CRAN Package Check Results for Package fPortfolio

Last updated on 2017-07-26 01:56:13.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 3011.81 4.84 86.14 90.98 NOTE
r-devel-linux-x86_64-debian-gcc 3011.81 4.65 85.30 89.95 NOTE
r-devel-linux-x86_64-fedora-clang 3011.81 154.56 NOTE
r-devel-linux-x86_64-fedora-gcc 3011.81 150.42 NOTE
r-devel-windows-ix86+x86_64 3011.81 19.00 164.00 183.00 NOTE
r-patched-linux-x86_64 3011.81 4.84 88.14 92.97 NOTE
r-release-linux-x86_64 3011.81 5.16 87.69 92.85 NOTE
r-release-windows-ix86+x86_64 3011.81 13.00 168.00 181.00 NOTE
r-release-osx-x86_64 3011.81 ERROR
r-oldrel-windows-ix86+x86_64 3011.81 13.00 122.00 135.00 NOTE
r-oldrel-osx-x86_64 3011.81 ERROR

Check Details

Version: 3011.81
Check: package dependencies
Result: NOTE
    Packages suggested but not available for checking:
     ‘Rsocp’ ‘Rnlminb2’ ‘Rdonlp2’
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-ix86+x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64

Version: 3011.81
Check: dependencies in R code
Result: NOTE
    'library' or 'require' calls in package code:
     ‘Rdonlp2’ ‘Rnlminb2’ ‘bcp’ ‘dplR’ ‘fGarch’ ‘mvoutlier’
     Please use :: or requireNamespace() instead.
     See section 'Suggested packages' in the 'Writing R Extensions' manual.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-ix86+x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64

Version: 3011.81
Check: S3 generic/method consistency
Result: NOTE
    Found the following apparent S3 methods exported but not registered:
     getA.fPFOLIOSPEC getA.fPORTFOLIO getAlpha.fPFOLIOSPEC
     getAlpha.fPFOLIOVAL getAlpha.fPORTFOLIO getConstraints.fPORTFOLIO
     getControl.fPFOLIOSPEC getControl.fPORTFOLIO getCov.fPFOLIODATA
     getCov.fPORTFOLIO getCovRiskBudgets.fPFOLIOVAL
     getCovRiskBudgets.fPORTFOLIO getData.fPFOLIODATA getData.fPORTFOLIO
     getEstimator.fPFOLIODATA getEstimator.fPFOLIOSPEC
     getEstimator.fPORTFOLIO getMean.fPFOLIODATA getMean.fPORTFOLIO
     getMessages.fPFOLIOBACKTEST getMessages.fPFOLIOSPEC
     getModel.fPFOLIOSPEC getModel.fPORTFOLIO getMu.fPFOLIODATA
