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xelatex skellam;
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\TU/lmr/m/n/12 See Wikipedia. \TU/lmr/m/it/12 Skellam distribution []$[][][][] 
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! You can't use `macro parameter character #' in horizontal mode.
l.115 ..., lambda1, lambda2))abline(c(0,1), col='#
                                                  FF000040')figure/theFigure...

? 
! Emergency stop.
l.115 ..., lambda1, lambda2))abline(c(0,1), col='#
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make[1]: *** [Makefile:11: skellam.pdf] Error 1
make[1]: Leaving directory '/home/hornik/tmp/R.check/r-devel-gcc/Work/PKGS/skellam.Rcheck/vign_test/skellam/vignettes'
Error in tools:::buildVignettes(dir = "/home/hornik/tmp/R.check/r-devel-gcc/Work/PKGS/skellam.Rcheck/vign_test/skellam") : 
  running ‘make’ failed
Execution halted