CRAN Package Check Results for Package rcss

Last updated on 2019-10-14 05:47:06 CEST.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 1.8 261.20 30.74 291.94 OK
r-devel-linux-x86_64-debian-gcc 1.8 186.79 24.88 211.67 OK
r-devel-linux-x86_64-fedora-clang 1.8 449.14 NOTE
r-devel-linux-x86_64-fedora-gcc 1.8 398.45 OK
r-devel-windows-ix86+x86_64 1.8 420.00 97.00 517.00 OK
r-patched-linux-x86_64 1.8 208.51 29.84 238.35 OK
r-patched-solaris-x86 1.8 313.50 OK
r-release-linux-x86_64 1.8 211.40 30.05 241.45 ERROR
r-release-windows-ix86+x86_64 1.8 550.00 67.00 617.00 OK
r-release-osx-x86_64 1.8 NOTE
r-oldrel-windows-ix86+x86_64 1.8 367.00 67.00 434.00 OK
r-oldrel-osx-x86_64 1.8 NOTE

Check Details

Version: 1.8
Check: installed package size
Result: NOTE
     installed size is 9.7Mb
     sub-directories of 1Mb or more:
     libs 9.5Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-osx-x86_64, r-oldrel-osx-x86_64

Version: 1.8
Check: examples
Result: ERROR
    Running examples in ‘rcss-Ex.R’ failed
    The error most likely occurred in:
    
    > base::assign(".ptime", proc.time(), pos = "CheckExEnv")
    > ### Name: FastAddDual
    > ### Title: Fast additive duals
    > ### Aliases: FastAddDual
    >
    > ### ** Examples
    >
    > ## Bermuda put option
    > grid <- as.matrix(cbind(rep(1, 81), c(seq(20, 60, length = 81))))
    > disturb <- array(0, dim = c(2, 2, 100))
    > disturb[1, 1,] <- 1
    > quantile <- qnorm(seq(0, 1, length = (100 + 2))[c(-1, -(100 + 2))])
    > disturb[2, 2,] <- exp((0.06 - 0.5 * 0.2^2) * 0.02 + 0.2 * sqrt(0.02) * quantile)
    > weight <- rep(1 / 100, 100)
    > control <- matrix(c(c(1, 2),c(1, 1)), nrow = 2)
    > reward <- array(data = 0, dim = c(81, 2, 2, 2, 50))
    > in_money <- grid[, 2] <= 40
    > reward[in_money, 1, 2, 2,] <- 40
    > reward[in_money, 2, 2, 2,] <- -1
    > for (tt in 1:50){
    + reward[,,2,2,tt] <- exp(-0.06 * 0.02 * (tt - 1)) * reward[,,2,2,tt]
    + }
    > scrap <- array(data = 0, dim = c(81, 2, 2))
    > scrap[in_money, 1, 2] <- 40
    > scrap[in_money, 2, 2] <- -1
    > scrap[,,2] <- exp(-0.06 * 0.02 * 50) * scrap[,,2]
    > r_index <- matrix(c(2, 2), ncol = 2)
    > bellman <- FastBellman(grid, reward, scrap, control, disturb, weight, r_index)
    At dec: 50...49...48...47...46...45...44...43...42...41...40...39...38...37...36...35...34...33...32...31...30...29...28...27...26...25...24...23...22...21...20...19...18...17...16...15...14...13...12...11...10...9...8...7...6...5...4...3...2...1...0...Done.
    > suppressWarnings(RNGversion("3.5.0"))
    > set.seed(12345)
    > start <- c(1, 36) ## starting state
    > path_disturb <- array(0, dim = c(2, 2, 100, 50))
    > path_disturb[1, 1,,] <- 1
    > rand1 <- rnorm(100 * 50 / 2)
    > rand1 <- as.vector(rbind(rand1, -rand1)) ## anti-thetic disturbances
    > path_disturb[2, 2,,] <- exp((0.06 - 0.5 * 0.2^2) * 0.02 + 0.2 * sqrt(0.02) * rand1)
    > path <- PathDisturb(start, path_disturb)
    > ## Reward function
    > RewardFunc <- function(state, time) {
    + output <- array(data = 0, dim = c(nrow(state), 2, 2))
    + output[,2, 2] <- exp(-0.06 * 0.02 * (time - 1)) * pmax(40 - state[,2], 0)
    + return(output)
    + }
    > policy <- FastPathPolicy(path, grid, control, RewardFunc, bellman$expected)
    > ## Scrap function
    > ScrapFunc <- function(state) {
    + output <- array(data = 0, dim = c(nrow(state), 2))
    + output[,2] <- exp(-0.06 * 0.02 * 50) * pmax(40 - state[,2], 0)
    + return(output)
    + }
    > ## Subsimulation disturbances
    > subsim <- array(0, dim = c(2, 2, 100, 100, 50))
    > subsim[1,1,,,] <- 1
    > rand2 <- rnorm(100 * 100 * 50 / 2)
    > rand2 <- as.vector(rbind(rand2, -rand2))
    > subsim[2,2,,,] <- exp((0.06 - 0.5 * 0.2^2) * 0.02 + 0.2 * sqrt(0.02) * rand2)
    > subsim_weight <- rep(1 / 100, 100)
    > ## Additive duals
    > mart <- FastAddDual(path, subsim, subsim_weight, grid, bellman$value, ScrapFunc)
    Additive duals at dec: 0...1...2...3...4...5...6...7...8...9...Error: cannot allocate vector of size 700781.4 Gb
    Execution halted
Flavor: r-release-linux-x86_64