Last updated on 2021-10-16 05:51:54 CEST.
| Package | ERROR | WARN | NOTE | OK |
|---|---|---|---|---|
| anytime | 14 | |||
| AsioHeaders | 14 | |||
| BH | 8 | 6 | ||
| binb | 1 | 13 | ||
| corels | 4 | 10 | ||
| dang | 14 | |||
| digest | 1 | 13 | ||
| drat | 14 | |||
| gaussfacts | 1 | 13 | ||
| gcbd | 1 | 9 | ||
| gettz | 14 | |||
| gunsales | 1 | 13 | ||
| inline | 1 | 13 | ||
| linl | 1 | 13 | ||
| littler | 7 | |||
| nanotime | 4 | 10 | ||
| pinp | 14 | |||
| pkgKitten | 14 | |||
| prrd | 14 | |||
| random | 14 | |||
| RApiDatetime | 14 | |||
| RApiSerialize | 14 | |||
| Rblpapi | 1 | 1 | 11 | |
| Rcpp | 9 | 5 | ||
| RcppAnnoy | 4 | 10 | ||
| RcppAPT | 11 | |||
| RcppArmadillo | 8 | 6 | ||
| RcppBDT | 4 | 10 | ||
| RcppCCTZ | 14 | |||
| RcppClassic | 3 | 1 | 10 | |
| RcppClassicExamples | 1 | 13 | ||
| RcppCNPy | 12 | |||
| RcppDate | 14 | |||
| RcppDE | 14 | |||
| RcppEigen | 8 | 6 | ||
| RcppExamples | 14 | |||
| RcppFarmHash | 14 | |||
| RcppFastFloat | 14 | |||
| RcppGetconf | 2 | 8 | ||
| RcppGSL | 14 | |||
| RcppMsgPack | 8 | 6 | ||
| RcppNLoptExample | 14 | |||
| RcppQuantuccia | 14 | |||
| RcppRedis | 13 | |||
| RcppSimdJson | 7 | 6 | ||
| RcppSMC | 4 | 10 | ||
| RcppSpdlog | 3 | 11 | ||
| RcppStreams | 3 | 11 | ||
| RcppTOML | 14 | |||
| RcppXts | 14 | |||
| RcppZiggurat | 14 | |||
| RDieHarder | 3 | 9 | 1 | |
| rfoaas | 14 | |||
| RInside | 7 | 7 | ||
| rmsfact | 1 | 13 | ||
| RProtoBuf | 6 | 8 | ||
| RPushbullet | 14 | |||
| RQuantLib | 3 | 3 | 5 | |
| RVowpalWabbit | 1 | 8 | ||
| sanitizers | 2 | 12 | ||
| td | 13 | |||
| tidyCpp | 14 | |||
| tint | 14 | |||
| ttdo | 14 | |||
| x13binary | 1 | 4 | 9 |
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: NOTE: 8, OK: 6
Version: 1.75.0-0
Check: installed package size
Result: NOTE
installed size is 146.8Mb
sub-directories of 1Mb or more:
include 146.7Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-patched-solaris-x86, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: NOTE: 1, OK: 13
Version: 0.0.6
Check: Rd cross-references
Result: NOTE
Undeclared packages ‘tint’, ‘pinp’, ‘linl’ in Rd xrefs
Flavor: r-devel-linux-x86_64-fedora-clang
Current CRAN status: NOTE: 4, OK: 10
Version: 0.0.3
Check: installed package size
Result: NOTE
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 2.6Mb
sample_data 2.8Mb
Flavors: r-patched-solaris-x86, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.0.2
Check: installed package size
Result: NOTE
installed size is 5.8Mb
sub-directories of 1Mb or more:
libs 3.1Mb
sample_data 2.6Mb
Flavor: r-release-macos-arm64
Current CRAN status: OK: 14
Current CRAN status: WARN: 1, OK: 13
Version: 0.6.28
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
digest.c:207:25: warning: too many arguments for format [-Wformat-extra-args]
digest.c:432:25: warning: too many arguments for format [-Wformat-extra-args]
Flavor: r-devel-windows-x86_64-gcc10-UCRT
Current CRAN status: OK: 14
Current CRAN status: NOTE: 1, OK: 13
Version: 0.0.2
Check: Rd cross-references
Result: NOTE
Undeclared packages ‘fortunes’, ‘rmsfact’ in Rd xrefs
Flavor: r-devel-linux-x86_64-fedora-clang
Current CRAN status: WARN: 1, NOTE: 9
Version: 0.2.6
Flags: --no-vignettes
Check: package dependencies
Result: NOTE
Package suggested but not available for checking: 'gputools'
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
Version: 0.2.6
Flags: --no-examples --no-tests --no-vignettes
Check: package dependencies
Result: NOTE
Package suggested but not available for checking: ‘gputools’
Flavors: r-patched-linux-x86_64, r-release-linux-x86_64
Version: 0.2.6
Check: package dependencies
Result: NOTE
Package suggested but not available for checking: ‘gputools’
Flavors: r-patched-solaris-x86, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.2.6
Check: re-building of vignette outputs
Result: WARN
Error(s) in re-building vignettes:
...
