Check results for 'PerformanceAnalytics'

using R version 4.0.5 (2021-03-31)
using platform: x86_64-w64-mingw32 (64-bit)
using session charset: ISO8859-1
using option '--no-vignettes'
checking for file 'PerformanceAnalytics/DESCRIPTION' ... OK
checking extension type ... Package
this is package 'PerformanceAnalytics' version '2.0.4'
package encoding: UTF-8
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 hidden files and directories ... OK
checking for portable file names ... OK
checking whether package 'PerformanceAnalytics' can be installed ... OK
checking installed package size ... OK
checking package directory ... 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 R files for non-ASCII characters ... OK
checking R files for syntax errors ... OK
loading checks for arch 'i386'
- 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
loading checks for arch 'x64'
- 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 ... [43s] OK
checking Rd files ... OK
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 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 line endings in C/C++/Fortran sources/headers ... OK
checking pragmas in C/C++ headers and code ... OK
checking compiled code ... OK
checking sizes of PDF files under 'inst/doc' ... OK
checking installed files from 'inst/doc' ... OK
checking files in 'vignettes' ... OK
checking examples ...
- running examples for arch 'i386' ... [108s] OK
- checking differences from 'PerformanceAnalytics-Ex_i386.Rout' to 'PerformanceAnalytics-Ex.Rout.save' ... OK
  
  780a781,808
  > no weights passed in, assuming equal weighted portfolio
  > $MES
  > [1] 0.01802146
  >
  > $contribution
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.0023173115 -0.0007628382 0.0022869133
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.0043177630 0.0007071321 0.0022753610
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.0016376263 0.0008665011 0.0027708304
  > Merger Arbitrage Relative Value Short Selling
  > 0.0009625944 0.0015044225 -0.0034071301
  > Funds of Funds
  > 0.0025449680
  >
  > $pct_contrib_MES
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.12858626 -0.04232945 0.12689948
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.23959014 0.03923835 0.12625845
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.09087092 0.04808164 0.15375176
  > Merger Arbitrage Relative Value Short Selling
  > 0.05341380 0.08347953 -0.18905966
  > Funds of Funds
  > 0.14121878
  >
  4885a4914,4941
  > no weights passed in, assuming equal weighted portfolio
  > $StdDev
  > [1] 0.009325917
  >
  > $contribution
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.0007585836 0.0006873297 0.0009746614
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.0018145551 0.0004069524 0.0010089543
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.0004972070 0.0008967015 0.0011954578
  > Merger Arbitrage Relative Value Short Selling
  > 0.0004679488 0.0006602732 -0.0010665165
  > Funds of Funds
  > 0.0010238087
  >
  > $pct_contrib_StdDev
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.08134145 0.07370104 0.10451105
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.19457123 0.04363672 0.10818821
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.05331454 0.09615156 0.12818663
  > Merger Arbitrage Relative Value Short Selling
  > 0.05017724 0.07079981 -0.11436050
  > Funds of Funds
  > 0.10978102
  >
  5308a5365,5392
  > no weights passed in, assuming equal weighted portfolio
  > $MVaR
  > [1] 0.01084104
  >
  > $contribution
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.0010092186 0.0004903554 0.0012835448
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.0025735180 0.0003700333 0.0013705614
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.0006306300 0.0008432148 0.0016349444
  > Merger Arbitrage Relative Value Short Selling
  > 0.0004780464 0.0007845666 -0.0021050419
  > Funds of Funds
  > 0.0014774456
  >
  > $pct_contrib_MVaR
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.09309244 0.04523141 0.11839686
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.23738669 0.03413265 0.12642345
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.05817063 0.07777990 0.15081070
  > Merger Arbitrage Relative Value Short Selling
  > 0.04409601 0.07237007 -0.19417348
  > Funds of Funds
  > 0.13628268
  >
  6705c6789
  < [1] "matrix" "array"
  ---
  > [1] "matrix"
  7500c7584
  < Mar 1.6 0.9 3.6 4.6 5.8 -1.0 0.6 3.6 0.9 -2.1 4.0
  ---
  > Mar 1.6 0.9 3.6 4.6 5.8 -1.1 0.6 3.6 0.9 -2.1 4.0
  7502c7586
  < May 0.8 4.4 -2.3 1.6 3.4 5.8 -0.1 3.4 0.8 0.4 -2.7
  ---
  > May 0.8 4.4 -2.3 1.6 3.4 5.8 -0.2 3.4 0.8 0.4 -2.7
  7504c7588
  < Jul -2.3 1.5 -2.1 1.0 0.5 2.1 -7.6 1.8 0.0 0.9 -1.4
  ---
  > Jul -2.3 1.5 -2.1 1.0 0.5 2.1 -7.5 1.8 0.0 0.9 -1.4
  8078c8162
  < Quartile 3 0.0134 0.0203 0.0175
  ---
  > Quartile 3 0.0134 0.0202 0.0175
  8100c8184
  < Short Selling 275 0 -0.1340 -0.0265 -0.0053
  ---
  > Short Selling 275 0 -0.1340 -0.0264 -0.0053
  8104c8188
  < CTA Global 0.0042 0.0039 0.0203 0.0691
  ---
  > CTA Global 0.0042 0.0039 0.0202 0.0691
- running examples for arch 'x64' ... [110s] OK
- checking differences from 'PerformanceAnalytics-Ex_x64.Rout' to 'PerformanceAnalytics-Ex.Rout.save' ... OK
  
