Last updated on 2020-02-19 10:48:52 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.0 | 25.58 | 29.32 | 54.90 | ERROR | |
| r-devel-linux-x86_64-debian-gcc | 1.0 | 16.17 | 23.44 | 39.61 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 1.0 | 75.79 | ERROR | |||
| r-devel-linux-x86_64-fedora-gcc | 1.0 | 69.20 | ERROR | |||
| r-devel-windows-ix86+x86_64 | 1.0 | 52.00 | 63.00 | 115.00 | NOTE | |
| r-devel-windows-ix86+x86_64-gcc8 | 1.0 | 75.00 | 99.00 | 174.00 | NOTE | |
| r-patched-linux-x86_64 | 1.0 | 19.38 | 26.74 | 46.12 | NOTE | |
| r-patched-solaris-x86 | 1.0 | 84.80 | NOTE | |||
| r-release-linux-x86_64 | 1.0 | 20.20 | 26.51 | 46.71 | NOTE | |
| r-release-windows-ix86+x86_64 | 1.0 | 55.00 | 59.00 | 114.00 | NOTE | |
| r-release-osx-x86_64 | 1.0 | NOTE | ||||
| r-oldrel-windows-ix86+x86_64 | 1.0 | 44.00 | 61.00 | 105.00 | NOTE | |
| r-oldrel-osx-x86_64 | 1.0 | NOTE |
Version: 1.0
Check: R code for possible problems
Result: NOTE
asymp.vcov: no visible global function definition for 'cov'
corFDG: no visible global function definition for 'cor'
g.exponential: no visible global function definition for 'integrate'
rho.exponential: no visible global function definition for 'integrate'
rho.sinus: no visible global function definition for 'integrate'
tau.exponential: no visible global function definition for 'integrate'
tau.sinus: no visible global function definition for 'integrate'
tfun.sinus.rho: no visible global function definition for 'integrate'
wlsdc: no visible global function definition for 'optim'
Undefined global functions or variables:
cor cov integrate optim
Consider adding
importFrom("stats", "cor", "cov", "integrate", "optim")
to your NAMESPACE file.
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-windows-ix86+x86_64, r-devel-windows-ix86+x86_64-gcc8, r-patched-linux-x86_64, r-patched-solaris-x86, r-release-linux-x86_64, r-release-windows-ix86+x86_64, r-release-osx-x86_64, r-oldrel-windows-ix86+x86_64, r-oldrel-osx-x86_64
Version: 1.0
Check: examples
Result: ERROR
Running examples in 'FDGcopulas-Ex.R' failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: FDGcopulas-package
> ### Title: Deals with FDG copulas
> ### Aliases: FDGcopulas-package
> ### Keywords: copula multivariate
>
> ### ** Examples
>
> ## creates an object of class 'FDGcopula'
> myFDGcopula <- FDGcopula("frechet", c(.3,.5,.7,.9))
>
> ## compute the pairwise dependence coefficients
> ## Spearman's rho:
> rhoFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Kendall's tau:
> tauFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.0000 0.1075000 0.1547000 0.2043
[2,] 0.1075 1.0000000 0.2741667 0.3675
[3,] 0.1547 0.2741667 1.0000000 0.5523
[4,] 0.2043 0.3675000 0.5523000 1.0000
> ## Upper tail dependence coefficient:
> utdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Lower tail dependence coefficient:
> ltdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
>
> ## simulates data ##
> dat <- rFDG(30, myFDGcopula)
>
> ## fit data ##
> myFittedCopula <- fitFDG(myFDGcopula, dat)
----------- FAILURE REPORT --------------
--- failure: the condition has length > 1 ---
--- srcref ---
:
--- package (from environment) ---
FDGcopulas
--- call from context ---
fitFDG(myFDGcopula, dat)
--- call from argument ---
if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
} else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
--- R stacktrace ---
where 1: fitFDG(myFDGcopula, dat)
--- value of length: 2 type: logical ---
[1] FALSE FALSE
--- function from context ---
function (FDGcopula, data, depcoefType = "spearman", nbInit = 1,
W = NA, method = "L-BFGS-B", estimate.variance = TRUE, nb.rep = 100,
nb.obs = 100, dcData = NA, sizeSubSample = 10000)
{
if (!depcoefType %in% c("spearman", "kendall", "utdc")) {
stop("'depcoefType' should be one of 'spearman', 'kendall', or 'utdc'")
}
else {
}
if (FDGcopula@extremevalue == TRUE & FDGcopula@family ==
"exponential") {
stop("The extreme-value copula coming from the FDG copula with exponential generators is the INDEPENDENCE copula!")
