Last updated on 2024-06-14 00:53:45 CEST.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 0.1.5 | 5.93 | 156.62 | 162.55 | OK | |
| r-devel-linux-x86_64-debian-gcc | 0.1.5 | 4.08 | 44.96 | 49.04 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 0.1.5 | 197.68 | OK | |||
| r-devel-linux-x86_64-fedora-gcc | 0.1.5 | 232.87 | OK | |||
| r-devel-windows-x86_64 | 0.1.5 | 5.00 | 155.00 | 160.00 | OK | |
| r-patched-linux-x86_64 | 0.1.5 | 4.24 | 189.45 | 193.69 | OK | |
| r-release-linux-x86_64 | 0.1.5 | 3.76 | 190.21 | 193.97 | OK | |
| r-release-macos-arm64 | 0.1.5 | 79.00 | OK | |||
| r-release-macos-x86_64 | 0.1.5 | 121.00 | OK | |||
| r-release-windows-x86_64 | 0.1.5 | 5.00 | 154.00 | 159.00 | OK | |
| r-oldrel-macos-arm64 | 0.1.5 | 80.00 | OK | |||
| r-oldrel-macos-x86_64 | 0.1.5 | 251.00 | OK | |||
| r-oldrel-windows-x86_64 | 0.1.5 | 6.00 | 206.00 | 212.00 | OK |
Version: 0.1.5
Check: package dependencies
Result: NOTE
Packages suggested but not available for checking:
'ggplot2', 'testthat', 'EstimDiagnostics', 'waldo'
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 0.1.5
Check: examples
Result: ERROR
Running examples in ‘HDShOP-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: plot_frontier
> ### Title: Plot the Bayesian efficient frontier (Bauder et al. 2021) and
> ### the provided portfolios.
> ### Aliases: plot_frontier
>
> ### ** Examples
>
> p <- 150
> n <- 300
> gamma <- 10
> mu <- seq(0.2,-0.2, length.out=p)
> Sigma <- RandCovMtrx(p=p)
>
> x <- t(MASS::mvrnorm(n=n , mu=mu, Sigma=Sigma))
>
> EW_port <- rep(1/p, length=p)
> MV_shr_port <- new_MV_portfolio_weights_BDOPS21(x=x, gamma=gamma,
+ b=EW_port, beta=0.05)$weights
> GMV_shr_port <- new_MV_portfolio_weights_BDOPS21(x=x, gamma=Inf, b=EW_port,
+ beta=0.05)$weights
> MV_trad_port <- new_MV_portfolio_traditional(x=x, gamma=gamma)$weights
> GMV_trad_port <- new_MV_portfolio_traditional(x=x, gamma=Inf)$weights
>
> weights.eff <- cbind(EW_port, MV_shr_port, GMV_shr_port,
+ MV_trad_port, GMV_trad_port)
> colnames(weights.eff) <- c("EW", "MV_shr", "GMV_shr", "MV_trad", "GMV_trad")
>
>
> Fplot <- plot_frontier(x, weights.eff)
portfolio.return portfolio.sd names
EW 0.008520545 0.13397231 EW
MV_shr 0.193166386 0.12687698 MV_shr
GMV_shr -0.004382810 0.04488442 GMV_shr
MV_trad 0.772803434 0.28199189 MV_trad
GMV_trad -0.007044480 0.03917439 GMV_trad
Warning in sqrt(as.double(t(mu.eff) %*% Q.est.bayes %*% mu.eff) * (V.front.bayes^2 - :
NaNs produced
Error in loadNamespace(x) : there is no package called ‘ggplot2’
Calls: plot_frontier ... loadNamespace -> withRestarts -> withOneRestart -> doWithOneRestart
Execution halted
Examples with CPU (user + system) or elapsed time > 5s
user system elapsed
CovShrinkBGP14 3.511 0.078 6.303
InvCovShrinkBGP16 3.359 0.090 5.732
nonlin_shrinkLW 3.399 0.047 5.315
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 0.1.5
Check: tests
Result: ERROR
Running ‘testthat.R’ [0s/1s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
Error in library(testthat) : there is no package called 'testthat'
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc