CRAN Package Check Results for Package BGVAR

Last updated on 2023-09-28 05:10:54 CEST.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 2.5.2 125.91 312.33 438.24 NOTE
r-devel-linux-x86_64-debian-gcc 2.5.2 94.28 227.11 321.39 NOTE
r-devel-linux-x86_64-fedora-clang 2.5.2 567.99 NOTE
r-devel-linux-x86_64-fedora-gcc 2.5.2 582.94 NOTE
r-devel-windows-x86_64 2.5.2 97.00 254.00 351.00 NOTE
r-patched-linux-x86_64 2.5.2 122.00 305.25 427.25 NOTE
r-release-linux-x86_64 2.5.2 119.24 301.91 421.15 NOTE
r-release-macos-arm64 2.5.2 156.00 NOTE
r-release-macos-x86_64 2.5.2 268.00 NOTE
r-release-windows-x86_64 2.5.2 131.00 279.00 410.00 ERROR
r-oldrel-macos-arm64 2.5.2 139.00 NOTE
r-oldrel-macos-x86_64 2.5.2 179.00 NOTE
r-oldrel-windows-x86_64 2.5.2 121.00 299.00 420.00 ERROR

Additional issues

donttest

Check Details

Version: 2.5.2
Check: C++ specification
Result: NOTE
     Specified C++11: please drop specification unless essential
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-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64

Version: 2.5.2
Check: for GNU extensions in Makefiles
Result: NOTE
    GNU make is a SystemRequirements.
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-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64

Version: 2.5.2
Check: data for non-ASCII characters
Result: NOTE
     Note: found 582 marked UTF-8 strings
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-oldrel-macos-arm64, r-oldrel-macos-x86_64

Version: 2.5.2
Check: installed package size
Result: NOTE
     installed size is 5.6Mb
     sub-directories of 1Mb or more:
     doc 2.9Mb
     libs 1.3Mb
Flavors: r-devel-windows-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64

Version: 2.5.2
Check: examples
Result: ERROR
    Running examples in 'BGVAR-Ex.R' failed
    The error most likely occurred in:
    
    > ### Name: fevd
    > ### Title: Forecast Error Variance Decomposition
    > ### Aliases: fevd fevd.bgvar.irf
    >
    > ### ** Examples
    >
    > ## Don't show:
    > set.seed(123)
    > library(BGVAR)
    > data(testdata)
    > model.eer<-bgvar(Data=testdata,W=W.test,prior="MN",
    + draws=100,burnin=50,plag=1,eigen=TRUE)
    <0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
    Hyperparameter setup:
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Model: 1 / 3 done.<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Model: 2 / 3 done.<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Model: 3 / 3 done.<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Estimation done and took 0 mins 4 seconds.
    Start stacking:
    0% 10 20 30 40 50 60 70 80 90 100%
    [----|----|----|----|----|----|----|----|----|----|
    **************************************************|
    
    Stacking finished.
    Computation of BGVAR yields 76 (76%) draws (active trimming).
     Needed time for estimation of bgvar: 0 mins 4 seconds.
    >
    > # US monetary policy shock
    > shockinfo <- get_shockinfo("chol")
    > shockinfo$shock <- "US.stir"; shockinfo$scale <- -100
    > irf.chol.us.mp<-irf(model.eer,n.ahead=48,shockinfo=shockinfo)
    Start computing impulse response functions of Bayesian Global Vector Autoregression.
    
    Identification scheme: Short-run identification via Cholesky decomposition.
    Start impulse response analysis on 1 core (76 stable draws in total).
    0% 10 20 30 40 50 60 70 80 90 100%
    [----|----|----|----|----|----|----|----|----|----|
    **************************************************|
    
    Impulse response analysis took 0 mins 0 seconds.
    
    Size of irf object: 0.1 Mb
    Needed time for impulse response analysis: 0 mins 2 seconds.
    >
    > # calculates FEVD for variables US.Dp and EA.y
    > fevd.us.mp=fevd(irf.chol.us.mp,var.slct=c("US.Dp","EA.y"))
    Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
    
    Identification scheme: Short-run restrictions via Cholesky decomposition.
    FEVD computed for the following variables: US.Dp, EA.y.
    Start computing FEVDs...
    
    Size of FEVD object: 0 Mb
    Needed time for computation: 0 mins 0 seconds.
    >
    > # US monetary policy shock with sign restrictions
    > shockinfo <- get_shockinfo("sign")
    > shockinfo <- add_shockinfo(shockinfo, shock="US.stir",
    + restriction=c("US.y","US.Dp"),
    + sign=c("<","<"), horizon=c(1,1), 1, 100)
    > irf.sign.us.mp<-irf(model.eer,n.ahead=24,shockinfo=shockinfo)
    Start computing impulse response functions of Bayesian Global Vector Autoregression.
    