--- re-building ‘gcbd.Rnw’ using Sweave
Warning in packageDescription("gputools") :
no package 'gputools' was found
Error: processing vignette 'gcbd.Rnw' failed with diagnostics:
at gcbd.Rnw:860, subscript out of bounds
--- failed re-building ‘gcbd.Rnw’
SUMMARY: processing the following file failed:
‘gcbd.Rnw’
Error: Vignette re-building failed.
Execution halted
Flavor: r-patched-solaris-x86
Version: 0.2.6
Check: re-building of vignette outputs
Result: NOTE
Error(s) in re-building vignettes:
...
--- re-building ‘gcbd.Rnw’ using Sweave
Warning in packageDescription("gputools") :
no package 'gputools' was found
Error: processing vignette 'gcbd.Rnw' failed with diagnostics:
at gcbd.Rnw:860, subscript out of bounds
--- failed re-building ‘gcbd.Rnw’
SUMMARY: processing the following file failed:
‘gcbd.Rnw’
Error: Vignette re-building failed.
Execution halted
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: OK: 14
Current CRAN status: ERROR: 1, OK: 13
Version: 0.1.2
Check: package dependencies
Result: ERROR
Packages required but not available: 'seasonal', 'x13binary'
See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.
Flavor: r-patched-solaris-x86
Current CRAN status: ERROR: 1, OK: 13
Version: 0.3.19
Check: tests
Result: ERROR
Running ‘tinytest.R’ [13s/18s]
Running the tests in ‘tests/tinytest.R’ failed.
Last 13 lines of output:
test_utilities.R.............. 10 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 10 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 11 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 11 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 11 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 11 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 11 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 12 tests <1b>[0;31m1 fails<1b>[0m
test_utilities.R.............. 13 tests <1b>[0;31m1 fails<1b>[0m <1b>[0;34m3.1s<1b>[0m
----- FAILED[xcpt]: test_utilities.R<39--42>
call| expect_error(moveDLL(quadfn, name = "testname", directory = tempdir(),
call| --> unload = TRUE, overwrite = TRUE), "file can not be copied both 'from' and 'to'")
diff| No error
Error: 1 out of 30 tests failed
Execution halted
Flavor: r-release-macos-x86_64
Current CRAN status: NOTE: 1, OK: 13
Version: 0.0.4
Check: Rd cross-references
Result: NOTE
Undeclared package ‘pinp’ in Rd xrefs
Flavor: r-devel-linux-x86_64-fedora-clang
Current CRAN status: OK: 7
Current CRAN status: NOTE: 4, OK: 10
Version: 0.3.3
Check: installed package size
Result: NOTE
installed size is 5.3Mb
sub-directories of 1Mb or more:
libs 4.2Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: ERROR: 1, WARN: 1, NOTE: 11
Version: 0.3.11
Check: whether package can be installed
Result: NOTE
Found the following notes/warnings:
Non-staged installation was used
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-devel-windows-x86_64-gcc10-UCRT, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Version: 0.3.11
Check: installed package size
Result: NOTE
installed size is 14.0Mb
sub-directories of 1Mb or more:
blp 7.1Mb
libs 5.9Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Version: 0.3.11
Check: package subdirectories
Result: WARN
Found the following non-empty subdirectories of 'inst' also used by R:
inst/libs
It is recommended not to interfere with package subdirectories used by
R.