}
else {
}
d <- length(FDGcopula@parameters)
p <- d * (d - 1)/2
if (is.na(W) == TRUE) {
W <- diag(1, p)
}
else {
}
if (is.na(sum(dcData))) {
dcData <- corFDG(data, depcoefType)
if (depcoefType == "utdc" & FDGcopula@extremevalue ==
FALSE) {
stop("The upper tail dependence coefficient estimator implemented by default is theoretically well grounded ONLY for extreme-value copulas. If you still wanna do this way, use your own estimator by providing 'dcData'")
}
else {
}
}
else {
}
optimResults <- wlsdc(FDGcopula, dcData, depcoefType, nbInit,
W, method)
Sigma <- if (estimate.variance) {
asymp.vcov(nb.rep, nb.obs, FDGcopula, depcoefType, sizeSubSample)
}
else {
matrix(ncol = p, nrow = p, rep(NA, p * p))
}
fittedFDG <- FDGcopula(FDGcopula@family, optimResults$estimate,
FDGcopula@extremevalue)
J <- JacobianFDG(fittedFDG, depcoefType)
invJtJ <- try(solve(t(J) %*% J, diag(1, d)))
Xi <- if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
}
else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
new(Class = "fitFDG", estimate = optimResults$estimate, var.est = Xi,
optimalvalues = optimResults$optimalValues, convergence = optimResults$convergenceDiagnostic,
FDGcopula = fittedFDG)
}
<bytecode: 0x3369420>
<environment: namespace:FDGcopulas>
--- function search by body ---
Function fitFDG in namespace FDGcopulas has this body.
----------- END OF FAILURE REPORT --------------
Error in if (class(invJtJ) == "try-error") { :
the condition has length > 1
Calls: fitFDG
Execution halted
Flavor: r-devel-linux-x86_64-debian-clang
Version: 1.0
Check: examples
Result: ERROR
Running examples in ‘FDGcopulas-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: FDGcopulas-package
> ### Title: Deals with FDG copulas
> ### Aliases: FDGcopulas-package
> ### Keywords: copula multivariate
>
> ### ** Examples
>
> ## creates an object of class 'FDGcopula'
> myFDGcopula <- FDGcopula("frechet", c(.3,.5,.7,.9))
>
> ## compute the pairwise dependence coefficients
> ## Spearman's rho:
> rhoFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Kendall's tau:
> tauFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.0000 0.1075000 0.1547000 0.2043
[2,] 0.1075 1.0000000 0.2741667 0.3675
[3,] 0.1547 0.2741667 1.0000000 0.5523
[4,] 0.2043 0.3675000 0.5523000 1.0000
> ## Upper tail dependence coefficient:
> utdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Lower tail dependence coefficient:
> ltdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
>
> ## simulates data ##
> dat <- rFDG(30, myFDGcopula)
>
> ## fit data ##
> myFittedCopula <- fitFDG(myFDGcopula, dat)
----------- FAILURE REPORT --------------
--- failure: the condition has length > 1 ---
--- srcref ---
:
--- package (from environment) ---
FDGcopulas
--- call from context ---
fitFDG(myFDGcopula, dat)
--- call from argument ---
if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
} else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
--- R stacktrace ---
where 1: fitFDG(myFDGcopula, dat)
--- value of length: 2 type: logical ---
[1] FALSE FALSE
--- function from context ---
function (FDGcopula, data, depcoefType = "spearman", nbInit = 1,
W = NA, method = "L-BFGS-B", estimate.variance = TRUE, nb.rep = 100,
nb.obs = 100, dcData = NA, sizeSubSample = 10000)
{
if (!depcoefType %in% c("spearman", "kendall", "utdc")) {
stop("'depcoefType' should be one of 'spearman', 'kendall', or 'utdc'")
}
else {
}
if (FDGcopula@extremevalue == TRUE & FDGcopula@family ==
"exponential") {
stop("The extreme-value copula coming from the FDG copula with exponential generators is the INDEPENDENCE copula!")
}
else {
}
d <- length(FDGcopula@parameters)
p <- d * (d - 1)/2
if (is.na(W) == TRUE) {
W <- diag(1, p)
}
else {
}
if (is.na(sum(dcData))) {
dcData <- corFDG(data, depcoefType)
if (depcoefType == "utdc" & FDGcopula@extremevalue ==
FALSE) {
stop("The upper tail dependence coefficient estimator implemented by default is theoretically well grounded ONLY for extreme-value copulas. If you still wanna do this way, use your own estimator by providing 'dcData'")
}
else {
}
}
else {
}
optimResults <- wlsdc(FDGcopula, dcData, depcoefType, nbInit,
W, method)
Sigma <- if (estimate.variance) {
asymp.vcov(nb.rep, nb.obs, FDGcopula, depcoefType, sizeSubSample)
}
else {
matrix(ncol = p, nrow = p, rep(NA, p * p))
}
fittedFDG <- FDGcopula(FDGcopula@family, optimResults$estimate,
FDGcopula@extremevalue)
J <- JacobianFDG(fittedFDG, depcoefType)
invJtJ <- try(solve(t(J) %*% J, diag(1, d)))
Xi <- if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
}
else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
new(Class = "fitFDG", estimate = optimResults$estimate, var.est = Xi,
optimalvalues = optimResults$optimalValues, convergence = optimResults$convergenceDiagnostic,
FDGcopula = fittedFDG)
}
<bytecode: 0x55ec7d3d72a0>
<environment: namespace:FDGcopulas>
--- function search by body ---
Function fitFDG in namespace FDGcopulas has this body.
