* using log directory ‘/data/gannet/ripley/R/packages/tests-clang/ExtremeRisks.Rcheck’ * using R Under development (unstable) (2024-04-24 r86484) * using platform: x86_64-pc-linux-gnu * R was compiled by clang version 18.1.4 flang-new version 18.1.4 * running under: Fedora Linux 36 (Workstation Edition) * using session charset: UTF-8 * using option ‘--no-stop-on-test-error’ * checking for file ‘ExtremeRisks/DESCRIPTION’ ... OK * this is package ‘ExtremeRisks’ version ‘0.0.4’ * checking package namespace information ... OK * checking package dependencies ... OK * checking if this is a source package ... OK * checking if there is a namespace ... OK * checking for executable files ... OK * checking for hidden files and directories ... OK * checking for portable file names ... OK * checking for sufficient/correct file permissions ... OK * checking whether package ‘ExtremeRisks’ can be installed ... [21s/27s] OK See 'https://www.r-project.org/nosvn/R.check/r-devel-linux-x86_64-fedora-clang/ExtremeRisks-00install.html' for details. * checking installed package size ... OK * checking package directory ... OK * checking DESCRIPTION meta-information ... OK * checking top-level files ... OK * checking for left-over files ... OK * checking index information ... OK * checking package subdirectories ... OK * checking code files for non-ASCII characters ... OK * checking R files for syntax errors ... OK * checking whether the package can be loaded ... OK * checking whether the package can be loaded with stated dependencies ... OK * checking whether the package can be unloaded cleanly ... OK * checking whether the namespace can be loaded with stated dependencies ... OK * checking whether the namespace can be unloaded cleanly ... OK * checking loading without being on the library search path ... OK * checking use of S3 registration ... OK * checking dependencies in R code ... OK * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking R code for possible problems ... [40s/46s] OK * checking Rd files ... NOTE checkRd: (-1) estMultiExpectiles.Rd:30: Lost braces 30 | \item If \code{var=TRUE} then an estimate of the asymptotic variance-covariance matrix of the \code{d}-dimensional expecile estimator is computed. If the data are regarded as \code{d}-dimensional temporal independent observations coming from dependent variables. Then, the asymptotic variance-covariance matrix is estimated by the formulas in section 3.1 of Padoan and Stupfler (2020). In particular, the variance-covariance matrix is computed exploiting the asymptotic behaviour of the relative explectile estimator appropriately normalized and using a suitable adjustment. This is achieved through \code{varType="asym-Ind-Adj"}. The data can also be regarded as code{d}-dimensional temporal independent observations coming from independent variables. In this case the asymptotic variance-covariance matrix is diagonal and is also computed exploiting the formulas in section 3.1 of Padoan and Stupfler (2020). This is achieved through \code{varType="asym-Ind"}. | ^ checkRd: (-1) predMultiExpectiles.Rd:33: Lost braces 33 | \item If \code{var=TRUE} then an estimate of the asymptotic variance-covariance matrix of the \eqn{tau'_n}-\emph{th} \code{d}-dimensional expectile is computed. Notice that the estimation of the asymptotic variance-covariance matrix \bold{is only available} when \eqn{\gamma} is estimated using the Hill estimator (see \link{MultiHTailIndex}). The data are regarded as temporal independent observations coming from dependent variables. The asymptotic variance-covariance matrix is estimated exploiting the formulas in Section 3.2 of Padoan and Stupfler (2020). The variance-covariance matrix is computed exploiting the asymptotic behaviour of the normalized expectile estimator which is expressed in logarithmic scale. In addition, a suitable adjustment is considered. This is achieved through \code{varType="asym-Ind-Adj-Log"}. The data can also be regarded as code{d}-dimensional temporal independent observations coming from independent variables. In this case the asymptotic variance-covariance matrix is diagonal and is also computed exploiting the formulas in Section 3.2 of Padoan and Stupfler (2020). This is achieved through \code{varType="asym-Ind-Log"}. If \code{varType="asym-Ind-Adj"}, then the variance-covariance matrix is computed exploiting the asymptotic behaviour of the relative expectile estimator appropriately normalized and exploiting a suitable adjustment. This concerns the case of dependent variables. The case of independent variables is achieved through \code{varType="asym-Ind"}. | ^ checkRd: (-1) sp500.Rd:5: Escaped LaTeX specials: \& * checking Rd metadata ... OK * checking Rd line widths ... OK * checking Rd cross-references ... OK * checking for missing documentation entries ... OK * checking for code/documentation mismatches ... OK * checking Rd \usage sections ... OK * checking Rd contents ... OK * checking for unstated dependencies in examples ... OK * checking contents of ‘data’ directory ... OK * checking data for non-ASCII characters ... OK * checking data for ASCII and uncompressed saves ... OK * checking examples ... OK * checking PDF version of manual ... [10s/15s] OK * checking HTML version of manual ... OK * checking for non-standard things in the check directory ... OK * checking for detritus in the temp directory ... OK * DONE Status: 1 NOTE