CRAN Package Check Results for Package fOptions

Last updated on 2015-08-02 05:47:43.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 3010.83 2.67 36.02 38.70 ERROR
r-devel-linux-x86_64-debian-gcc 3010.83 2.45 35.81 38.26 ERROR
r-devel-linux-x86_64-fedora-clang 3010.83 75.92 ERROR
r-devel-linux-x86_64-fedora-gcc 3010.83 70.33 ERROR
r-devel-osx-x86_64-clang 3010.83 64.93 ERROR
r-devel-windows-ix86+x86_64 3010.83 10.00 80.00 90.00 ERROR
r-patched-linux-x86_64 3010.83 2.52 39.27 41.78 NOTE
r-patched-solaris-sparc 3010.83 504.90 NOTE
r-patched-solaris-x86 3010.83 108.30 NOTE
r-release-linux-x86_64 3010.83 2.56 38.08 40.64 NOTE
r-release-osx-x86_64-mavericks 3010.83 NOTE
r-release-windows-ix86+x86_64 3010.83 11.00 117.00 128.00 NOTE
r-oldrel-windows-ix86+x86_64 3010.83 15.00 108.00 123.00 OK

Check Details

Version: 3010.83
Check: DESCRIPTION meta-information
Result: NOTE
    Malformed Description field: should contain one or more complete sentences.
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-devel-windows-ix86+x86_64, r-patched-linux-x86_64, r-patched-solaris-sparc, r-patched-solaris-x86, r-release-linux-x86_64, r-release-osx-x86_64-mavericks, r-release-windows-ix86+x86_64

Version: 3010.83
Check: S3 generic/method consistency
Result: NOTE
    Found the following apparent S3 methods exported but not registered:
     print.hngarch print.option
    See section ‘Registering S3 methods’ in 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-sparc, r-patched-solaris-x86, r-release-linux-x86_64

Version: 3010.83
Check: R code for possible problems
Result: NOTE
    .llhHNGarch: no visible global function definition for ‘dnorm’
    BinomialTreePlot: no visible global function definition for ‘text’
    GBSVolatility: no visible global function definition for ‘uniroot’
    HNGGreeks: no visible global function definition for ‘integrate’
    HNGOption: no visible global function definition for ‘integrate’
    MonteCarloOption: no visible global function definition for ‘var’
    hngarchFit: no visible global function definition for ‘var’
    hngarchFit: no visible global function definition for ‘nlm’
    hngarchSim: no visible binding for global variable ‘rnorm’
    rnorm.pseudo: no visible global function definition for ‘rnorm’
    runif.pseudo: no visible global function definition for ‘runif’
    Undefined global functions or variables:
     dnorm integrate nlm rnorm runif text uniroot var
    Consider adding
     importFrom("graphics", "text")
     importFrom("stats", "dnorm", "integrate", "nlm", "rnorm", "runif",
     "uniroot", "var")
    to your NAMESPACE.
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

Version: 3010.83
Check: examples
Result: ERROR
    Running examples in ‘fOptions-Ex.R’ failed
    The error most likely occurred in:
    