  780a781,808
  > no weights passed in, assuming equal weighted portfolio
  > $MES
  > [1] 0.01802146
  >
  > $contribution
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.0023173115 -0.0007628382 0.0022869133
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.0043177630 0.0007071321 0.0022753610
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.0016376263 0.0008665011 0.0027708304
  > Merger Arbitrage Relative Value Short Selling
  > 0.0009625944 0.0015044225 -0.0034071301
  > Funds of Funds
  > 0.0025449680
  >
  > $pct_contrib_MES
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.12858626 -0.04232945 0.12689948
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.23959014 0.03923835 0.12625845
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.09087092 0.04808164 0.15375176
  > Merger Arbitrage Relative Value Short Selling
  > 0.05341380 0.08347953 -0.18905966
  > Funds of Funds
  > 0.14121878
  >
  4885a4914,4941
  > no weights passed in, assuming equal weighted portfolio
  > $StdDev
  > [1] 0.009325917
  >
  > $contribution
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.0007585836 0.0006873297 0.0009746614
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.0018145551 0.0004069524 0.0010089543
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.0004972070 0.0008967015 0.0011954578
  > Merger Arbitrage Relative Value Short Selling
  > 0.0004679488 0.0006602732 -0.0010665165
  > Funds of Funds
  > 0.0010238087
  >
  > $pct_contrib_StdDev
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.08134145 0.07370104 0.10451105
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.19457123 0.04363672 0.10818821
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.05331454 0.09615156 0.12818663
  > Merger Arbitrage Relative Value Short Selling
  > 0.05017724 0.07079981 -0.11436050
  > Funds of Funds
  > 0.10978102
  >
  5308a5365,5392
  > no weights passed in, assuming equal weighted portfolio
  > $MVaR
  > [1] 0.01084104
  >
  > $contribution
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.0010092186 0.0004903554 0.0012835448
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.0025735180 0.0003700333 0.0013705614
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.0006306300 0.0008432148 0.0016349444
  > Merger Arbitrage Relative Value Short Selling
  > 0.0004780464 0.0007845666 -0.0021050419
  > Funds of Funds
  > 0.0014774456
  >
  > $pct_contrib_MVaR
  > Convertible Arbitrage CTA Global Distressed Securities
  > 0.09309244 0.04523141 0.11839686
  > Emerging Markets Equity Market Neutral Event Driven
  > 0.23738669 0.03413265 0.12642345
  > Fixed Income Arbitrage Global Macro Long/Short Equity
  > 0.05817063 0.07777990 0.15081070
  > Merger Arbitrage Relative Value Short Selling
  > 0.04409601 0.07237007 -0.19417348
  > Funds of Funds
  > 0.13628268
  >
  6705c6789
  < [1] "matrix" "array"
  ---
  > [1] "matrix"
  7500c7584
  < Mar 1.6 0.9 3.6 4.6 5.8 -1.0 0.6 3.6 0.9 -2.1 4.0
  ---
  > Mar 1.6 0.9 3.6 4.6 5.8 -1.1 0.6 3.6 0.9 -2.1 4.0
  7502c7586
  < May 0.8 4.4 -2.3 1.6 3.4 5.8 -0.1 3.4 0.8 0.4 -2.7
  ---
  > May 0.8 4.4 -2.3 1.6 3.4 5.8 -0.2 3.4 0.8 0.4 -2.7
  7504c7588
  < Jul -2.3 1.5 -2.1 1.0 0.5 2.1 -7.6 1.8 0.0 0.9 -1.4
  ---
  > Jul -2.3 1.5 -2.1 1.0 0.5 2.1 -7.5 1.8 0.0 0.9 -1.4
  8078c8162
  < Quartile 3 0.0134 0.0203 0.0175
  ---
  > Quartile 3 0.0134 0.0202 0.0175
  8100c8184
  < Short Selling 275 0 -0.1340 -0.0265 -0.0053
  ---
  > Short Selling 275 0 -0.1340 -0.0264 -0.0053
  8104c8188
  < CTA Global 0.0042 0.0039 0.0203 0.0691
  ---
  > CTA Global 0.0042 0.0039 0.0202 0.0691
checking for unstated dependencies in 'tests' ... OK
checking tests ...
- running tests for arch 'i386' ... [2s] OK
  Running 'tinytest.R' [1s]
- running tests for arch 'x64' ... [2s] OK
  Running 'tinytest.R' [1s]
checking for unstated dependencies in vignettes ... OK
checking package vignettes in 'inst/doc' ... OK
checking running R code from vignettes ... SKIPPED
checking re-building of vignette outputs ... SKIPPED
checking PDF version of manual ... OK
DONE

Status: OK