CRAN Package Check Results for Package PerformanceAnalytics

Last updated on 2014-08-23 13:48:02.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 1.1.0 2.68 106.44 109.12 NOTE
r-devel-linux-x86_64-debian-gcc 1.1.0 2.63 108.75 111.38 NOTE
r-devel-linux-x86_64-fedora-clang 1.1.0 250.69 NOTE
r-devel-linux-x86_64-fedora-gcc 1.1.0 242.80 NOTE
r-devel-osx-x86_64-clang 1.1.0 193.03 NOTE
r-devel-windows-ix86+x86_64 1.1.0 8.00 168.00 176.00 NOTE --no-vignettes
r-patched-linux-x86_64 1.1.0 2.65 115.76 118.40 NOTE
r-patched-solaris-sparc 1.1.0 1503.30 NOTE --no-vignettes
r-patched-solaris-x86 1.1.0 355.40 NOTE
r-release-linux-ix86 1.1.0 3.47 140.80 144.27 NOTE
r-release-linux-x86_64 1.1.0 3.20 118.46 121.66 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 8.00 191.00 199.00 NOTE --no-vignettes
r-oldrel-windows-ix86+x86_64 1.1.0 9.00 169.00 178.00 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
    ActivePremium: no visible global function definition for ‘periodicity’
    CalmarRatio: no visible global function definition for ‘periodicity’
    DownsideDeviation: no visible global function definition for
     ‘is.timeBased’
    DownsideDeviation: no visible global function definition for ‘index’
    DownsideFrequency: no visible global function definition for
     ‘is.timeBased’
    DownsideFrequency: no visible global function definition for ‘index’
    DrawdownPeak: no visible global function definition for ‘reclass’
    Drawdowns: no visible global function definition for ‘reclass’
    Frequency: no visible global function definition for ‘periodicity’
    InformationRatio: no visible global function definition for
     ‘periodicity’
    OmegaSharpeRatio: no visible global function definition for
     ‘is.timeBased’
    OmegaSharpeRatio: no visible global function definition for ‘index’
    Return.Geltner: no visible global function definition for ‘reclass’
    Return.annualized: no visible global function definition for ‘xtsible’
    Return.annualized: no visible global function definition for
     ‘periodicity’
    Return.calculate: no visible global function definition for
     ‘xtsAttributes<-’
    Return.calculate: no visible global function definition for ‘reclass’
    Return.centered: no visible global function definition for ‘zoo’
    Return.clean: no visible global function definition for ‘reclass’
    Return.excess: no visible global function definition for ‘na.locf’
    Return.excess: no visible global function definition for ‘index’
    Return.excess: no visible global function definition for ‘reclass’
    Return.excess : <anonymous>: no visible global function definition for
     ‘coredata’
    Return.index: no visible global function definition for ‘as.xts’
    Return.index: no visible global function definition for ‘reclass’
    Return.portfolio: no visible global function definition for ‘index’
    Return.portfolio: no visible global function definition for ‘as.xts’
    Return.portfolio: no visible global function definition for ‘reclass’
    Return.portfolio: no visible global function definition for ‘coredata’
    Return.read: no visible binding for global variable ‘as.yearmon’
    Return.read: no visible binding for global variable ‘as.yearqtr’
    Return.read: no visible global function definition for ‘read.zoo’
    Return.read: no visible global function definition for ‘xtsible’
    Return.read: no visible global function definition for ‘xts’
    Return.rebalancing: no visible global function definition for ‘first’
    Return.rebalancing: no visible global function definition for ‘index’
    Return.rebalancing: no visible global function definition for ‘last’
    Return.rebalancing: no visible global function definition for ‘reclass’
    Return.relative: no visible global function definition for ‘reclass’
    Return.wealthindex: no visible global function definition for ‘as.xts’
    Return.wealthindex: no visible global function definition for ‘reclass’
    SharpeRatio: no visible global function definition for ‘periodicity’
    SharpeRatio.annualized: no visible global function definition for
     ‘periodicity’
    StdDev.annualized: no visible global function definition for ‘xtsible’
    StdDev.annualized: no visible global function definition for
     ‘periodicity’
    SterlingRatio: no visible global function definition for ‘periodicity’
    SystematicRisk: no visible global function definition for ‘periodicity’
    TrackingError: no visible global function definition for ‘periodicity’
    TreynorRatio: no visible global function definition for ‘periodicity’
    UpsideFrequency: no visible global function definition for
     ‘is.timeBased’
    UpsideFrequency: no visible global function definition for ‘index’
    UpsidePotentialRatio: no visible global function definition for
     ‘is.timeBased’
    UpsidePotentialRatio: no visible global function definition for ‘index’
    UpsideRisk: no visible global function definition for ‘is.timeBased’
    UpsideRisk: no visible global function definition for ‘index’
    VolatilitySkewness: no visible global function definition for
     ‘is.timeBased’
    VolatilitySkewness: no visible global function definition for ‘index’
    apply.fromstart: no visible global function definition for ‘zoo’
    apply.rolling: no visible global function definition for ‘xts’
    apply.rolling: no visible global function definition for ‘reclass’
    bootstrapComponentES: no visible global function definition for ‘is.ff’
    bootstrapES: no visible global function definition for ‘is.ff’
    bootstrapESreport: no visible global function definition for ‘is.ff’