    Identification scheme: identification via sign-restriction.
    Start impulse response analysis on 1 core (76 stable draws in total).
    0% 10 20 30 40 50 60 70 80 90 100%
    [----|----|----|----|----|----|----|----|----|----|
    **************************************************|
    
    Impulse response analysis took 0 mins 0 seconds.
    For 74 draws out of 76 draws, a rotation matrix has been found.
    Size of irf object: 0.1 Mb
    Needed time for impulse response analysis: 0 mins 2 seconds.
    >
    > # calculates FEVD for variables US.Dp and EA.y
    > fevd.us.mp=fevd(irf.sign.us.mp,var.slct=c("US.Dp","EA.y"))
    Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
    
    Identification scheme: Sign-restrictions provided.
    FEVD computed for the following variables: US.Dp, EA.y.
    Error in `colnames<-`(`*tmp*`, value = varNames) :
     attempt to set 'colnames' on an object with less than two dimensions
    Calls: fevd -> fevd.bgvar.irf -> colnames<-
    Execution halted
Flavor: r-release-windows-x86_64

Version: 2.5.2
Check: examples
Result: ERROR
    Running examples in 'BGVAR-Ex.R' failed
    The error most likely occurred in:
    
    > ### Name: fevd
    > ### Title: Forecast Error Variance Decomposition
    > ### Aliases: fevd fevd.bgvar.irf
    >
    > ### ** Examples
    >
    > ## Don't show:
    > set.seed(123)
    > library(BGVAR)
    > data(testdata)
    > model.eer<-bgvar(Data=testdata,W=W.test,prior="MN",
    + draws=100,burnin=50,plag=1,eigen=TRUE)
    <0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
    Hyperparameter setup:
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Model: 1 / 3 done.<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Model: 2 / 3 done.<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Model: 3 / 3 done.<0c>
    
    Start estimation of Bayesian Global Vector Autoregression.
    
    Prior: Minnesota prior.
    Lag order: 1 (endo.), 1 (w. exog.)
    Stochastic volatility: enabled.
    Number of cores used: 1.
    Thinning factor: 1. This means every draw is saved.
     No hyperparameters are chosen, default setting applied.
    
    Estimation of country models starts...
    Estimation done and took 0 mins 4 seconds.
    Start stacking:
    0% 10 20 30 40 50 60 70 80 90 100%
    [----|----|----|----|----|----|----|----|----|----|
    **************************************************|
    
    Stacking finished.
    Computation of BGVAR yields 76 (76%) draws (active trimming).
     Needed time for estimation of bgvar: 0 mins 4 seconds.
    >
    > # US monetary policy shock
    > shockinfo <- get_shockinfo("chol")
    > shockinfo$shock <- "US.stir"; shockinfo$scale <- -100
    > irf.chol.us.mp<-irf(model.eer,n.ahead=48,shockinfo=shockinfo)
    Start computing impulse response functions of Bayesian Global Vector Autoregression.
    
    Identification scheme: Short-run identification via Cholesky decomposition.
    Start impulse response analysis on 1 core (76 stable draws in total).
    0% 10 20 30 40 50 60 70 80 90 100%
    [----|----|----|----|----|----|----|----|----|----|
    **************************************************|
    
    Impulse response analysis took 0 mins 0 seconds.
    
    Size of irf object: 0.1 Mb
    Needed time for impulse response analysis: 0 mins 2 seconds.
    >
    > # calculates FEVD for variables US.Dp and EA.y
    > fevd.us.mp=fevd(irf.chol.us.mp,var.slct=c("US.Dp","EA.y"))
    Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
    
    Identification scheme: Short-run restrictions via Cholesky decomposition.
    FEVD computed for the following variables: US.Dp, EA.y.
    Start computing FEVDs...
    
    Size of FEVD object: 0 Mb
    Needed time for computation: 0 mins 0 seconds.
    >
    > # US monetary policy shock with sign restrictions
    > shockinfo <- get_shockinfo("sign")
    > shockinfo <- add_shockinfo(shockinfo, shock="US.stir",
    + restriction=c("US.y","US.Dp"),
    + sign=c("<","<"), horizon=c(1,1), 1, 100)
    > irf.sign.us.mp<-irf(model.eer,n.ahead=24,shockinfo=shockinfo)
    Start computing impulse response functions of Bayesian Global Vector Autoregression.
    
    Identification scheme: identification via sign-restriction.
    Start impulse response analysis on 1 core (76 stable draws in total).
    0% 10 20 30 40 50 60 70 80 90 100%
    [----|----|----|----|----|----|----|----|----|----|
    **************************************************|
    
    Impulse response analysis took 0 mins 0 seconds.
    For 74 draws out of 76 draws, a rotation matrix has been found.
    Size of irf object: 0.1 Mb
    Needed time for impulse response analysis: 0 mins 1 second.>
    > # calculates FEVD for variables US.Dp and EA.y
    > fevd.us.mp=fevd(irf.sign.us.mp,var.slct=c("US.Dp","EA.y"))
    Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
    
    Identification scheme: Sign-restrictions provided.
    FEVD computed for the following variables: US.Dp, EA.y.
    Error in `colnames<-`(`*tmp*`, value = varNames) :
     attempt to set 'colnames' on an object with less than two dimensions
    Calls: fevd -> fevd.bgvar.irf -> colnames<-
    Execution halted
Flavor: r-oldrel-windows-x86_64