     getMu.fPORTFOLIO getNAssets.fPFOLIODATA getNAssets.fPORTFOLIO
     getNFrontierPoints.fPFOLIOSPEC getNFrontierPoints.fPFOLIOVAL
     getNFrontierPoints.fPORTFOLIO getObjective.fPFOLIOSPEC
     getObjective.fPORTFOLIO getOptim.fPFOLIOSPEC getOptim.fPORTFOLIO
     getOptimize.fPFOLIOSPEC getOptimize.fPORTFOLIO getOptions.fPFOLIOSPEC
     getOptions.fPORTFOLIO getParams.fPFOLIOSPEC getParams.fPORTFOLIO
     getPortfolio.fPFOLIOSPEC getPortfolio.fPFOLIOVAL
     getPortfolio.fPORTFOLIO getRiskFreeRate.fPFOLIOSPEC
     getRiskFreeRate.fPFOLIOVAL getRiskFreeRate.fPORTFOLIO
     getSeries.fPFOLIODATA getSeries.fPORTFOLIO getSigma.fPFOLIODATA
     getSigma.fPORTFOLIO getSmoother.fPFOLIOBACKTEST
     getSmootherDoubleSmoothing.fPFOLIOBACKTEST
     getSmootherFun.fPFOLIOBACKTEST
     getSmootherInitialWeights.fPFOLIOBACKTEST
     getSmootherLambda.fPFOLIOBACKTEST getSmootherParams.fPFOLIOBACKTEST
     getSmootherSkip.fPFOLIOBACKTEST getSolver.fPFOLIOSPEC
     getSolver.fPORTFOLIO getSpec.fPORTFOLIO getStatistics.fPFOLIODATA
     getStatistics.fPORTFOLIO getStatus.fPFOLIOSPEC getStatus.fPFOLIOVAL
     getStatus.fPORTFOLIO getStrategy.fPFOLIOBACKTEST
     getStrategyFun.fPFOLIOBACKTEST getStrategyParams.fPFOLIOBACKTEST
     getTailRisk.fPFOLIODATA getTailRisk.fPFOLIOSPEC
     getTailRisk.fPORTFOLIO getTailRiskBudgets.fPORTFOLIO
     getTargetReturn.fPFOLIOSPEC getTargetReturn.fPFOLIOVAL
     getTargetReturn.fPORTFOLIO getTargetRisk.fPFOLIOSPEC
     getTargetRisk.fPFOLIOVAL getTargetRisk.fPORTFOLIO
     getTrace.fPFOLIOSPEC getTrace.fPORTFOLIO getType.fPFOLIOSPEC
     getType.fPORTFOLIO getUnits.fPFOLIODATA getUnits.fPORTFOLIO
     getWeights.fPFOLIOSPEC getWeights.fPFOLIOVAL getWeights.fPORTFOLIO
     getWindows.fPFOLIOBACKTEST getWindowsFun.fPFOLIOBACKTEST
     getWindowsHorizon.fPFOLIOBACKTEST getWindowsParams.fPFOLIOBACKTEST
     plot.fPORTFOLIO print.solver summary.fPORTFOLIO
    See section ‘Registering S3 methods’ in the ‘Writing R Extensions’
    manual.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-patched-linux-x86_64, r-release-linux-x86_64

