- using R Under development (unstable) (2025-12-21 r89216)
- using platform: x86_64-pc-linux-gnu
- R was compiled by
Debian clang version 21.1.7 (1)
Debian flang version 21.1.7 (1)
- running under: Debian GNU/Linux forky/sid
- using session charset: UTF-8
- checking for file ‘portvine/DESCRIPTION’ ... OK
- this is package ‘portvine’ version ‘1.0.3’
- package encoding: UTF-8
- checking CRAN incoming feasibility ... [1s/2s] OK
- 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 serialization versions ... OK
- checking whether package ‘portvine’ can be installed ... OK
See the install log for details.
- used C++ compiler: ‘Debian clang version 21.1.7 (1)’
- checking package directory ... OK
- checking for future file timestamps ... OK
- checking ‘build’ 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 ... [4s/5s] OK
- checking whether the package can be loaded with stated dependencies ... [3s/4s] OK
- checking whether the package can be unloaded cleanly ... [3s/5s] OK
- checking whether the namespace can be loaded with stated dependencies ... [3s/4s] OK
- checking whether the namespace can be unloaded cleanly ... [4s/5s] OK
- checking loading without being on the library search path ... [4s/5s] 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 ... [19s/26s] OK
- checking Rd files ... [0s/1s] OK
- 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 ... [0s/0s] OK
- checking LazyData ... OK
- checking data for ASCII and uncompressed saves ... OK
- checking line endings in C/C++/Fortran sources/headers ... OK
- checking pragmas in C/C++ headers and code ... OK
- checking compilation flags used ... OK
- checking compiled code ... OK
- checking installed files from ‘inst/doc’ ... OK
- checking files in ‘vignettes’ ... OK
- checking examples ... [5s/6s] OK
- checking for unstated dependencies in ‘tests’ ... OK
- checking tests ... [86s/101s] ERROR
Running ‘testthat.R’ [86s/101s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portvine)
> data("sample_returns_small")
>
> test_check("portvine", reporter = "summary")
S4accessors: WW1WW2
default_garch_spec: ........
dvine_ordering: ..........
estimate_dependence_and_risk: SS
estimate_marginal_models: ........................
estimate_risk_roll: .......................WW3.
Fit marginal models:
AAPL GOOG AMZN
Fit vine copula models and estimate risk.
Vine windows:
(1/4) WW4S
marginal_settings: ................
rcondvinecop: .............................
risk_measures: ....................
utils: .....
vine_settings: .............
══ Skipped ═════════════════════════════════════════════════════════════════════
1. unconditional case ('test-estimate_dependence_and_risk.R:30:3') - Reason: On CRAN
2. conditional case ('test-estimate_dependence_and_risk.R:148:3') - Reason: On CRAN
3. parallel functionality ('test-estimate_risk_roll.R:558:3') - Reason: On CRAN
══ Warnings ════════════════════════════════════════════════════════════════════
1. risk_estimates() basic functionality & input checks ('test-S4accessors.R:14:3') - Caught simpleError. Canceling all iterations ...
2. risk_estimates() basic functionality & input checks ('test-S4accessors.R:14:3') - Caught simpleError. Canceling all iterations ...
3. fitted_vines() & fitted_marginals() basic functionality ('test-S4accessors.R:312:3') - Caught simpleError. Canceling all iterations ...
4. fitted_vines() & fitted_marginals() basic functionality ('test-S4accessors.R:312:3') - Caught simpleError. Canceling all iterations ...
5. basic functionality (unconditionally) ('test-estimate_risk_roll.R:331:3') - Caught simpleError. Canceling all iterations ...
6. basic functionality (unconditionally) ('test-estimate_risk_roll.R:331:3') - Caught simpleError. Canceling all iterations ...
7. basic functionality (conditionally) ('test-estimate_risk_roll.R:449:3') - Caught simpleError. Canceling all iterations ...
8. basic functionality (conditionally) ('test-estimate_risk_roll.R:449:3') - Caught simpleError. Canceling all iterations ...
