- using R Under development (unstable) (2021-04-17 r80180)
- using platform: x86_64-pc-linux-gnu (64-bit)
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- using option ‘--no-stop-on-test-error’
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- this is package ‘tsxtreme’ version ‘0.3.2’
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- checking examples ... ERROR
Running examples in ‘tsxtreme-Ex.R’ failed
The error most likely occurred in:
> ### Name: depmeasures
> ### Title: Estimate dependence measures
> ### Aliases: depmeasures thetafit chifit
> ### Keywords: models iteration multivariate ts nonparametric
>
> ### ** Examples
>
> ## generate data from an AR(1)
> ## with Gaussian marginal distribution
> n <- 10000
> dep <- 0.5
> ar <- numeric(n)
> ar[1] <- rnorm(1)
> for(i in 2:n)
+ ar[i] <- rnorm(1, mean=dep*ar[i-1], sd=1-dep^2)
> plot(ar, type="l")
> plot(density(ar))
> grid <- seq(-3,3,0.01)
> lines(grid, dnorm(grid), col="blue")
>
> ## rescale the margin (focus on dependence)
> ar <- qlapl(pnorm(ar))
>
> ## fit the data
> params <- bayesparams()
> params$maxit <- 100 # bigger numbers would be
> params$burn <- 10 # more sensible...
> params$thin <- 4
> theta <- thetafit(ts=ar, R=500, S=100, u.mar=0.95, u.dep=0.98,
+ probs = c(0.98, 0.999), par=params)
nbr of swaps (1): 20, and (2): 58
Running time: 0 min 0 sec. Per iteration: 4.33 msec.[1] "Fit of DDP done. Mean value for alpha & beta: -0.53 and 0.0834"
Error in assign(".type", type, envir = baseenv()) :
cannot add binding of '.type' to the base environment
Calls: thetafit -> etfit -> tic -> assign
Execution halted
- checking PDF version of manual ... OK
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- DONE
Status: 1 ERROR