Flavor: r-devel-windows-x86_64-gcc10-UCRT
Version: 0.3.11
Check: line endings in C/C++/Fortran sources/headers
Result: NOTE
Found the following sources/headers with CR or CRLF line endings:
inst/include/blpapi_versioninfo.h
Some Unix compilers require LF line endings.
Flavor: r-devel-windows-x86_64-gcc10-UCRT
Version: 0.3.11
Check: whether package can be installed
Result: ERROR
Installation failed.
Flavor: r-release-macos-arm64
Current CRAN status: NOTE: 9, OK: 5
Version: 1.0.7
Check: installed package size
Result: NOTE
installed size is 13.3Mb
sub-directories of 1Mb or more:
doc 1.1Mb
include 6.4Mb
libs 3.7Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-patched-solaris-x86, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Version: 1.0.7
Check: foreign function calls
Result: NOTE
Registration problem:
symbol ‘symbol’ in the local frame:
.Call(symbol)
See chapter ‘System and foreign language interfaces’ in the ‘Writing R
Extensions’ manual.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Current CRAN status: NOTE: 4, OK: 10
Version: 0.0.19
Check: installed package size
Result: NOTE
installed size is 5.5Mb
sub-directories of 1Mb or more:
libs 5.0Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: OK: 11
Current CRAN status: NOTE: 8, OK: 6
Version: 0.10.7.0.0
Check: installed package size
Result: NOTE
installed size is 9.0Mb
sub-directories of 1Mb or more:
include 6.3Mb
libs 1.6Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-patched-solaris-x86, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: NOTE: 4, OK: 10
Version: 0.2.4
Check: installed package size
Result: NOTE
installed size is 8.4Mb
sub-directories of 1Mb or more:
libs 8.1Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: OK: 14
Current CRAN status: WARN: 3, NOTE: 1, OK: 10
Version: 0.9.12
Check: installed package size
Result: NOTE
installed size is 6.3Mb
sub-directories of 1Mb or more:
lib 4.5Mb
libs 1.3Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64
Version: 0.9.12
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
WARNING: shared objects/dynamic libraries with hard-coded temporary installation paths
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: NOTE: 1, OK: 13
Version: 0.1.2
Check: Rd cross-references
Result: NOTE
Undeclared package ‘RcppExamples’ in Rd xrefs
Flavor: r-devel-linux-x86_64-fedora-clang
Current CRAN status: OK: 12
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: NOTE: 8, OK: 6
Version: 0.3.3.9.1
Check: installed package size
Result: NOTE
installed size is 31.0Mb
sub-directories of 1Mb or more:
include 7.9Mb
libs 22.4Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-patched-solaris-x86, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: NOTE: 2, OK: 8
Version: 0.0.3
Check: top-level files
Result: NOTE
‘configure’: /bin/bash is not portable
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Current CRAN status: OK: 14
Current CRAN status: NOTE: 8, OK: 6
Version: 0.2.3
Check: installed package size
Result: NOTE
installed size is 9.9Mb
sub-directories of 1Mb or more:
include 7.0Mb
libs 2.4Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-patched-solaris-x86, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 13
Current CRAN status: NOTE: 7, OK: 6
Version: 0.1.6
Check: installed package size
Result: NOTE
installed size is 16.7Mb
sub-directories of 1Mb or more:
include 1.5Mb
jsonexamples 3.8Mb
libs 11.0Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-windows-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: NOTE: 4, OK: 10
Version: 0.2.5
Check: installed package size
Result: NOTE
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 5.8Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: NOTE: 3, OK: 11
Version: 0.0.6
Check: installed package size
Result: NOTE
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 4.6Mb
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: NOTE: 3, OK: 11
Version: 0.1.3
Check: installed package size
Result: NOTE
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 5.3Mb
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: OK: 14
Current CRAN status: NOTE: 14
Version: 0.0.4
Check: dependencies in R code
Result: NOTE
Package in Depends field not imported from: 'methods'
These packages need to be imported from (in the NAMESPACE file)
for when this namespace is loaded but not attached.
