Package fPortfolio_2100.78.tar.gz did not pass R CMD check
Uwe.Ligges at R-Project.org
Uwe.Ligges at R-Project.org
Thu Apr 15 23:35:45 CEST 2010
Dear package maintainer,
this notification has been generated automatically.
Your package fPortfolio_2100.78.tar.gz did *not* pass 'R CMD check' on
Windows and will be omitted from the corresponding CRAN directory
(CRAN/bin/windows/contrib/2.11/).
Please check the attached log-file and consider to resubmit a version
with increased version number that passes R CMD check on Windows.
Please note that we are talking about R-2.11.0 beta/rc
(but not the current R-2.10.1). R-2.11.0 will be released on April 22.
Please consider to submit a fixed version without any ERROR or WARNING until release.
For details (and for results on other platforms) see
http://cran.r-project.org/web/checks/check_summary.html
R version 2.11.0 beta (2010-04-13 r51716)
All the best,
Uwe Ligges
(Maintainer of binary packages for Windows)
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* using log directory 'd:/Rcompile/CRANpkg/local/2.11/fPortfolio.Rcheck'
* using R version 2.11.0 beta (2010-04-13 r51716)
* using session charset: ISO8859-1
* checking for file 'fPortfolio/DESCRIPTION' ... OK
* this is package 'fPortfolio' version '2100.78'
* checking package name space information ... OK
* checking package dependencies ... OK
* checking if this is a source package ... OK
* checking whether package 'fPortfolio' can be installed ... OK
* checking package directory ... OK
* checking for portable file names ... OK
* checking DESCRIPTION meta-information ... OK
* checking top-level 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 name space can be loaded with stated dependencies ... OK
* checking whether the name space can be unloaded cleanly ... OK
* checking for unstated dependencies in R code ... OK
* checking S3 generic/method consistency ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... OK
* 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 data for non-ASCII characters ... OK
* checking examples ... ERROR
Running examples in 'fPortfolio-Ex.R' failed.
The error most likely occurred in:
> ### * efficientPortfolio
>
> flush(stderr()); flush(stdout())
>
> ### Name: efficientPortfolio
> ### Title: Efficient Portfolios
> ### Aliases: efficientPortfolio maxratioPortfolio tangencyPortfolio
> ### minriskPortfolio minvariancePortfolio maxreturnPortfolio
> ### Keywords: models
>
> ### ** Examples
>
> ## data -
> Data = SMALLCAP.RET
> Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
> Data
GMT
BKE GG GYMB KRON
1997-01-31 0.115000002 -0.11764706 0.005464481 0.031250000
1997-02-28 -0.094170406 0.06666667 0.070652172 -0.174242422
1997-03-31 0.059405942 0.03125000 0.091370560 -0.357798159
1997-04-30 0.102803737 -0.12121213 0.030232558 0.228571430
1997-05-30 0.440677971 0.03448276 -0.097065464 0.209302321
1997-06-30 0.082352944 -0.05000000 -0.039999999 0.057692308
1997-07-31 0.032608695 -0.15789473 -0.010416667 -0.109090909
1997-08-29 -0.021052632 0.00000000 0.031578947 0.107142858
1997-09-30 0.048387095 0.06250000 0.061224490 -0.046082951
1997-10-31 0.107692309 -0.13725491 -0.067307696 0.120772950
1997-11-28 0.217592597 -0.45454547 0.190721646 0.077586204
1997-12-31 0.041825093 0.29166666 -0.051948052 -0.014000000
1998-01-30 -0.021897810 0.19354838 -0.036529679 0.010141988
1998-02-27 0.227611944 0.01351351 0.018957347 0.108433738
1998-03-31 0.218844980 0.01333333 -0.037209302 0.018115941
1998-04-30 0.009975063 0.18421052 -0.289855063 0.024911031