══ Failed ══════════════════════════════════════════════════════════════════════
── 1. Error ('test-S4accessors.R:14:3'): risk_estimates() basic functionality &
Error in ``[.data.table`(melt(copy(`_DT20`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.810607714710254, 0.407077608421067, 0.400047707410517, 0.426624000909891, 0.886629638230492, 0.390319945459875, 0.841073264677281, 0.753297374243674, 0.317374249679273, 0.311444209346356), AMZN = c(0.615317667620359, 0.895450788917563, 0.77583320226003, 0.351589313696444, 0.940400517277914, 0.233763942389714, 0.734883742854768, 0.378795761702627, 0.425276253821377, 0.0995922458253906), GOOG = c(0.766488737892359, 0.830865777097642, 0.571533417562023, 0.134496232029051, 0.957499846350402, 0.446940286783502, 0.526918233605102, 0.392552558798343, 0.278815471101552, 0.664138429332525)), row.names = c(NA, -10L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x55ef83022fe0>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1), dim = 4:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-S4accessors.R:14:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
── 2. Error ('test-S4accessors.R:312:3'): fitted_vines() & fitted_marginals() ba
Error in ``[.data.table`(melt(copy(`_DT40`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852), AMZN = c(0.293175863458917, 0.785903747855321, 0.289446799936519, 0.64723343435812, 0.596163062200383, 0.821407349133576, 0.126162857516692, 0.400302037306605, 0.50441212972194, 0.832445741506612, 0.748301180662518, 0.633281621594218, 0.689173293212055, 0.939940790395202, 0.964876306775914, 0.414580952888676, 0.411500723079085, 0.544799442714959, 0.162505812627388, 0.618808746030832), GOOG = c(0.418921741469634, 0.702994264376683, 0.395311279669759, 0.45137875009, 0.874150174858789, 0.483352751528072, 0.19257159092659, 0.492557711759154, 0.707740168152825, 0.720813165695748, 0.869857480932488, 0.607216735378671, 0.981995118328851, 0.913945282028791, 0.940490234188998, 0.456726822076143, 0.47678908698532, 0.863958460379851, 0.22467168641327, 0.810912321910637)), row.names = c(NA, -20L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x55ef83022fe0>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(0, 0, 1, 1, 1, 1), dim = 2:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-S4accessors.R:312:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
── 3. Error ('test-estimate_risk_roll.R:331:3'): basic functionality (unconditio
Error in ``[.data.table`(melt(copy(`_DT128`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.118788820510204, 0.00658700392869827, 0.927702131770059, 0.662504547628689, 0.537346369381258, 0.900367098718323, 0.439307413678304, 0.377420387177186, 0.324440813118715, 0.014739214899268), AMZN = c(0.452218840827196, 0.162461424245455, 0.866664614419352, 0.756069068064378, 0.902044114242331, 0.732302184444001, 0.784377794526194, 0.0145975125143389, 0.675177695178233, 0.651995968753478), GOOG = c(0.0506899717729539, 0.392755394103006, 0.690200256416574, 0.837051088223234, 0.492706334684044, 0.312967439647764, 0.826566410483792, 0.492748861201108, 0.686855713836849, 0.0212156251072884)), row.names = c(NA, -10L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x55ef83022fe0>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1), dim = 4:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-estimate_risk_roll.R:331:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
── 4. Error ('test-estimate_risk_roll.R:449:3'): basic functionality (conditiona
Error in ``[.data.table`(melt(copy(`_DT148`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.063756994616236, 0.181499921319531, 0.601235124658506, 0.0178294667867004, 0.162638454819774, 0.095196289503367, 0.160854672913014, 0.0195309153647054, 0.0210493118253517, 0.0334783701531182, 0.0126547364976479, 0.707285165208548, 0.0899559218768428, 0.612239188913503, 0.426502746239003, 0.162928073304437, 0.846215447840346, 0.692916099286004, 0.327358000657169, 0.78641262243067, 0.390853883112392, 0.572988137345556, 0.740424983995262, 0.408021933123939, 0.688535327720902, 0.578161744976596, 0.520510457178766, 0.20029118565266, 0.354231752018171, 0.509641943106971, 0.802720277957555, 0.668121676428417, 0.472069596707188), AMZN = c(0.00507520351278257, 0.0431056571941877, 0.0278531716177613, 0.0912665402725797, 0.0741895720251953, 0.0667046069779821, 0.20351749279155, 0.0209079133817135, 0.0371142917834336, 0.0283466831909877, 0.0215204118015282, 0.375528324386546, 0.0409812387240993, 0.247473507155635, 0.326428599893086, 0.694059418252486, 0.44033419171185, 0.226804921721476, 0.336619022141231, 0.3615833255363, 0.732801527383828, 0.265145143581959, 0.319521569080767, 0.699641570158421, 0.529539770902631, 0.548317384931096, 0.623796642807858, 0.1041002129314, 0.224848573776543, 0.600025893258099, 0.42086507303692, 0.531860601751563, 0.79592528312703), GOOG = c(0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054)), row.names = c(NA, -33L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x55ef83022fe0>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1), dim = 4:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-estimate_risk_roll.R:449:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
══ DONE ════════════════════════════════════════════════════════════════════════
Error:
! Test failures.
Execution halted
- checking for unstated dependencies in vignettes ... OK
- checking package vignettes ... OK
- checking re-building of vignette outputs ... [19s/23s] ERROR
Error(s) in re-building vignettes:
...
--- re-building ‘get_started.Rmd’ using rmarkdown
Quitting from get_started.Rmd:142-157 [unnamed-chunk-9]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<error/rlang_error>
Error in `[.data.table`:
! attempt access index 3/3 in VECTOR_ELT
---
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...)
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Error: processing vignette 'get_started.Rmd' failed with diagnostics:
attempt access index 3/3 in VECTOR_ELT
--- failed re-building ‘get_started.Rmd’
SUMMARY: processing the following file failed:
‘get_started.Rmd’
Error: Vignette re-building failed.
Execution halted
- checking PDF version of manual ... [5s/7s] OK
- checking HTML version of manual ... [2s/3s] OK
- checking for non-standard things in the check directory ... OK
- DONE
Status: 2 ERRORs