----------- END OF FAILURE REPORT --------------
Error in if (class(invJtJ) == "try-error") { :
the condition has length > 1
Calls: fitFDG
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 1.0
Check: compiled code
Result: NOTE
File ‘FDGcopulas/libs/FDGcopulas.so’:
Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’
It is good practice to register native routines and to disable symbol
search.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Version: 1.0
Check: examples
Result: ERROR
Running examples in ‘FDGcopulas-Ex.R’ failed
The error most likely occurred in:
> ### Name: FDGcopulas-package
> ### Title: Deals with FDG copulas
> ### Aliases: FDGcopulas-package
> ### Keywords: copula multivariate
>
> ### ** Examples
>
> ## creates an object of class 'FDGcopula'
> myFDGcopula <- FDGcopula("frechet", c(.3,.5,.7,.9))
>
> ## compute the pairwise dependence coefficients
> ## Spearman's rho:
> rhoFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Kendall's tau:
> tauFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.0000 0.1075000 0.1547000 0.2043
[2,] 0.1075 1.0000000 0.2741667 0.3675
[3,] 0.1547 0.2741667 1.0000000 0.5523
[4,] 0.2043 0.3675000 0.5523000 1.0000
> ## Upper tail dependence coefficient:
> utdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Lower tail dependence coefficient:
> ltdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
>
> ## simulates data ##
> dat <- rFDG(30, myFDGcopula)
>
> ## fit data ##
> myFittedCopula <- fitFDG(myFDGcopula, dat)
----------- FAILURE REPORT --------------
--- failure: the condition has length > 1 ---
--- srcref ---
:
--- package (from environment) ---
FDGcopulas
--- call from context ---
fitFDG(myFDGcopula, dat)
--- call from argument ---
if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
} else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
--- R stacktrace ---
where 1: fitFDG(myFDGcopula, dat)
--- value of length: 2 type: logical ---
[1] FALSE FALSE
--- function from context ---
function (FDGcopula, data, depcoefType = "spearman", nbInit = 1,
W = NA, method = "L-BFGS-B", estimate.variance = TRUE, nb.rep = 100,
nb.obs = 100, dcData = NA, sizeSubSample = 10000)
{
if (!depcoefType %in% c("spearman", "kendall", "utdc")) {
stop("'depcoefType' should be one of 'spearman', 'kendall', or 'utdc'")
}
else {
}
if (FDGcopula@extremevalue == TRUE & FDGcopula@family ==
"exponential") {
stop("The extreme-value copula coming from the FDG copula with exponential generators is the INDEPENDENCE copula!")
}
else {
}
d <- length(FDGcopula@parameters)
p <- d * (d - 1)/2
if (is.na(W) == TRUE) {
W <- diag(1, p)
}
else {
}
if (is.na(sum(dcData))) {
dcData <- corFDG(data, depcoefType)
if (depcoefType == "utdc" & FDGcopula@extremevalue ==
FALSE) {
stop("The upper tail dependence coefficient estimator implemented by default is theoretically well grounded ONLY for extreme-value copulas. If you still wanna do this way, use your own estimator by providing 'dcData'")
}
else {
}
}
else {
}
optimResults <- wlsdc(FDGcopula, dcData, depcoefType, nbInit,
W, method)
Sigma <- if (estimate.variance) {
asymp.vcov(nb.rep, nb.obs, FDGcopula, depcoefType, sizeSubSample)
}
else {
matrix(ncol = p, nrow = p, rep(NA, p * p))
}
fittedFDG <- FDGcopula(FDGcopula@family, optimResults$estimate,
FDGcopula@extremevalue)
J <- JacobianFDG(fittedFDG, depcoefType)
invJtJ <- try(solve(t(J) %*% J, diag(1, d)))
Xi <- if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
}
else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
new(Class = "fitFDG", estimate = optimResults$estimate, var.est = Xi,
optimalvalues = optimResults$optimalValues, convergence = optimResults$convergenceDiagnostic,
FDGcopula = fittedFDG)
}
<bytecode: 0x437e820>
<environment: namespace:FDGcopulas>
--- function search by body ---
Function fitFDG in namespace FDGcopulas has this body.
