- using R version 2.10.1 Patched (2010-02-04 r51101)
- using session charset: UTF-8
- checking for file 'QRMlib/DESCRIPTION' ... OK
- this is package 'QRMlib' version '1.4.4'
- checking package dependencies ... OK
- checking if this is a source package ... OK
- checking whether package 'QRMlib' can be installed ... WARNING
Found the following significant warnings:
Warning: bad markup (extra space?) at Gumbel.Rd:29:10
Warning: bad markup (extra space?) at Gumbel.Rd:32:13
Warning: bad markup (extra space?) at Gumbel.Rd:38:9
See http://www.r-project.org/nosvn/R.check/r-patched-linux-x86_64/QRMlib-00install.html for details.
- checking package directory ... OK
- checking for portable file names ... OK
- checking for sufficient/correct file permissions ... OK
- checking DESCRIPTION meta-information ... NOTE
Non-standard license specification:
GPL version 2 or newer
Standardizable: TRUE
Standardized license specification:
GPL (>= 2)
- checking top-level files ... OK
- checking index information ... OK
- checking package subdirectories ... OK
- checking R 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 for unstated 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 ... OK
- checking Rd files ... WARNING
prepare_Rd: bad markup (extra space?) at Gumbel.Rd:29:10
prepare_Rd: bad markup (extra space?) at Gumbel.Rd:32:13
prepare_Rd: bad markup (extra space?) at Gumbel.Rd:38:9
- checking Rd metadata ... OK
- checking Rd cross-references ... OK
- checking for missing documentation entries ... OK
- checking for code/documentation mismatches ... OK
- checking Rd \usage sections ... OK
- checking data for non-ASCII characters ... OK
- checking line endings in C/C++/Fortran sources/headers ... OK
- checking line endings in Makefiles ... OK
- checking for portable compilation flags in Makevars ... OK
- checking for portable use of $BLAS_LIBS ... OK
- checking examples ... ERROR
Running examples in 'QRMlib-Ex.R' failed.
The error most likely occurred in:
> ### * fit.NH
>
> flush(stderr()); flush(stdout())
>
> ### Name: fit.NH
> ### Title: Fit NIG or Hyperbolic Distribution
> ### Aliases: fit.NH
> ### Keywords: methods
>
> ### ** Examples
>
> data(DJ);
> Ret.DJ <- mk.returns(DJ);
> window1.start <- timeDate("01/01/1993", format="%m/%d/%Y");
> window1.end <- timeDate("12/31/2000",format="%m/%d/%Y");
> sample1 <- (seriesPositions(Ret.DJ) > window1.start
+ & seriesPositions(Ret.DJ) < window1.end);
> DJ30daily <- Ret.DJ[sample1,];
> DJ30daily <- 100*seriesData(DJ30daily);
> rseries <- DJ30daily[,"MSFT"];
> mod.NIG <- fit.NH(rseries);
Error in optim(par = theta, fn = negloglik, gr = NULL, datavector = data, :
non-finite finite-difference value [1]
Calls: fit.NH -> optim
Execution halted