1998-05-29 0.007407407 -0.07777778 -0.139455780 -0.006944444
1998-06-30 -0.132352948 -0.09638554 -0.041501977 0.013986014
1998-07-31 -0.182203397 -0.08000000 -0.208247423 -0.041379310
1998-08-31 -0.186528504 -0.40579709 -0.270833343 0.068345323
1998-09-30 -0.082802549 1.00000000 -0.142857149 -0.003367003
1998-10-30 0.006944444 -0.04878049 -0.108333334 -0.027027028
1998-11-30 0.413793117 0.12820513 0.000000000 0.201388896
1998-12-31 -0.063414633 0.04545455 -0.046728972 0.024566473
1999-01-29 0.114583336 0.00000000 0.235294119 0.066290550
1999-02-26 -0.086448595 0.02173913 0.333333343 -0.104497358
1999-03-31 -0.079283886 0.02127659 -0.148809522 -0.131462336
1999-04-30 0.038888890 -0.01041667 0.160839155 0.387755096
1999-05-28 0.184491977 -0.13684210 0.186746985 0.088694856
1999-06-30 0.038374718 -0.02439024 -0.147208124 0.229210630
1999-07-30 0.052173913 -0.10000000 -0.505952358 0.063186817
1999-08-31 -0.442148775 0.09722222 0.000000000 0.036821704
1999-09-30 0.022222223 0.32911393 0.325301200 -0.268535823
1999-10-29 -0.043478262 -0.03809524 -0.063636363 0.223168656
1999-11-30 -0.060606062 -0.13861387 -0.048543688 0.155988857
1999-12-31 -0.044354837 0.05747126 -0.081632651 0.156626508
2000-01-31 0.059071731 -0.17391305 -0.194444448 0.000000000
2000-02-29 -0.067729086 0.01315789 0.034482758 0.058333334
2000-03-31 0.102564104 0.24675325 -0.119999997 -0.533464551
2000-04-28 -0.205426350 0.00000000 -0.121212125 0.084388189
2000-05-31 0.058536585 0.06250000 -0.224137932 -0.073929958
2000-06-30 -0.133640558 0.12745099 0.066666670 -0.126050428
2000-07-31 0.159574464 -0.15652174 0.729166687 0.317307681
2000-08-31 -0.041284405 0.15463917 -0.048192769 0.091240875
2000-09-29 -0.110047847 -0.03571429 0.101265825 -0.197324410
2000-10-31 0.446236551 -0.09259259 0.643678188 0.214583337
2000-11-30 0.059479553 0.00000000 0.447552443 -0.053173240
2000-12-29 -0.014035088 -0.01020408 0.072463766 -0.103260867
2001-01-31 0.166120976 0.01938141 0.036036037 0.282828271
2001-02-28 -0.083496049 0.06634310 -0.182608694 -0.192125991
2001-03-30 -0.001065554 0.02276174 -0.148936167 -0.019493178
2001-04-30 0.079999998 0.29596412 -0.298999965 0.082465172
2001-05-31 -0.029629648 0.05997688 -0.015691888 -0.037613835
2001-06-29 -0.038167939 0.17410234 0.231884047 0.250381708
2001-07-31 0.005291026 -0.09082480 -0.308235288 0.076190449
2001-08-31 0.052631579 0.10193679 0.326530606 0.107329242
2001-09-28 -0.174999997 0.07770582 -0.166666687 -0.158811480
2001-10-31 0.099999979 0.02241378 0.330769181 0.398051172
2001-11-30 0.101928398 -0.03826529 0.358381569 0.126502842
2001-12-31 0.114999965 0.07603887 0.015319175 0.122505866
>
> ## spec -
> Spec = portfolioSpec()
> setTargetReturn(Spec) = mean(colMeans(Data))
> Spec
Model List:
Type: MV
Optimize: minRisk
Estimator: covEstimator
Tail Risk: list()
Params: alpha = 0.05 a = 1
Portfolio List:
Portfolio Weights: NA
Target Return: 0.02430841
Target Risk: NA
Risk-Free Rate: 0
Number of Frontier Points: 50
Status: NA
Optim List:
Solver: solveRquadprog
Objective: list()
Options: meq = 2
Control: list()
Trace: FALSE
Message List:
List: NULL
>
> ## constraints -
> Constraints = "LongOnly"
> Constraints
[1] "LongOnly"
>
> ## efficientPortfolio -
> efficientPortfolio(Data, Spec, Constraints)
Error in .Fortran("qpgen2", as.double(Dmat), dvec = as.double(dvec), as.integer(n), :
Incorrect number of arguments (16), expecting 17 for qpgen2
Calls: efficientPortfolio -> Solver -> .rquadprog -> .Fortran
Execution halted
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