    bootstrapESreport: no visible global function definition for
     ‘ffrowapply’
    bootstrapIncrementalES: no visible global function definition for
     ‘is.ff’
    bootstrapIncrementalES: no visible global function definition for
     ‘ffrowapply’
    bootstrapMarginalES: no visible global function definition for ‘is.ff’
    bootstrapMarginalES: no visible global function definition for
     ‘ffrowapply’
    bootstrapPortfolioES: no visible global function definition for ‘is.ff’
    bootstrapPortfolioES: no visible global function definition for
     ‘ffrowapply’
    chart.BarVaR: no visible global function definition for ‘periodicity’
    chart.BarVaR: no visible global function definition for ‘time<-’
    chart.BarVaR: no visible global function definition for ‘xts’
    chart.CumReturns: no visible global function definition for ‘as.xts’
    chart.Drawdown: no visible global function definition for ‘as.xts’
    chart.Events: no visible global function definition for ‘index’
    chart.Events: no visible global function definition for ‘xts’
    chart.Histogram: no visible global function definition for ‘fitdistr’
    chart.Histogram: no visible global function definition for ‘st.mle’
    chart.Histogram: no visible global function definition for ‘dst’
    chart.QQPlot: no visible global function definition for ‘rlm’
    chart.RollingCorrelation: no visible global function definition for
     ‘xts’
    chart.RollingMean: no visible global function definition for
     ‘periodicity’
    chart.RollingPerformance: no visible global function definition for
     ‘xts’
    chart.RollingPerformance: no visible global function definition for
     ‘periodicity’
    chart.RollingQuantileRegression : <anonymous>: no visible global
     function definition for ‘rq’
    chart.RollingQuantileRegression: no visible global function definition
     for ‘xts’
    chart.RollingQuantileRegression: no visible global function definition
     for ‘periodicity’
    chart.RollingRegression: no visible global function definition for
     ‘xts’
    chart.RollingRegression: no visible global function definition for
     ‘periodicity’
    chart.SnailTrail: no visible global function definition for ‘as.zoo’
    chart.StackedBar: no visible global function definition for ‘xtsible’
    chart.StackedBar.xts: no visible global function definition for
     ‘periodicity’
    chart.StackedBar.xts: no visible global function definition for
     ‘axTicksByTime’
    chart.TimeSeries: no visible global function definition for
     ‘periodicity’
    chart.TimeSeries: no visible global function definition for ‘index’
    chart.TimeSeries: no visible global function definition for ‘first’
    chart.TimeSeries: no visible global function definition for ‘last’
    chart.TimeSeries: no visible global function definition for
     ‘axTicksByTime’
    chart.TimeSeries : <anonymous>: no visible global function definition
     for ‘first’
    chart.TimeSeries : <anonymous>: no visible global function definition
     for ‘index’
    chart.TimeSeries : <anonymous>: no visible global function definition
     for ‘last’
    charts.PerformanceSummary: no visible global function definition for
     ‘periodicity’
    charts.RollingPerformance: no visible global function definition for
     ‘periodicity’
    charts.RollingRegression: no visible global function definition for
     ‘periodicity’
    checkData: no visible global function definition for ‘as.zoo’
    checkData: no visible global function definition for ‘zoo’
    checkData: no visible global function definition for ‘is.xts’
    checkData: no visible global function definition for ‘xtsible’
    checkData: no visible global function definition for ‘try.xts’
    clean.boudt: no visible global function definition for ‘covMcd’
    na.skip: no visible global function definition for ‘.xts’
    na.skip: no visible global function definition for ‘.index’
    na.skip: no visible global function definition for ‘indexClass’
    sd.annualized: no visible global function definition for ‘xtsible’
    sd.annualized: no visible global function definition for ‘periodicity’
    sd.multiperiod: no visible global function definition for ‘xtsible’
    sd.multiperiod: no visible global function definition for ‘periodicity’
    table.AnnualizedReturns: no visible global function definition for
     ‘periodicity’
    table.CAPM: no visible global function definition for ‘periodicity’
    table.Distributions: no visible global function definition for
     ‘periodicity’
    table.DownsideRisk: no visible global function definition for
     ‘periodicity’
    table.DownsideRiskRatio: no visible global function definition for
     ‘periodicity’
    table.DrawdownsRatio: no visible global function definition for
     ‘periodicity’
    table.InformationRatio: no visible global function definition for
     ‘periodicity’
    table.TrailingPeriods: no visible global function definition for
     ‘periodicity’
    table.TrailingPeriods: no visible global function definition for ‘last’
    table.TrailingPeriodsRel: no visible global function definition for
     ‘periodicity’
    table.TrailingPeriodsRel: no visible global function definition for
     ‘last’
    table.Variability: no visible global function definition for
     ‘periodicity’
    zerofill: no visible global function definition for ‘reclass’
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

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: 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-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: 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