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-devel-windows-x86_64-gcc10-UCRT, r-patched-linux-x86_64, r-patched-solaris-x86, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Version: 0.0.4
Check: compiled code
Result: NOTE
File ‘RcppXts/libs/RcppXts.so’:
Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’
It is good practice to register native routines and to disable symbol
search.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Current CRAN status: OK: 14
Current CRAN status: ERROR: 3, WARN: 9, OK: 1
Version: 0.2.1
Check: top-level files
Result: WARN
Output from running autoreconf:
configure.ac:144: warning: AC_OUTPUT should be used without arguments.
configure.ac:144: You should run autoupdate.
configure.ac:145: warning: AC_OUTPUT should be used without arguments.
configure.ac:145: You should run autoupdate.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-patched-linux-x86_64, r-release-linux-x86_64
Version: 0.2.1
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
bits.c:1247:23: warning: array subscript 8 is outside array bounds of ‘unsigned int[1]’ [-Warray-bounds]
bits.c:1265:18: warning: array subscript 9 is outside array bounds of ‘unsigned int[1]’ [-Warray-bounds]
Flavors: r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64-gcc10-UCRT, r-patched-linux-x86_64, r-release-linux-x86_64
Version: 0.2.1
Check: top-level files
Result: WARN
Output from running autoreconf:
configure.ac:144: warning: AC_OUTPUT should be used without arguments.
configure.ac:144: You should run autoupdate.
configure.ac:145: warning: AC_OUTPUT should be used without arguments.
configure.ac:145: You should run autoupdate.
configure.ac:144: warning: AC_OUTPUT should be used without arguments.
configure.ac:144: You should run autoupdate.
configure.ac:145: warning: AC_OUTPUT should be used without arguments.
configure.ac:145: You should run autoupdate.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Version: 0.2.1
Check: whether package can be installed
Result: ERROR
Installation failed.
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.2.1
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
skein_block64.c:226:39: warning: cast from pointer to integer of different size [-Wpointer-to-int-cast]
Flavors: r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: OK: 14
Current CRAN status: WARN: 7, NOTE: 7
Version: 0.2.16
Check: compiled code
Result: NOTE
File 'RInside/libs/RInside.so':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/RInside.so':
Found non-API calls to R: 'R_CStackLimit', 'R_CleanTempDir',
'R_DefParams', 'R_ReplDLLdo1', 'R_ReplDLLinit',
'R_RunExitFinalizers', 'R_SetParams', 'R_SignalHandlers',
'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR'
Compiled code should not call entry points which might terminate R nor
write to stdout/stderr instead of to the console, nor use Fortran I/O
nor system RNGs.
Compiled code should not call non-API entry points in R.
See 'Writing portable packages' 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-patched-linux-x86_64, r-patched-solaris-x86, r-release-linux-x86_64
Version: 0.2.16
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
RInside.cpp:169:12: warning: 'char* strncpy(char*, const char*, size_t)' specified bound 260 equals destination size [-Wstringop-truncation]
Flavors: r-devel-windows-x86_64, r-devel-windows-x86_64-gcc10-UCRT, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64
Version: 0.2.16
Check: installed package size
Result: NOTE
installed size is 8.1Mb
sub-directories of 1Mb or more:
lib 3.5Mb
libs 4.2Mb
Flavors: r-devel-windows-x86_64, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64
Version: 0.2.16
Check: compiled code
Result: NOTE
File 'RInside/libs/x64/RInside.dll':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/x64/libRInside.dll':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/x64/RInside.dll':
Found non-API calls to R: 'R_CleanTempDir', 'R_DefParams',
'R_ReplDLLdo1', 'R_ReplDLLinit', 'R_RunExitFinalizers',
'R_SetParams', 'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR',
'getRUser', 'get_R_HOME'
File 'RInside/libs/x64/libRInside.dll':
Found non-API calls to R: 'R_CleanTempDir', 'R_DefParams',
'R_ReplDLLdo1', 'R_ReplDLLinit', 'R_RunExitFinalizers',
'R_SetParams', 'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR',
'getRUser', 'get_R_HOME'
Compiled code should not call entry points which might terminate R nor
write to stdout/stderr instead of to the console, nor use Fortran I/O
nor system RNGs.