    > ### Name: MonteCarloOptions
    > ### Title: Monte Carlo Valuation of Options
    > ### Aliases: MonteCarloOptions wienerMCPath plainVanillaMCPayoff
    > ### arithmeticAsianMCPayoff MonteCarloOption
    > ### Keywords: programming
    >
    > ### ** Examples
    >
    > ## How to perform a Monte Carlo Simulation?
    >
    > ## First Step:
    > # Write a function to generate the option's innovations.
    > # Use scrambled normal Sobol numbers:
    > sobolInnovations = function(mcSteps, pathLength, init, ...) {
    + # Create Normal Sobol Innovations:
    + innovations = rnorm.sobol(mcSteps, pathLength, init, ...)
    + # Return Value:
    + innovations }
    >
    > ## Second Step:
    > # Write a function to generate the option's price paths.
    > # Use a Wiener path:
    > wienerPath = function(eps) {
    + # Note, the option parameters must be globally defined!
    + # Generate the Paths:
    + path = (b-sigma*sigma/2)*delta.t + sigma*sqrt(delta.t)*eps
    + # Return Value:
    + path }
    >
    > ## Third Step:
    > # Write a function for the option's payoff
    >
    > # Example 1: use the payoff for a plain Vanilla Call or Put:
    > plainVanillaPayoff = function(path) {
    + # Note, the option parameters must be globally defined!
    + # Compute the Call/Put Payoff Value:
    + ST = S*exp(sum(path))
    + if (TypeFlag == "c") payoff = exp(-r*Time)*max(ST-X, 0)
    + if (TypeFlag == "p") payoff = exp(-r*Time)*max(0, X-ST)
    + # Return Value:
    + payoff }
    >
    > # Example 2: use the payoff for an arithmetic Asian Call or Put:
    > arithmeticAsianPayoff = function(path) {
    + # Note, the option parameters must be globally defined!
    + # Compute the Call/Put Payoff Value:
    + SM = mean(S*exp(cumsum(path)))
    + if (TypeFlag == "c") payoff = exp(-r*Time)*max(SM-X, 0)
    + if (TypeFlag == "p") payoff = exp(-r*Time)*max(0, X-SM)
    + # Return Value:
    + payoff }
    >
    > ## Final Step:
    > # Set Global Parameters for the plain Vanilla / arithmetic Asian Options:
    > TypeFlag <<- "c"; S <<- 100; X <<- 100
    > Time <<- 1/12; sigma <<- 0.4; r <<- 0.10; b <<- 0.1
    Error: cannot change value of locked binding for 'sigma'
    Execution halted
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: 3010.83
Check: tests
Result: ERROR
    Running the tests in ‘tests/doRUnit.R’ failed.
    Last 13 lines of output:
     Number of errors: 1
     Number of failures: 0
    
    
     1 Test Suite :
     fOptions unit testing - 30 test functions, 1 error, 0 failures
     ERROR in test.MonteCarloOption: Error in func() : cannot change value of locked binding for 'sigma'
     Error in eval(expr, envir, enclos) :
    
     unit testing failed (#test failures: 0, R errors: 1)
    
     Calls: source -> withVisible -> eval -> eval
     Execution halted
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: 3010.83
Check: running examples for arch ‘i386’
Result: ERROR
    Running examples in 'fOptions-Ex.R' failed
    The error most likely occurred in:
    
    > ### Name: MonteCarloOptions
    > ### Title: Monte Carlo Valuation of Options
    > ### Aliases: MonteCarloOptions wienerMCPath plainVanillaMCPayoff
    > ### arithmeticAsianMCPayoff MonteCarloOption
    > ### Keywords: programming
    >
    > ### ** Examples
    >
    > ## How to perform a Monte Carlo Simulation?
    >
    > ## First Step:
    > # Write a function to generate the option's innovations.
    > # Use scrambled normal Sobol numbers:
    > sobolInnovations = function(mcSteps, pathLength, init, ...) {
    + # Create Normal Sobol Innovations:
    + innovations = rnorm.sobol(mcSteps, pathLength, init, ...)
    + # Return Value:
    + innovations }
    >
    > ## Second Step:
    > # Write a function to generate the option's price paths.
    > # Use a Wiener path:
    > wienerPath = function(eps) {
    + # Note, the option parameters must be globally defined!
    + # Generate the Paths:
    + path = (b-sigma*sigma/2)*delta.t + sigma*sqrt(delta.t)*eps
    + # Return Value:
    + path }
    >
    > ## Third Step:
    > # Write a function for the option's payoff
    >
    > # Example 1: use the payoff for a plain Vanilla Call or Put:
    > plainVanillaPayoff = function(path) {
    + # Note, the option parameters must be globally defined!
    + # Compute the Call/Put Payoff Value:
    + ST = S*exp(sum(path))
    + if (TypeFlag == "c") payoff = exp(-r*Time)*max(ST-X, 0)
    + if (TypeFlag == "p") payoff = exp(-r*Time)*max(0, X-ST)
    + # Return Value:
    + payoff }
    >
    > # Example 2: use the payoff for an arithmetic Asian Call or Put:
    > arithmeticAsianPayoff = function(path) {
    + # Note, the option parameters must be globally defined!
    + # Compute the Call/Put Payoff Value:
    + SM = mean(S*exp(cumsum(path)))
    + if (TypeFlag == "c") payoff = exp(-r*Time)*max(SM-X, 0)
    + if (TypeFlag == "p") payoff = exp(-r*Time)*max(0, X-SM)
    + # Return Value:
    + payoff }
    >
    > ## Final Step:
    > # Set Global Parameters for the plain Vanilla / arithmetic Asian Options:
    > TypeFlag <<- "c"; S <<- 100; X <<- 100
    > Time <<- 1/12; sigma <<- 0.4; r <<- 0.10; b <<- 0.1
    Error: cannot change value of locked binding for 'sigma'
    Execution halted
Flavor: r-devel-windows-ix86+x86_64

