Running 'brinson.test.R' [1s]
  Running 'exposure.test.R' [2s]
  Running 'regress.test.R' [156s]
  Running 'returns.test.R' [2s]
  Running 'show.test.R' [171s]
  Running 'summary.test.R' [165s]
Running the tests in 'tests/regress.test.R' failed.
Complete output:
  > ## regress.test.R
  > ## Yang Lu Yang.Lu@williams.edu
  > 
  > library(pa)
  > 
  > ## data(jan)
  > ## truth <- regress(x = jan)
  > ## save(truth, file = "regress.test.RData")
  > 
  > load("regress.test.RData")
  > 
  > ## Single-period
  > 
  > data(jan)
  > result <- regress(x = jan)
  > stopifnot(all.equal(result, truth))
  > 
  > 
  > 
  > proc.time()
     user  system elapsed 
     0.95    0.20    1.12 
Running the tests in 'tests/show.test.R' failed.
Complete output:
  > ## show.test.R
  > ## Yang Lu Yang.Lu@williams.edu
  > 
  > library(pa)
  > 
  > ## data(jan)
  > ## b1 <- brinson(x = jan)
  > ## truth <- b1
  > ## save(truth, file = "show.test.RData")
  > 
  > load("show.test.RData")
  > 
  > ## Single-period
  > 
  > data(jan)
  > result <- brinson(x = jan)
  > stopifnot(all.equal(result, truth))
  > 
  > 
  > proc.time()
     user  system elapsed 
     1.17    0.10    1.26 
Running the tests in 'tests/summary.test.R' failed.
Complete output:
  > ## summary.test.R
  > ## Yang Lu Yang.Lu@williams.edu
  > 
  > library(pa)
  > 
  > ## data(jan)
  > ## b1 <- brinson(x = jan)
  > ## truth <- summary(b1)
  > ## data(quarter)
  > ## b2 <- brinson(x = quarter)
  > ## truth.multi <- summary(b2)
  > ## save(truth, truth.multi, file = "summary.test.RData")
  > 
  > 
  > load("summary.test.RData")
  > 
  > ## Single-period
  > 
  > data(jan)
  > b1 <- brinson(x = jan)
  > result <- summary(b1)
  Period:                              2010-01-01
  Methodology:                         Brinson
  Securities in the portfolio:         200
  Securities in the benchmark:         1000
  
  Exposures 
              Portfolio Benchmark     Diff
  Energy          0.085    0.2782 -0.19319
  Materials       0.070    0.0277  0.04230
  Industrials     0.045    0.0330  0.01201
  ConDiscre       0.050    0.0188  0.03124
  ConStaples      0.030    0.0148  0.01518
  HealthCare      0.015    0.0608 -0.04576
  Financials      0.370    0.2979  0.07215
  InfoTech        0.005    0.0129 -0.00787
  TeleSvcs        0.300    0.1921  0.10792
  Utilities       0.030    0.0640 -0.03399
  
  Returns 
  $`Attribution by category in bps`
              Allocation Selection Interaction
  Energy         110.934    -37.52      26.059
  Materials      -41.534      0.48       0.734
  Industrials      0.361      1.30       0.473
  ConDiscre      -28.688     -4.23      -7.044
  ConStaples       5.467     -3.59      -3.673
  HealthCare      -6.692     -4.07       3.063
  Financials     -43.998     70.13      16.988
  InfoTech        -3.255     -5.32       3.255
  TeleSvcs       -23.106     41.55      23.348
  Utilities       16.544     83.03     -44.108
  Total          -13.966    141.77      19.095
  
  $Aggregate
                     2010-01-01
  Allocation Effect    -0.00140
  Selection Effect      0.01418
  Interaction Effect    0.00191
  Active Return         0.01469
  
  
  > stopifnot(all.equal(result, truth))
  > 
  > ## Multi-period
  > 
  > data(quarter)
  > b2 <- brinson(x = quarter)
  > result.multi <- summary(b2)
  Period starts:                       2010-01-01
  Period ends:                         2010-03-01
  Methodology:                         Brinson
  Avg securities in the portfolio:     200
  Avg securities in the benchmark:     1000
  
  Exposures 
  $Portfolio
              2010-01-01 2010-02-01 2010-03-01
  Energy           0.085      0.085      0.085
  Materials        0.070      0.070      0.070
  Industrials      0.045      0.045      0.045
  ConDiscre        0.050      0.050      0.050
  ConStaples       0.030      0.030      0.030
  HealthCare       0.015      0.015      0.015
  Financials       0.370      0.370      0.370
  InfoTech         0.005      0.005      0.005
  TeleSvcs         0.300      0.300      0.300
  Utilities        0.030      0.030      0.030
  
  $Benchmark
              2010-01-01 2010-02-01 2010-03-01
  Energy          0.2782     0.2667    0.26985
  Materials       0.0277     0.0354    0.02493
  Industrials     0.0330     0.0357    0.03809
  ConDiscre       0.0188     0.0196    0.01676
  ConStaples      0.0148     0.0137    0.01381
  HealthCare      0.0608     0.0590    0.07144
  Financials      0.2979     0.2943    0.30752
  InfoTech        0.0129     0.0119    0.00616
  TeleSvcs        0.1921     0.1983    0.19225
  Utilities       0.0640     0.0656    0.05919
  
  $Diff
              2010-01-01 2010-02-01 2010-03-01
  Energy        -0.19319    -0.1817   -0.18485
  Materials      0.04230     0.0346    0.04507
  Industrials    0.01201     0.0093    0.00691
  ConDiscre      0.03124     0.0304    0.03324
  ConStaples     0.01518     0.0163    0.01619
  HealthCare    -0.04576    -0.0440   -0.05644
  Financials     0.07215     0.0757    0.06248
  InfoTech      -0.00787    -0.0069   -0.00116
  TeleSvcs       0.10792     0.1017    0.10775
  Utilities     -0.03399    -0.0356   -0.02919
  
  
  Returns 
  $Raw
                2010-01-01 2010-02-01 2010-03-01
  Allocation       -0.0014     0.0062     0.0047
  Selection         0.0142     0.0173    -0.0154
  Interaction       0.0019    -0.0072    -0.0089
  Active Return     0.0147     0.0163    -0.0196
  
  $Aggregate
                2010-01-01, 2010-03-01
  Allocation                    0.0092
  Selection                     0.0173
  Interaction                  -0.0139
  Active Return                 0.0127
  
  
  > stopifnot(all.equal(result.multi, truth.multi))
  > 
  > 
  > proc.time()
     user  system elapsed 
     1.32    0.21    1.51