Compiled code should not call non-API entry points in R.
See 'Writing portable packages' in the 'Writing R Extensions' manual.
Flavors: r-devel-windows-x86_64, r-devel-windows-x86_64-gcc10-UCRT
Version: 0.2.16
Check: line endings in C/C++/Fortran sources/headers
Result: NOTE
Found the following sources/headers with CR or CRLF line endings:
src/RInsideAutoloads.h
src/RInsideEnvVars.h
Some Unix compilers require LF line endings.
Flavor: r-devel-windows-x86_64-gcc10-UCRT
Version: 0.2.16
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
WARNING: shared objects/dynamic libraries with hard-coded temporary installation paths
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.2.16
Check: compiled code
Result: NOTE
File ‘RInside/libs/RInside.so’:
Found ‘_srand’, possibly from ‘srand’ (C)
Object: ‘RInside.o’
File ‘RInside/libs/RInside.so’:
Found non-API calls to R: ‘R_CStackLimit’, ‘R_CleanTempDir’,
‘R_DefParams’, ‘R_ReplDLLdo1’, ‘R_ReplDLLinit’,
‘R_RunExitFinalizers’, ‘R_SetParams’, ‘R_SignalHandlers’,
‘R_TempDir’, ‘Rf_endEmbeddedR’, ‘Rf_initEmbeddedR’
Compiled code should not call entry points which might terminate R nor
write to stdout/stderr instead of to the console, nor use Fortran I/O
nor system RNGs.
Compiled code should not call non-API entry points in R.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Flavors: r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.2.16
Check: compiled code
Result: NOTE
File 'RInside/libs/i386/RInside.dll':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/x64/RInside.dll':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/i386/libRInside.dll':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/x64/libRInside.dll':
Found 'srand', possibly from 'srand' (C)
Object: 'RInside.o'
File 'RInside/libs/i386/RInside.dll':
Found non-API calls to R: 'R_CleanTempDir', 'R_DefParams',
'R_ReplDLLdo1', 'R_ReplDLLinit', 'R_RunExitFinalizers',
'R_SetParams', 'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR',
'getRUser', 'get_R_HOME'
File 'RInside/libs/x64/RInside.dll':
Found non-API calls to R: 'R_CleanTempDir', 'R_DefParams',
'R_ReplDLLdo1', 'R_ReplDLLinit', 'R_RunExitFinalizers',
'R_SetParams', 'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR',
'getRUser', 'get_R_HOME'
File 'RInside/libs/i386/libRInside.dll':
Found non-API calls to R: 'R_CleanTempDir', 'R_DefParams',
'R_ReplDLLdo1', 'R_ReplDLLinit', 'R_RunExitFinalizers',
'R_SetParams', 'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR',
'getRUser', 'get_R_HOME'
File 'RInside/libs/x64/libRInside.dll':
Found non-API calls to R: 'R_CleanTempDir', 'R_DefParams',
'R_ReplDLLdo1', 'R_ReplDLLinit', 'R_RunExitFinalizers',
'R_SetParams', 'R_TempDir', 'Rf_endEmbeddedR', 'Rf_initEmbeddedR',
'getRUser', 'get_R_HOME'
Compiled code should not call entry points which might terminate R nor
write to stdout/stderr instead of to the console, nor use Fortran I/O
nor system RNGs.
Compiled code should not call non-API entry points in R.
See 'Writing portable packages' in the 'Writing R Extensions' manual.
