* installing to library ‘/home/hornik/tmp/R.check/r-patched-gcc/Work/build/Packages’
* installing *source* package ‘PortfolioAnalytics’ ...
** package ‘PortfolioAnalytics’ successfully unpacked and MD5 sums checked
** using staged installation
** libs
using C compiler: ‘gcc-13 (Debian 13.2.0-24) 13.2.0’
make[1]: Entering directory '/tmp/RtmpGOFV2o/R.INSTALL259c2cd0564cf/PortfolioAnalytics/src'
gcc-13 -I"/home/hornik/tmp/R.check/r-patched-gcc/Work/build/include" -DNDEBUG -I/usr/local/include -D_FORTIFY_SOURCE=3 -fpic -g -O2 -Wall -Wstrict-prototypes -pedantic -mtune=native -c PortfolioAnalytics_init.c -o PortfolioAnalytics_init.o
gcc-13 -I"/home/hornik/tmp/R.check/r-patched-gcc/Work/build/include" -DNDEBUG -I/usr/local/include -D_FORTIFY_SOURCE=3 -fpic -g -O2 -Wall -Wstrict-prototypes -pedantic -mtune=native -c residualcokurtosisMF.c -o residualcokurtosisMF.o
gcc-13 -I"/home/hornik/tmp/R.check/r-patched-gcc/Work/build/include" -DNDEBUG -I/usr/local/include -D_FORTIFY_SOURCE=3 -fpic -g -O2 -Wall -Wstrict-prototypes -pedantic -mtune=native -c residualcokurtosisSF.c -o residualcokurtosisSF.o
gcc-13 -shared -L/home/hornik/tmp/R.check/r-patched-gcc/Work/build/lib -Wl,-O1 -o PortfolioAnalytics.so PortfolioAnalytics_init.o residualcokurtosisMF.o residualcokurtosisSF.o -L/home/hornik/tmp/R.check/r-patched-gcc/Work/build/lib -lR
make[1]: Leaving directory '/tmp/RtmpGOFV2o/R.INSTALL259c2cd0564cf/PortfolioAnalytics/src'
make[1]: Entering directory '/tmp/RtmpGOFV2o/R.INSTALL259c2cd0564cf/PortfolioAnalytics/src'
make[1]: Leaving directory '/tmp/RtmpGOFV2o/R.INSTALL259c2cd0564cf/PortfolioAnalytics/src'
installing to /home/hornik/tmp/R.check/r-patched-gcc/Work/build/Packages/00LOCK-PortfolioAnalytics/00new/PortfolioAnalytics/libs
** R
** data
** demo
** inst
** byte-compile and prepare package for lazy loading
** help
*** installing help indices
converting help for package ‘PortfolioAnalytics’
finding HTML links ... done
BlackLittermanFormula html
CCCgarch.MM html
EntropyProg html
HHI html
PortfolioAnalytics-package html
ac.ranking html
add.constraint html
add.objective html
add.sub.portfolio html
applyFUN html
barplotGroupWeights html
black.litterman html
box_constraint html
center html
centroid.buckets html
centroid.complete.mc html
centroid.sectors html
centroid.sign html
chart.Concentration html
chart.EF.Weights html
chart.EfficientFrontier html
chart.EfficientFrontierOverlay html
chart.GroupWeights html
chart.RiskBudget html
chart.RiskReward html
chart.Weights html
check_constraints html
cokurtosisMF html
cokurtosisSF html
combine.optimizations html
combine.portfolios html
constrained_objective html
constraint html
constraint_ROI html
coskewnessMF html
coskewnessSF html
covarianceMF html
covarianceSF html
create.EfficientFrontier html
diversification html
diversification_constraint html
equal.weight html
etl_milp_opt html
etl_opt html
extractCokurtosis html
extractCoskewness html
extractCovariance html
extractEfficientFrontier html
extractGroups html
extractObjectiveMeasures html
extractStats html
extractWeights html
factor_exposure_constraint html
fn_map html
generatesequence html
get_constraints html
gmv_opt html
gmv_opt_leverage html
gmv_opt_ptc html
gmv_opt_toc html
group_constraint html
group_fail html
indexes html
insert_constraints html
insert_objectives html
inverse.volatility.weight html
is.constraint html
is.objective html
is.portfolio html
leverage_exposure_constraint html
maxret_milp_opt html
maxret_opt html
meanetl.efficient.frontier html
meanvar.efficient.frontier html
meucci.moments html
meucci.ranking html
minmax_objective html
mult.portfolio.spec html
name.replace html
objective html
optimize.portfolio html
optimize.portfolio.parallel html
optimize.portfolio.rebalancing html
pHist html
plot html
portfolio.moments.bl html
portfolio.moments.boudt html
portfolio.spec html
portfolio_risk_objective html
pos_limit_fail html
position_limit_constraint html
print.constraint html
print.efficient.frontier html
print.optimize.portfolio html
print.optimize.portfolio.rebalancing html
print.portfolio html
print.summary.optimize.portfolio html
print.summary.optimize.portfolio.rebalancing
html
quadratic_utility_objective html
random_portfolios html
random_portfolios_v1 html
random_walk_portfolios html
randomize_portfolio html
randomize_portfolio_v1 html
regime.portfolios html
return_constraint html
return_objective html
risk_budget_objective html
rp_grid html
rp_sample html
rp_simplex html
rp_transform html
scatterFUN html
set.portfolio.moments html
set.portfolio.moments_v1 html
statistical.factor.model html
summary.efficient.frontier html
summary.optimize.portfolio html
summary.optimize.portfolio.rebalancing
html
summary.portfolio html
trailingFUN html
transaction_cost_constraint html
turnover html
turnover_constraint html
turnover_objective html
update.constraint html
update_constraint_v1tov2 html
var.portfolio html
weight_concentration_objective html
weight_sum_constraint html
** building package indices
** installing vignettes
** testing if installed package can be loaded from temporary location
** checking absolute paths in shared objects and dynamic libraries
** testing if installed package can be loaded from final location
** testing if installed package keeps a record of temporary installation path
* creating tarball
packaged installation of ‘PortfolioAnalytics’ as ‘PortfolioAnalytics_1.1.0_R_x86_64-pc-linux-gnu.tar.gz’
* DONE (PortfolioAnalytics)