Version: 3010.83
Check: running examples for arch ‘x64’
Result: ERROR
    Running examples in 'fOptions-Ex.R' failed
    The error most likely occurred in:
    
    > ### Name: MonteCarloOptions
    > ### Title: Monte Carlo Valuation of Options
    > ### Aliases: MonteCarloOptions wienerMCPath plainVanillaMCPayoff
    > ### arithmeticAsianMCPayoff MonteCarloOption
    > ### Keywords: programming
    >
    > ### ** Examples
    >
    > ## How to perform a Monte Carlo Simulation?
    >
    > ## First Step:
    > # Write a function to generate the option's innovations.
    > # Use scrambled normal Sobol numbers:
    > sobolInnovations = function(mcSteps, pathLength, init, ...) {
    + # Create Normal Sobol Innovations:
    + innovations = rnorm.sobol(mcSteps, pathLength, init, ...)
    + # Return Value:
    + innovations }
    >
    > ## Second Step:
    > # Write a function to generate the option's price paths.
    > # Use a Wiener path:
    > wienerPath = function(eps) {
    + # Note, the option parameters must be globally defined!
    + # Generate the Paths:
    + path = (b-sigma*sigma/2)*delta.t + sigma*sqrt(delta.t)*eps
    + # Return Value:
    + path }
    >
    > ## Third Step:
    > # Write a function for the option's payoff
    >
    > # Example 1: use the payoff for a plain Vanilla Call or Put:
    > plainVanillaPayoff = function(path) {
    + # Note, the option parameters must be globally defined!
    + # Compute the Call/Put Payoff Value:
    + ST = S*exp(sum(path))
    + if (TypeFlag == "c") payoff = exp(-r*Time)*max(ST-X, 0)
    + if (TypeFlag == "p") payoff = exp(-r*Time)*max(0, X-ST)
    + # Return Value:
    + payoff }
    >
    > # Example 2: use the payoff for an arithmetic Asian Call or Put:
    > arithmeticAsianPayoff = function(path) {
    + # Note, the option parameters must be globally defined!
    + # Compute the Call/Put Payoff Value:
    + SM = mean(S*exp(cumsum(path)))
    + if (TypeFlag == "c") payoff = exp(-r*Time)*max(SM-X, 0)
    + if (TypeFlag == "p") payoff = exp(-r*Time)*max(0, X-SM)
    + # Return Value:
    + payoff }
    >
    > ## Final Step:
    > # Set Global Parameters for the plain Vanilla / arithmetic Asian Options:
    > TypeFlag <<- "c"; S <<- 100; X <<- 100
    > Time <<- 1/12; sigma <<- 0.4; r <<- 0.10; b <<- 0.1
    Error: cannot change value of locked binding for 'sigma'
    Execution halted
Flavor: r-devel-windows-ix86+x86_64

Version: 3010.83
Check: running tests for arch ‘i386’
Result: ERROR
    Running the tests in 'tests/doRUnit.R' failed.
    Last 13 lines of output:
     Number of errors: 1
     Number of failures: 0
    
    
     1 Test Suite :
     fOptions unit testing - 30 test functions, 1 error, 0 failures
     ERROR in test.MonteCarloOption: Error in func() : cannot change value of locked binding for 'sigma'
     Error in eval(expr, envir, enclos) :
    
     unit testing failed (#test failures: 0, R errors: 1)
    
     Calls: source -> withVisible -> eval -> eval
     Execution halted
Flavor: r-devel-windows-ix86+x86_64

Version: 3010.83
Check: running tests for arch ‘x64’
Result: ERROR
    Running the tests in 'tests/doRUnit.R' failed.
    Last 13 lines of output:
     Number of errors: 1
     Number of failures: 0
    
    
     1 Test Suite :
     fOptions unit testing - 30 test functions, 1 error, 0 failures
     ERROR in test.MonteCarloOption: Error in func() : cannot change value of locked binding for 'sigma'
     Error in eval(expr, envir, enclos) :
    
     unit testing failed (#test failures: 0, R errors: 1)
    
     Calls: source -> withVisible -> eval -> eval
     Execution halted
Flavor: r-devel-windows-ix86+x86_64