Error(s) in re-building vignettes:
  ...
--- re-building ‘CADFtest.Rnw’ using Sweave
Loading required package: dynlm
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: tseries
Loading required package: urca
Registered S3 methods overwritten by 'CADFtest':
  method     from    
  bread.mlm  sandwich
  estfun.mlm sandwich
Error: processing vignette 'CADFtest.Rnw' failed with diagnostics:
Running ‘texi2dvi’ on ‘CADFtest.tex’ failed.
LaTeX errors:
! Undefined control sequence.
<recently read> \Hy@colorlink 
                              
l.42 \begin{document}
                     
! Undefined control sequence.
\close@pdflink ->\Hy@endcolorlink 
                                  \Hy@VerboseLinkStop \pdfendlink 
l.42 \begin{document}
                     
! Undefined control sequence.
<recently read> \Hy@colorlink 
                              
l.42 \begin{document}
                     
! Undefined control sequence.
\close@pdflink ->\Hy@endcolorlink 
                                  \Hy@VerboseLinkStop \pdfendlink 
l.42 \begin{document}
                     
! Undefined control sequence.
<recently read> \Hy@colorlink 
                              
l.42 \begin{document}
                     
! Undefined control sequence.
\close@pdflink ->\Hy@endcolorlink 
                                  \Hy@VerboseLinkStop \pdfendlink 
l.42 \begin{document}
                     
! Undefined control sequence.
<recently read> \Hy@colorlink 
                              
l.42 \begin{document}
                     
! Undefined control sequence.
\close@pdflink ->\Hy@endcolorlink 
                                  \Hy@VerboseLinkStop \pdfendlink 
l.42 \begin{document}
                     
--- failed re-building 'CADFtest.Rnw'

SUMMARY: processing the following file failed:
  'CADFtest.Rnw'

Error: Vignette re-building failed.
Execution halted