CRAN Package Check Results for Package gmm

Last updated on 2022-01-25 01:53:10 CET.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 1.6-6 10.44 108.69 119.13 OK
r-devel-linux-x86_64-debian-gcc 1.6-6 7.88 81.95 89.83 OK
r-devel-linux-x86_64-fedora-clang 1.6-6 145.48 OK
r-devel-linux-x86_64-fedora-gcc 1.6-6 134.32 OK
r-devel-windows-x86_64-new-UL 1.6-6 61.00 156.00 217.00 OK
r-devel-windows-x86_64-new-TK 1.6-6 ERROR
r-patched-linux-x86_64 1.6-6 12.85 106.22 119.07 OK
r-release-linux-x86_64 1.6-6 9.49 105.08 114.57 OK
r-release-macos-arm64 1.6-6 OK
r-release-macos-x86_64 1.6-6 OK
r-release-windows-ix86+x86_64 1.6-6 21.00 160.00 181.00 OK
r-oldrel-macos-x86_64 1.6-6 OK
r-oldrel-windows-ix86+x86_64 1.6-6 20.00 156.00 176.00 OK

Check Details

Version: 1.6-6
Check: package dependencies
Result: NOTE
    Package suggested but not available for checking: 'car'
Flavor: r-devel-windows-x86_64-new-TK

Version: 1.6-6
Check: examples
Result: ERROR
    Running examples in 'gmm-Ex.R' failed
    The error most likely occurred in:
    
    > ### Name: gmm
    > ### Title: Generalized method of moment estimation
    > ### Aliases: gmm gmmWithConst evalGmm
    >
    > ### ** Examples
    >
    >
    > ## CAPM test with GMM
    > data(Finance)
    > r <- Finance[1:300, 1:10]
    > rm <- Finance[1:300, "rm"]
    > rf <- Finance[1:300, "rf"]
    >
    > z <- as.matrix(r-rf)
    > t <- nrow(z)
    > zm <- rm-rf
    > h <- matrix(zm, t, 1)
    > res <- gmm(z ~ zm, x = h)
    > summary(res)
    
    Call:
    gmm(g = z ~ zm, x = h)
    
    
    Method: twoStep
    
    Kernel: Quadratic Spectral
    
    Coefficients:
     Estimate Std. Error t value Pr(>|t|)
    WMK_(Intercept) -4.6697e-03 5.6646e-02 -8.2437e-02 9.3430e-01
    UIS_(Intercept) 1.0235e-01 1.2550e-01 8.1550e-01 4.1478e-01
    ORB_(Intercept) 1.4587e-01 2.0318e-01 7.1794e-01 4.7279e-01
    MAT_(Intercept) 3.5895e-02 1.1021e-01 3.2571e-01 7.4464e-01
    ABAX_(Intercept) 9.1742e-02 2.8806e-01 3.1848e-01 7.5012e-01
    T_(Intercept) 2.3103e-02 7.7412e-02 2.9845e-01 7.6536e-01
    EMR_(Intercept) 2.9929e-02 5.5176e-02 5.4243e-01 5.8753e-01
    JCS_(Intercept) 1.1680e-01 1.5454e-01 7.5583e-01 4.4975e-01
    VOXX_(Intercept) 2.0871e-02 1.8164e-01 1.1490e-01 9.0852e-01
    ZOOM_(Intercept) -2.1914e-01 2.0235e-01 -1.0829e+00 2.7884e-01
    WMK_zm 3.1719e-01 1.2569e-01 2.5236e+00 1.1616e-02
    UIS_zm 1.2627e+00 2.2985e-01 5.4936e+00 3.9374e-08
    ORB_zm 1.4939e+00 4.2834e-01 3.4877e+00 4.8725e-04
    MAT_zm 1.0150e+00 2.1760e-01 4.6644e+00 3.0948e-06
    ABAX_zm 1.0890e+00 5.7863e-01 1.8820e+00 5.9838e-02
    T_zm 8.4898e-01 1.5383e-01 5.5188e+00 3.4124e-08
    EMR_zm 7.4079e-01 9.9768e-02 7.4251e+00 1.1266e-13
    JCS_zm 9.5882e-01 3.4791e-01 2.7559e+00 5.8526e-03
    VOXX_zm 1.4822e+00 3.6950e-01 4.0113e+00 6.0384e-05
    ZOOM_zm 2.0777e+00 3.2143e-01 6.4640e+00 1.0198e-10
    
    J-Test: degrees of freedom is 0
     J-test P-value
    Test E(g)=0: 1.09701212145872e-28 *******
    
    >
    > ## linear tests can be performed using linearHypothesis from the car package
    > ## The CAPM can be tested as follows:
    >
    > library(car)
    Error in library(car) : there is no package called 'car'
    Execution halted
Flavor: r-devel-windows-x86_64-new-TK

Version: 1.6-6
Check: re-building of vignette outputs
Result: WARN
    Error(s) in re-building vignettes:
    --- re-building 'gmm_with_R.rnw' using knitr
    Warning in nlminb(P$t0, .obj1, x = x, w = w, ...) :
     NA/NaN function evaluation
    Warning in nlminb(P$t0, .obj1, x = x, w = w, ...) :
     NA/NaN function evaluation
    Quitting from lines 352-354 (gmm_with_R.rnw)
    Error: processing vignette 'gmm_with_R.rnw' failed with diagnostics:
    there is no package called 'car'
    --- failed re-building 'gmm_with_R.rnw'
    
    SUMMARY: processing the following file failed:
     'gmm_with_R.rnw'
    
    Error: Vignette re-building failed.
    Execution halted
Flavor: r-devel-windows-x86_64-new-TK