Flavors: r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: NOTE: 1, OK: 13
Version: 0.0.3
Check: Rd cross-references
Result: NOTE
Undeclared package ‘fortunes’ in Rd xrefs
Flavor: r-devel-linux-x86_64-fedora-clang
Current CRAN status: NOTE: 6, OK: 8
Version: 0.4.17
Check: installed package size
Result: NOTE
installed size is 9.4Mb
sub-directories of 1Mb or more:
libs 7.5Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Current CRAN status: OK: 14
Current CRAN status: ERROR: 3, NOTE: 3, OK: 5
Version: 0.4.14
Check: installed package size
Result: NOTE
installed size is 13.7Mb
sub-directories of 1Mb or more:
libs 13.1Mb
Flavors: r-devel-windows-x86_64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64
Version: 0.4.13
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
/opt/R/arm64/include/ql/experimental/variancegamma/fftengine.hpp:59:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/experimental/variancegamma/fftvanillaengine.hpp:45:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/experimental/variancegamma/fftvariancegammaengine.hpp:45:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/multiproduct.hpp:74:22: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestate.hpp:84:22: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/pathwisemultiproduct.hpp:81:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/exercisevalue.hpp:51:22: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp:49:14: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp:39:22: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/methods/montecarlo/exercisestrategy.hpp:42:22: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/lsstrategy.hpp:50:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp:39:22: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/nothingexercisevalue.hpp:45:14: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp:46:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/swapbasissystem.hpp:44:14: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/swapratetrigger.hpp:42:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/triggeredswapexercise.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multiproductcomposite.hpp:46:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp:61:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp:78:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp:83:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/singleproductcomposite.hpp:46:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepforwards.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp:54:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/cashrebate.hpp:58:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp:49:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepforwards.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepnothing.hpp:45:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp:54:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepratchet.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepswap.hpp:50:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepswaption.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multisteptarn.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp:64:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:80:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:136:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:195:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp:68:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp:82:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:77:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp:73:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp:124:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:201:22: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:60:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:89:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:120:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:165:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:203:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:223:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/boost/random/linear_congruential.hpp:140:20: warning: overlapping comparisons always evaluate to false [-Wtautological-overlap-compare]
Flavor: r-release-macos-arm64
Version: 0.4.13
Check: installed package size
Result: NOTE
installed size is 113.8Mb
sub-directories of 1Mb or more:
libs 113.2Mb
Flavors: r-release-macos-arm64, r-oldrel-windows-ix86+x86_64
Version: 0.4.13
Check: examples
Result: ERROR
Running examples in ‘RQuantLib-Ex.R’ failed
The error most likely occurred in:
> ### Name: AffineSwaption
> ### Title: Affine swaption valuation using several short-rate models
> ### Aliases: AffineSwaption AffineSwaption.default
> ### summary.G2AnalyticAffineSwaption summary.HWAnalyticAffineSwaption
> ### summary.HWTreeAffineSwaption summary.BKTreeAffineSwaption
> ### Keywords: models
>
> ### ** Examples