----------- END OF FAILURE REPORT --------------
Error in if (class(invJtJ) == "try-error") { :
the condition has length > 1
Calls: fitFDG
Execution halted
Flavor: r-devel-linux-x86_64-fedora-clang
Version: 1.0
Check: examples
Result: ERROR
Running examples in ‘FDGcopulas-Ex.R’ failed
The error most likely occurred in:
> ### Name: FDGcopulas-package
> ### Title: Deals with FDG copulas
> ### Aliases: FDGcopulas-package
> ### Keywords: copula multivariate
>
> ### ** Examples
>
> ## creates an object of class 'FDGcopula'
> myFDGcopula <- FDGcopula("frechet", c(.3,.5,.7,.9))
>
> ## compute the pairwise dependence coefficients
> ## Spearman's rho:
> rhoFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Kendall's tau:
> tauFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.0000 0.1075000 0.1547000 0.2043
[2,] 0.1075 1.0000000 0.2741667 0.3675
[3,] 0.1547 0.2741667 1.0000000 0.5523
[4,] 0.2043 0.3675000 0.5523000 1.0000
> ## Upper tail dependence coefficient:
> utdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
> ## Lower tail dependence coefficient:
> ltdcFDG(myFDGcopula)
[,1] [,2] [,3] [,4]
[1,] 1.00 0.15 0.21 0.27
[2,] 0.15 1.00 0.35 0.45
[3,] 0.21 0.35 1.00 0.63
[4,] 0.27 0.45 0.63 1.00
>
> ## simulates data ##
> dat <- rFDG(30, myFDGcopula)
>
> ## fit data ##
> myFittedCopula <- fitFDG(myFDGcopula, dat)
----------- FAILURE REPORT --------------
--- failure: the condition has length > 1 ---
--- srcref ---
:
--- package (from environment) ---
FDGcopulas
--- call from context ---
fitFDG(myFDGcopula, dat)
--- call from argument ---
if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
} else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
--- R stacktrace ---
where 1: fitFDG(myFDGcopula, dat)
--- value of length: 2 type: logical ---
[1] FALSE FALSE
--- function from context ---
function (FDGcopula, data, depcoefType = "spearman", nbInit = 1,
W = NA, method = "L-BFGS-B", estimate.variance = TRUE, nb.rep = 100,
nb.obs = 100, dcData = NA, sizeSubSample = 10000)
{
if (!depcoefType %in% c("spearman", "kendall", "utdc")) {
stop("'depcoefType' should be one of 'spearman', 'kendall', or 'utdc'")
}
else {
}
if (FDGcopula@extremevalue == TRUE & FDGcopula@family ==
"exponential") {
stop("The extreme-value copula coming from the FDG copula with exponential generators is the INDEPENDENCE copula!")
}
else {
}
d <- length(FDGcopula@parameters)
p <- d * (d - 1)/2
if (is.na(W) == TRUE) {
W <- diag(1, p)
}
else {
}
if (is.na(sum(dcData))) {
dcData <- corFDG(data, depcoefType)
if (depcoefType == "utdc" & FDGcopula@extremevalue ==
FALSE) {
stop("The upper tail dependence coefficient estimator implemented by default is theoretically well grounded ONLY for extreme-value copulas. If you still wanna do this way, use your own estimator by providing 'dcData'")
}
else {
}
}
else {
}
optimResults <- wlsdc(FDGcopula, dcData, depcoefType, nbInit,
W, method)
Sigma <- if (estimate.variance) {
asymp.vcov(nb.rep, nb.obs, FDGcopula, depcoefType, sizeSubSample)
}
else {
matrix(ncol = p, nrow = p, rep(NA, p * p))
}
fittedFDG <- FDGcopula(FDGcopula@family, optimResults$estimate,
FDGcopula@extremevalue)
J <- JacobianFDG(fittedFDG, depcoefType)
invJtJ <- try(solve(t(J) %*% J, diag(1, d)))
Xi <- if (class(invJtJ) == "try-error") {
matrix(ncol = d, nrow = d, NA)
}
else {
invJtJ %*% t(J) %*% Sigma %*% J %*% invJtJ
}
new(Class = "fitFDG", estimate = optimResults$estimate, var.est = Xi,
optimalvalues = optimResults$optimalValues, convergence = optimResults$convergenceDiagnostic,
FDGcopula = fittedFDG)
}
<bytecode: 0x506c098>
<environment: namespace:FDGcopulas>
--- function search by body ---
Function fitFDG in namespace FDGcopulas has this body.
----------- END OF FAILURE REPORT --------------
Error in if (class(invJtJ) == "try-error") { :
the condition has length > 1
Calls: fitFDG
Execution halted
Flavor: r-devel-linux-x86_64-fedora-gcc