[R-pkg-devel] need some help to understand package build workflow

Duncan Murdoch murdoch.duncan at gmail.com
Fri Jul 31 03:14:01 CEST 2015


On 30/07/2015 8:49 PM, Glenn Schultz wrote:
> Hi All,
> 
> I have a package stable and working.  Now, I am trying to consolidate some functions that share similar inputs.  Example below.  So, I branched on github and work with the branch but now when I run the R check in studio I get the following warning:
> 
> * checking Rd \usage sections ... WARNING
> Documented arguments not in \usage in documentation object 'Effective.Measure':
>   ‘type’
> 
> Clearly type is documented.  Perhaps this is an R studio/git hub issue. Travis tells me the build is broken.  I am trying to build and work with the package within standards so I am not sure what happened.   Maybe this is not a topic that belongs here but I can't find answers on the internet.

No, it's not clear that type is documented.  You're only showing us the
.R file, not the .Rd file that Roxygen (?) produced from it.

Duncan Murdoch

> Glenn
> 
> #' A function to compute effective duration and convexity
> #' 
> #' Calculates the effective duration and based on discount vector (zero coupon)
> #' cashflow vector, and rate delta
> #' @param Rate.Delta A numeric value the interest rate shift in basis points
> #' @param cashflow A numeric vector of cashflow
> #' @param discount.rates A numeric vector of the discount rates
> #' @param time.period A numeric vector of the time period
> #' @param type A character vector to specify either duration or convexity
> #' @export
> Effective.Measure <- function(Rate.Delta = numeric(), 
>                                cashflow = vector(), 
>                                discount.rates = vector(), 
>                                time.period = vector(),
>                                type = "character"){
>   
>   discount.rates.up = discount.rates + Rate.Delta
>   discount.rates.dwn = discount.rates - Rate.Delta
>   Price.NC = sum((1/((1+discount.rates)^time.period)) * cashflow)
>   Price.UP = sum((1/((1+discount.rates.up)^time.period)) * cashflow)
>   Price.DWN = sum((1/((1+discount.rates.dwn)^time.period)) * cashflow)
>   
>   switch(type,
>          duration =   (Price.UP - Price.DWN)/(2*Price.NC*Rate.Delta),
>          convexity =  (Price.UP + Price.DWN - (2*Price.NC))/(2*Price.NC*(Rate.Delta^2)))
> 
> }
> 
> setGeneric("Effective.Measure", function(Rate.Delta = numeric(), 
>                                           cashflow = vector(), 
>                                           discount.rates = vector(), 
>                                           time.period = vector())
> {standardGeneric("Effective.Measure")})
> 
> 
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