* using log directory 'd:/Rcompile/CRANpkg/local/2.14/gsarima.Rcheck' * using R version 2.14.2 (2012-02-29) * using platform: i386-pc-mingw32 (32-bit) * using session charset: ISO8859-1 * checking for file 'gsarima/DESCRIPTION' ... OK * this is package 'gsarima' version '0.1-3' * 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 whether package 'gsarima' can be installed ... OK * checking installed package size ... 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 namespace can be loaded with stated dependencies ... OK * checking whether the namespace 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 for unstated dependencies in examples ... OK * checking examples ... ERROR Running examples in 'gsarima-Ex.R' failed The error most likely occurred in: > ### Name: garsim > ### Title: Simulate a Generalized Autoregressive Time Series > ### Aliases: garsim > ### Keywords: ts > > ### ** Examples > > N<-1000 > ar<-c(0.8) > intercept<-2 > frequency<-1 > x<- rnorm(N) > beta.x<-0.7 > #Gaussian simulation with covariate > X=matrix(c(rep(intercept, N+length(ar)), rep(0, length(ar)), x), ncol=2) > y.sim <- garsim(n=(N+length(ar)),phi=ar, X=X, beta=c(1,beta.x), sd=sqrt(1)) > y<-y.sim[(1+length(ar)):(N+length(ar))] > tsy<-ts(y, freq=frequency) > plot(tsy) > arima(tsy, order=c(1,0,0), xreg=x) Call: arima(x = tsy, order = c(1, 0, 0), xreg = x) Coefficients: ar1 intercept x 0.8282 1.9235 0.6702 s.e. 0.0177 0.1900 0.0240 sigma^2 estimated as 1.076: log likelihood = -1456.02, aic = 2920.03 > > #Gaussian simulation with covariate and deterministic seasonality through first order harmonic > ar<-c(1.4,-0.4) > frequency<-12 > beta.x<-c(0.7,4,4) > X<-matrix(nrow= (N+ length(ar)), ncol=3) > for (t in 1: length(ar)){ + X[t,1]<-0 + X[t,2]<-sin(2*pi*(t- length(ar))/frequency) + X[t,3]<- cos(2*pi*(t- length(ar))/frequency) + } > for (t in (1+ length(ar)): (N+ length(ar))){ + X[t,1]<-x[t- length(ar)] + X[t,2]<-sin(2*pi*(t- length(ar))/frequency) + X[t,3]<- cos(2*pi*(t- length(ar))/frequency) + } > y.sim <- garsim(n=(N+length(ar)),phi=ar, X=X, beta= beta.x, sd=sqrt(1)) > y<-y.sim[(1+length(ar)):(N+length(ar))] > tsy<-ts(y, freq=frequency) > plot(tsy) > Xreg<-matrix(nrow= N, ncol=3) > for (t in 1: N){ + Xreg[t,1]<-x[t] + Xreg[t,2]<-sin(2*pi*t/frequency) + Xreg[t,3]<- cos(2*pi*t/frequency) + } > arimares<-arima(tsy, order=c(1,1,0), xreg=Xreg) > tsdiag(arimares) > arimares Call: arima(x = tsy, order = c(1, 1, 0), xreg = Xreg) Coefficients: ar1 Xreg1 Xreg2 Xreg3 0.4289 0.6744 4.0789 4.0440 s.e. 0.0286 0.0171 0.1337 0.1335 sigma^2 estimated as 1.055: log likelihood = -1444.3, aic = 2898.6 > > #Negative binomial simulation with covariate > ar<-c(0.8) > frequency<-1 > beta.x<-0.7 > X=matrix(c(rep(log(intercept), N+length(ar)), rep(0, length(ar)), x), ncol=2) > y.sim <- garsim(n=(N+length(ar)), phi=ar, beta=c(1,beta.x), link= "log", family= "negative.binomial", zero.correction = "zq1", c=1, theta=5, X=X) > y<-y.sim[(1+length(ar)):(N+length(ar))] > tsy<-ts(y, freq=frequency) > plot(tsy) > library(gamlss.util) Loading required package: gamlss Loading required package: splines Loading required package: gamlss.dist Loading required package: MASS Loading required package: gamlss.data Loading required package: nlme ********** GAMLSS Version 4.1-7 ********** For more on GAMLSS look at http://www.gamlss.org/ Type gamlssNews() to see new features/changes/bug fixes. Loading required package: colorspace Loading required package: Matrix Loading required package: lattice Attaching package: 'Matrix' The following object(s) are masked from 'package:base': det > m10<-garmaFit(y~x-1, order=c(1,0), family=NBI, alpha=1) Error: could not find function "garmaFit" Execution halted