>
> if (.Platform$OS.type != "windows" && .Platform$r_arch != "i386") {
+
+ # This data was generated to match the original quantlib example for Bermudan Swaption
+ params <- list(tradeDate=as.Date('2016-2-15'),
+ settleDate=as.Date('2016-2-17'),
+ startDate=as.Date('2017-2-17'),
+ maturity=as.Date('2022-2-17'),
+ payFixed=TRUE,
+ european=FALSE,
+ dt=.25,
+ strike=.06,
+ method="G2Analytic",
+ interpWhat="discount",
+ interpHow="loglinear")
+
+ # Market data used to construct the term structure of interest rates
+ tsQuotes <- list(d1w =0.0382,
+ d1m =0.0372,
+ fut1=96.2875,
+ fut2=96.7875,
+ fut3=96.9875,
+ fut4=96.6875,
+ fut5=96.4875,
+ fut6=96.3875,
+ fut7=96.2875,
+ fut8=96.0875,
+ s3y =0.0398,
+ s5y =0.0443,
+ s10y =0.05165,
+ s15y =0.055175)
+
+
+ # Swaption volatility matrix with corresponding maturities and tenors
+ swaptionMaturities <- c(1,2,3,4,5)
+
+ swapTenors <- c(1,2,3,4,5)
+
+ volMatrix <- matrix(
+ c(0.1490, 0.1340, 0.1228, 0.1189, 0.1148,
+ 0.1290, 0.1201, 0.1146, 0.1108, 0.1040,
+ 0.1149, 0.1112, 0.1070, 0.1010, 0.0957,
+ 0.1047, 0.1021, 0.0980, 0.0951, 0.1270,
+ 0.1000, 0.0950, 0.0900, 0.1230, 0.1160),
+ ncol=5, byrow=TRUE)
+
+ legparams=list(dayCounter="Thirty360",
+ fixFreq="Annual",
+ floatFreq="Semiannual")
+
+ setEvaluationDate(as.Date("2016-2-16"))
+ times<-times <- seq(0,14.75,.25)
+ dcurve <- DiscountCurve(params, tsQuotes, times=times,legparams)
+
+ # Price the Bermudan swaption
+ pricing <- AffineSwaption(params, dcurve,swaptionMaturities, swapTenors, volMatrix,legparams)
+ summary(pricing)
+
+ }
*** caught segfault ***
address 0x0, cause 'invalid permissions'
Traceback:
1: affineWithRebuiltCurveEngine(params, matchlegs, c(ts$table$date), ts$table$zeroRates, expiry, tenor, vol)
2: AffineSwaption.default(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
3: AffineSwaption(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-arm64
Version: 0.4.13
Check: tests
Result: ERROR
Running ‘RQuantlib.R’ [0s/0s]
Running the tests in ‘tests/RQuantlib.R’ failed.
Last 13 lines of output:
+ settleDate=as.Date('2002-2-15'),
+ dt=0.25,
+ interpWhat='discount', interpHow='loglinear')
> discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
>
> ZeroCouponBond(bond, discountCurve, dateparams)
*** caught segfault ***
address 0x0, cause 'invalid permissions'
Traceback:
1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
2: ZeroCouponBond.default(bond, discountCurve, dateparams)
3: ZeroCouponBond(bond, discountCurve, dateparams)
An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-arm64
Version: 0.4.14
Check: examples
Result: ERROR
Running examples in ‘RQuantLib-Ex.R’ failed
The error most likely occurred in:
> ### Name: AffineSwaption
> ### Title: Affine swaption valuation using several short-rate models
> ### Aliases: AffineSwaption AffineSwaption.default
> ### summary.G2AnalyticAffineSwaption summary.HWAnalyticAffineSwaption
> ### summary.HWTreeAffineSwaption summary.BKTreeAffineSwaption
> ### Keywords: models
>
> ### ** Examples
>
> if (.Platform$OS.type != "windows" && .Platform$r_arch != "i386") {
+
+ # This data was generated to match the original quantlib example for Bermudan Swaption
+ params <- list(tradeDate=as.Date('2016-2-15'),
+ settleDate=as.Date('2016-2-17'),
+ startDate=as.Date('2017-2-17'),
+ maturity=as.Date('2022-2-17'),
+ payFixed=TRUE,
+ european=FALSE,
+ dt=.25,
+ strike=.06,
+ method="G2Analytic",
+ interpWhat="discount",
+ interpHow="loglinear")
+
+ # Market data used to construct the term structure of interest rates
+ tsQuotes <- list(d1w =0.0382,
+ d1m =0.0372,
+ fut1=96.2875,
+ fut2=96.7875,
+ fut3=96.9875,
+ fut4=96.6875,
+ fut5=96.4875,
+ fut6=96.3875,
+ fut7=96.2875,
+ fut8=96.0875,
+ s3y =0.0398,
+ s5y =0.0443,
+ s10y =0.05165,
+ s15y =0.055175)
+
+
+ # Swaption volatility matrix with corresponding maturities and tenors
+ swaptionMaturities <- c(1,2,3,4,5)
+
+ swapTenors <- c(1,2,3,4,5)
+
+ volMatrix <- matrix(
+ c(0.1490, 0.1340, 0.1228, 0.1189, 0.1148,
+ 0.1290, 0.1201, 0.1146, 0.1108, 0.1040,
+ 0.1149, 0.1112, 0.1070, 0.1010, 0.0957,
+ 0.1047, 0.1021, 0.0980, 0.0951, 0.1270,
+ 0.1000, 0.0950, 0.0900, 0.1230, 0.1160),
+ ncol=5, byrow=TRUE)
+
+ legparams=list(dayCounter="Thirty360",
+ fixFreq="Annual",
+ floatFreq="Semiannual")
+
+ setEvaluationDate(as.Date("2016-2-16"))
+ times<-times <- seq(0,14.75,.25)
+ dcurve <- DiscountCurve(params, tsQuotes, times=times,legparams)
+
+ # Price the Bermudan swaption
+ pricing <- AffineSwaption(params, dcurve,swaptionMaturities, swapTenors, volMatrix,legparams)
+ summary(pricing)
+
+ }
*** caught segfault ***
address 0x0, cause 'memory not mapped'
Traceback:
1: affineWithRebuiltCurveEngine(params, matchlegs, c(ts$table$date), ts$table$zeroRates, expiry, tenor, vol)
2: AffineSwaption.default(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
3: AffineSwaption(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
An irrecoverable exception occurred. R is aborting now ...
