* using log directory 'd:/Rcompile/CRANpkg/local/4.0/PerformanceAnalytics.Rcheck' * 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 ... [38s] 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' ... [85s] 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 > 6253,6256d6336 < Warning in .recacheSubclasses(def@className, def, env) : < undefined subclass "packedMatrix" of class "replValueSp"; definition not updated < Warning in .recacheSubclasses(def@className, def, env) : < undefined subclass "packedMatrix" of class "mMatrix"; definition not updated 6709c6789 < [1] "matrix" "array" --- > [1] "matrix" 7504c7584 < 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 7506c7586 < 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 7508c7588 < 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 8082c8162 < Quartile 3 0.0134 0.0203 0.0175 --- > Quartile 3 0.0134 0.0202 0.0175 8104c8184 < Short Selling 275 0 -0.1340 -0.0265 -0.0053 --- > Short Selling 275 0 -0.1340 -0.0264 -0.0053 8108c8188 < 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' ... [82s] 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 > 6253,6256d6336 < Warning in .recacheSubclasses(def@className, def, env) : < undefined subclass "packedMatrix" of class "replValueSp"; definition not updated < Warning in .recacheSubclasses(def@className, def, env) : < undefined subclass "packedMatrix" of class "mMatrix"; definition not updated 6709c6789 < [1] "matrix" "array" --- > [1] "matrix" 7504c7584 < 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 7506c7586 < 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 7508c7588 < 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 8082c8162 < Quartile 3 0.0134 0.0203 0.0175 --- > Quartile 3 0.0134 0.0202 0.0175 8104c8184 < Short Selling 275 0 -0.1340 -0.0265 -0.0053 --- > Short Selling 275 0 -0.1340 -0.0264 -0.0053 8108c8188 < 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' ... [1s] OK Running 'tinytest.R' [1s] ** running tests for arch 'x64' ... [1s] 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