R Development Page

BLCOP log file (check_x86_64_windows)

* using log directory 'R:/run/building/build_2014-11-11-14-43/RF_PKG_CHECK/PKGS/BLCOP.Rcheck'
* using R version 3.1.2 Patched (2014-11-08 r66947)
* using platform: x86_64-w64-mingw32 (64-bit)
* using session charset: ISO8859-1
* checking for file 'BLCOP/DESCRIPTION' ... OK
* checking extension type ... Package
* this is package 'BLCOP' version '0.2.6'
* checking CRAN incoming feasibility ... WARNING
Maintainer: 'Mango Solutions '
New submission
Package was archived on CRAN
Insufficient package version (submitted: 0.2.6, existing: 0.2.8)
CRAN repository db overrides:
  X-CRAN-Comment: Archived on 2014-08-15 as not updated for sn changes
    and the archival of fPortfolio.
Vignette sources in 'inst/doc' with no 'vignettes' directory:
  'BLCOP.Rnw'
A 'vignettes' directory is required as from R 3.1.0
* checking package namespace information ... OK
* checking package dependencies ... NOTE
  No repository set, so cyclic dependency check skipped
* 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 'BLCOP' can be installed ... OK
* checking installed package size ... OK
* checking package 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
* 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 dependencies in R code ... NOTE
'library' or 'require' call to 'quadprog' which was already attached by Depends.
  Please remove these calls from your code.
Packages in Depends field not imported from:
  'MASS' 'methods' 'quadprog'
  These packages need to be imported from (in the NAMESPACE file)
  for when this namespace is loaded but not attached.
There are ::: calls to the package's namespace in its code. A package
  almost never needs to use ::: for its own objects:
  '.symmetricMatrix'
See the information on DESCRIPTION files in the chapter 'Creating R
packages' of the 'Writing R Extensions' manual.
* checking S3 generic/method consistency ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... NOTE
.optimalWeights.simpleMV: warning in require("quadprog", quiet = TRUE):
  partial argument match of 'quiet' to 'quietly'
COPExample: warning in require("sn", quiet = TRUE): partial argument
  match of 'quiet' to 'quietly'
.optimalWeights.simpleMV: no visible global function definition for
  'solve.QP'
COPPosterior: no visible global function definition for 'Null'
biDensityPlots: no visible global function definition for 'hexBinning'
biDensityPlots: no visible global function definition for 'greyPalette'
biDensityPlots: no visible global function definition for 'seqPalette'
optimalPortfolios.fPort.BL: no visible global function definition for
  'as.timeSeries'
optimalPortfolios.fPort.BL: no visible global function definition for
  'portfolioSpec'
optimalPortfolios.fPort.BL: no visible global function definition for
  'setEstimator<-'
optimalPortfolios.fPort.COP: no visible global function definition for
  'as.timeSeries'
optimalPortfolios.fPort.COP: no visible global function definition for
  'portfolioSpec'
optimalPortfolios.fPort.COP: no visible global function definition for
  'setType<-'
optimalPortfolios.fPort.COP: no visible global function definition for
  'setWeights<-'
optimalPortfolios.fPort.COP: no visible global function definition for
  'setSolver<-'
plot.BLOptimPortfolios: no visible global function definition for
  'getWeights'
plot.COPOptimPortfolios: no visible global function definition for
  'getWeights'
runBLCOPTests: no visible global function definition for
  'defineTestSuite'
runBLCOPTests: no visible global function definition for 'runTestSuite'
runBLCOPTests: no visible global function definition for
  'printHTMLProtocol'
optimalPortfolios.fPort,BLResult: no visible global function definition
  for 'as.timeSeries'
optimalPortfolios.fPort,BLResult: no visible global function definition
  for 'portfolioSpec'
optimalPortfolios.fPort,BLResult: no visible global function definition
  for 'setEstimator<-'
optimalPortfolios.fPort,COPResult: no visible global function
  definition for 'as.timeSeries'
optimalPortfolios.fPort,COPResult: no visible global function
  definition for 'portfolioSpec'
optimalPortfolios.fPort,COPResult: no visible global function
  definition for 'setType<-'
optimalPortfolios.fPort,COPResult: no visible global function
  definition for 'setWeights<-'
optimalPortfolios.fPort,COPResult: no visible global function
  definition for 'setSolver<-'

Found the following assignments to the global environment:
File 'BLCOP/R/portfolioopt.R':
  assign(".priorEstim", .priorEstim, envir = .GlobalEnv)
  assign(".posteriorEstim", .posteriorEstim, envir = .GlobalEnv)
* checking Rd files ... OK
* checking Rd metadata ... OK
* checking Rd line widths ... NOTE
Rd file 'BLPosterior.Rd':
  \usage lines wider than 90 characters:
     BLPosterior(returns, views, tau = 1, marketIndex, riskFree = NULL, kappa = 0, covEstimator = "cov")

Rd file 'CAPMList.Rd':
  \usage lines wider than 90 characters:
     CAPMList(returns, marketIndex, riskFree = NULL, regFunc = BLCOPOptions("regFunc"), coeffExtractFunc = NULL, ...)

Rd file 'addBLViews.Rd':
  \examples lines wider than 100 characters:
                 ### Modified COP example from Meucci's "Beyond Black-Litterman: Views on non-normal markets" 

Rd file 'createViews.Rd':
  \usage lines wider than 90 characters:
     createBLViews(allAssets, numAssetViews = 1, assetSubset = NULL, mode = c("editor", "Window"))
     createCOPViews (allAssets, numAssetViews = 1, assetSubset = NULL, mode = c("editor", "Window")) 

Rd file 'densityPlots.Rd':
  \usage lines wider than 90 characters:
     densityPlots(result, assetsSel = NULL, numSimulations = BLCOPOptions("numSimulations"), ...)

Rd file 'optimalPortfolios.Rd':
  \usage lines wider than 90 characters:
     optimalPortfolios(result, optimizer = .optimalWeights.simpleMV, ..., doPlot = TRUE, beside = TRUE)
     optimalPortfolios.fPort(result, spec = NULL, constraints = "LongOnly", optimizer = "minriskPortfolio", 
  \examples lines wider than 100 characters:
                 entries <- c(0.001005,0.001328,-0.000579,-0.000675,0.000121,0.000128,-0.000445,-0.000437 ,
             optimalPortfolios.fPort(myPosterior, spec = NULL, optimizer = "minriskPortfolio", inputData = NULL, 

Rd file 'posteriorFeasibility.Rd':
  \examples lines wider than 100 characters:
         views <- BLViews(P = pickMatrix, q = 0.08,confidences =  100, assetNames = colnames(monthlyReturns))

These lines will be truncated in the PDF manual.
* 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 installed files from 'inst/doc' ... OK
* checking for old-style vignette sources ... NOTE
Vignette sources only in 'inst/doc':
  'BLCOP.Rnw'
A 'vignettes' directory is required as from R 3.1.0
and these will not be indexed nor checked
* checking examples ... OK
* checking PDF version of manual ... OK
* DONE

WARNING: There was 1 warning.
NOTE: There were 5 notes.
See
  'R:/run/building/build_2014-11-11-14-43/RF_PKG_CHECK/PKGS/BLCOP.Rcheck/00check.log'
for details.

Run time: 57.18 seconds.