Flavors: r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.4.14
Check: tests
Result: ERROR
Running ‘RQuantlib.R’ [0s/0s]
Running the tests in ‘tests/RQuantlib.R’ failed.
Last 13 lines of output:
+ settleDate=as.Date('2002-2-15'),
+ dt=0.25,
+ interpWhat='discount', interpHow='loglinear')
> discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
>
> ZeroCouponBond(bond, discountCurve, dateparams)
*** caught segfault ***
address 0x0, cause 'memory not mapped'
Traceback:
1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
2: ZeroCouponBond.default(bond, discountCurve, dateparams)
3: ZeroCouponBond(bond, discountCurve, dateparams)
An irrecoverable exception occurred. R is aborting now ...
Flavors: r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: ERROR: 1, WARN: 8
Version: 0.0.15
Check: whether package can be installed
Result: NOTE
Found the following notes/warnings:
Non-staged installation was used
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-patched-linux-x86_64, r-release-linux-x86_64
Version: 0.0.15
Check: top-level files
Result: WARN
Output from running autoreconf:
configure.ac:482: warning: AC_OUTPUT should be used without arguments.
configure.ac:482: You should run autoupdate.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-patched-linux-x86_64, r-release-linux-x86_64
Version: 0.0.15
Check: installed package size
Result: NOTE
installed size is 8.5Mb
sub-directories of 1Mb or more:
libs 3.9Mb
test 4.5Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.0.15
Check: top-level files
Result: WARN
Output from running autoreconf:
configure.ac:482: warning: AC_OUTPUT should be used without arguments.
configure.ac:482: You should run autoupdate.
configure.ac:482: warning: AC_OUTPUT should be used without arguments.
configure.ac:482: You should run autoupdate.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Version: 0.0.15
Check: whether package can be installed
Result: ERROR
Installation failed.
Flavor: r-release-macos-arm64
Version: 0.0.15
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
parser.cc:302:11: warning: 'daemon' is deprecated: first deprecated in macOS 10.5 - Use posix_spawn APIs instead. [-Wdeprecated-declarations]
Found the following additional notes/warnings:
Non-staged installation was used
Flavors: r-release-macos-x86_64, r-oldrel-macos-x86_64
Current CRAN status: NOTE: 2, OK: 12
Version: 0.1.0
Check: compiled code
Result: NOTE
File ‘sanitizers/libs/sanitizers.so’:
Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’
It is good practice to register native routines and to disable symbol
search.
See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Current CRAN status: OK: 13
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: OK: 14
Current CRAN status: ERROR: 1, NOTE: 4, OK: 9
Version: 1.1.57-2
Check: installed package size
Result: NOTE
installed size is 5.8Mb
sub-directories of 1Mb or more:
bin 5.7Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 1.1.57-2
Check: whether package can be installed
Result: ERROR
Installation failed.
Flavor: r-patched-solaris-x86