     \examples lines wider than 100 characters:
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=c(rep(1,2),rep(3,14))), rmar = 0.8, cmar = 1.5, max.cex=.9, halig ... [TRUNCATED]
    
    Rd file 'table.RollingPeriods.Rd':
     \examples lines wider than 100 characters:
     #table.TrailingPeriods(edhec[,10:13], FUNCS=c("SharpeRatio","VaR"), funcs.names = c("Sharpe Ratio", "Modified VaR"), periods=c(12,24,36 ... [TRUNCATED]
     #result=table.TrailingPeriods(edhec[,10:13], FUNCS=c("SharpeRatio","VaR"), funcs.names = c("Sharpe Ratio", "Modified VaR"), periods=c(1 ... [TRUNCATED]
     textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(3,dim(result)[2])), rmar = 0.8, cmar = 1.5, max.cex=.9, halig ... [TRUNCATED]
    
    Rd file 'textplot.Rd':
     \examples lines wider than 100 characters:
     # textplot(Hmisc::format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=rep(1,dim(result)[2])), rmar = 0.8, cmar = 1, max.cex=. ... [TRUNCATED]
    
    These lines will be truncated in the PDF manual.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc

Version: 1.1.0
Flags: --no-vignettes
Check: dependencies in R code
Result: NOTE
    Package in Depends field not imported from: 'xts'
     These packages need to be imported from (in the NAMESPACE file)
     for when this namespace is loaded but not attached.
    ':::' call which should be '::': 'Hmisc:::Ecdf.default'
     See the note in ?`:::` about the use of this operator.
    Unexported objects imported by ':::' calls:
     'xts:::lagts.xts' 'xts:::rollapply.xts' 'xts:::time.xts'
     See the note in ?`:::` about the use of this operator.
    There are ::: calls to the package's namespace in its code. A package
     almost never needs to use ::: for its own objects:
     '.setalphaprob' 'derportm2' 'derportm3' 'derportm4' 'portm4'
    See the information on DESCRIPTION files in the chapter 'Creating R
    packages' of the 'Writing R Extensions' manual.
Flavors: r-devel-windows-ix86+x86_64, r-patched-solaris-sparc, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64

Version: 1.1.0
Flags: --no-vignettes
Check: R code for possible problems
Result: NOTE
    chart.Histogram: no visible global function definition for 'st.mle'
    chart.Histogram: possible error in dst(s, location = fit$dp[[1]], scale
     = fit$dp[[2]], shape = fit$dp[[3]], df = fit$dp[[4]], log = FALSE):
     unused arguments (location = fit$dp[[1]], scale = fit$dp[[2]], shape
     = fit$dp[[3]], df = fit$dp[[4]])
Flavors: r-devel-windows-ix86+x86_64, r-patched-solaris-sparc, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64

Version: 1.1.0
Flags: --no-vignettes
Check: for old-style vignette sources
Result: NOTE
    Vignette sources only in 'inst/doc':
     'PA-Bacon.Rnw', 'PA-charts.Rnw',
     'PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw',
     'PerformanceAnalyticsPresentation-UseR-2007.Rnw',
     'textplotPresentation-CRUG-2011.Rnw'
    A 'vignettes' directory is required as from R 3.1.0
    and these will not be indexed nor checked
Flavors: r-devel-windows-ix86+x86_64, r-patched-solaris-sparc, r-release-windows-ix86+x86_64

Version: 1.1.0
Check: dependencies in R code
Result: NOTE
    Package in Depends field not imported from: 'xts'
     These packages need to be imported from for the case when
     this namespace is loaded but not attached.
    ':::' call which should be '::': 'Hmisc:::Ecdf.default'
     See the note in ?`:::` about the use of this operator.
    Unexported objects imported by ':::' calls:
     'xts:::lagts.xts' 'xts:::rollapply.xts' 'xts:::time.xts'
     See the note in ?`:::` about the use of this operator.
    There are ::: calls to the package's namespace in its code. A package
     almost never needs to use ::: for its own objects:
     '.setalphaprob' 'derportm2' 'derportm3' 'derportm4' 'portm4'
    See the information on DESCRIPTION files in the chapter 'Creating R
    packages' of the 'Writing R Extensions' manual.
Flavor: r-release-osx-x86_64-snowleopard

Version: 1.1.0
Flags: --no-vignettes
Check: for old-style vignette sources
Result: NOTE
    Vignette sources only in 'inst/doc':
     'PA-Bacon.Rnw', 'PA-charts.Rnw',
     'PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw',
     'PerformanceAnalyticsPresentation-UseR-2007.Rnw',
     'textplotPresentation-CRUG-2011.Rnw'
    A 'vignettes' directory will be required as from R 3.1.0
Flavor: r-oldrel-windows-ix86+x86_64