Version: 3011.81
Check: R code for possible problems
Result: NOTE
    .Ipower: no visible global function definition for ‘dnorm’
    .Ipower: no visible global function definition for ‘pnorm’
    .addlegend: no visible global function definition for ‘legend’
    .amplExample: no visible global function definition for ‘cov’
    .arwEstimator2: no visible global function definition for ‘cov’
    .attributesWheel: no visible global function definition for ‘par’
    .attributesWheel: no visible global function definition for ‘polygon’
    .attributesWheel: no visible global function definition for ‘rainbow’
    .attributesWheel: no visible global function definition for ‘text’
    .boxmarkowitzTestNLP: no visible global function definition for ‘data’
    .boxmarkowitzTestNLP: no visible global function definition for ‘cov’
    .covRisk: no visible global function definition for ‘cov’
    .derIpower: no visible global function definition for ‘dnorm’
    .drawdownsIndicator: no visible global function definition for ‘box’
    .drawdownsIndicator: no visible global function definition for ‘mtext’
    .empiricalDependencyFit: no visible global function definition for
     ‘pnorm’
    .empiricalDependencyFit: no visible global function definition for
     ‘grid’
    .entropyTestNLP: no visible global function definition for ‘runif’
    .exampleData: no visible global function definition for ‘data’
    .exampleData: no visible global function definition for ‘cov’
    .fportfolio.plot.1: no visible global function definition for ‘title’
    .ghtDependencyFit: no visible global function definition for ‘grid’
    .groupmarkowitzTestNLP: no visible global function definition for
     ‘data’
    .groupmarkowitzTestNLP: no visible global function definition for ‘cov’
    .gsgnormCopulaFit: no visible global function definition for ‘nlminb’
    .lambdaTailRisk: no visible global function definition for ‘pnorm’
    .lambdaTailRisk: no visible global function definition for ‘sd’
    .macdIndicator: no visible global function definition for ‘box’
    .macdIndicator: no visible global function definition for ‘mtext’
    .minriskPortfolio: no visible global function definition for ‘optimize’
    .netPerformancePlot: no visible global function definition for ‘par’
    .netPerformancePlot: no visible global function definition for ‘layout’
    .netPerformancePlot: no visible global function definition for ‘lcm’
    .netPerformancePlot: no visible global function definition for
     ‘plot.new’
    .netPerformancePlot: no visible global function definition for
     ‘plot.window’
    .netPerformancePlot: no visible global function definition for ‘rect’
    .netPerformancePlot: no visible global function definition for ‘text’
    .netPerformancePlot: no visible global function definition for ‘axis’
    .netPerformancePlot: no visible global function definition for ‘legend’
    .nigDependencyFit: no visible global function definition for ‘grid’
    .normDependencyFit: no visible global function definition for ‘pnorm’
    .normDependencyFit: no visible global function definition for ‘grid’
    .notStackedWeightsPlot: no visible global function definition for
     ‘rainbow’
    .notStackedWeightsPlot: no visible global function definition for
     ‘grid’
    .notStackedWeightsPlot: no visible global function definition for
     ‘text’
    .notStackedWeightsPlot: no visible global function definition for
     ‘mtext’
    .notStackedWeightsPlot: no visible global function definition for
     ‘axis’
    .rachevratioTestNLP: no visible global function definition for ‘data’
    .rachevratioTestNLP: no visible global function definition for ‘cov’
    .rachevratioTestNLP: no visible global function definition for ‘runif’
    .rsocpArguments: no visible global function definition for ‘sd’
    .scaledColors: no visible binding for global variable ‘topo.colors’
    .sharperatioTestNLP: no visible global function definition for ‘data’
    .sharperatioTestNLP: no visible global function definition for ‘cov’
    .solveNLP.demo: no visible global function definition for ‘cov’
    .solveQP.MV.demo: no visible global function definition for ‘cov’
    .tailRiskBudgetsLinePlot: no visible global function definition for
     ‘par’
    .tailRiskBudgetsLinePlot: no visible binding for global variable
     ‘weights’
    .tailRiskBudgetsLinePlot: no visible global function definition for
     ‘ts.plot’
    .tailRiskBudgetsLinePlot: no visible global function definition for
     ‘axis’
    .tailRiskBudgetsLinePlot: no visible global function definition for
     ‘mtext’
    .vaniniFig: no visible global function definition for ‘cov’
    .weightsWheel: no visible global function definition for ‘par’
    .weightsWheel: no visible global function definition for ‘polygon’
    .weightsWheel: no visible global function definition for ‘rainbow’
    .weightsWheel: no visible global function definition for ‘text’
    addRainbow: no visible binding for global variable ‘rainbow’
    amplLP: no visible global function definition for ‘capture.output’
    amplQP: no visible global function definition for ‘capture.output’
    backtestAssetsPlot: no visible global function definition for ‘grid’
    backtestAssetsPlot: no visible global function definition for ‘title’
    backtestAssetsPlot: no visible global function definition for ‘mtext’
    backtestDrawdownPlot: no visible global function definition for ‘grid’
    backtestDrawdownPlot: no visible global function definition for ‘title’
    backtestDrawdownPlot: no visible global function definition for ‘mtext’
    backtestPlot: no visible global function definition for ‘par’
    backtestPortfolioPlot: no visible global function definition for ‘grid’
    backtestPortfolioPlot: no visible global function definition for
     ‘title’
    backtestPortfolioPlot: no visible global function definition for
     ‘mtext’
    backtestRebalancePlot: no visible global function definition for ‘grid’
    backtestRebalancePlot: no visible global function definition for
     ‘title’
    backtestRebalancePlot: no visible global function definition for
     ‘mtext’
    backtestReportPlot: no visible global function definition for
     ‘plot.new’
    backtestReportPlot: no visible global function definition for
     ‘plot.window’
    backtestReportPlot: no visible global function definition for ‘mtext’
    backtestReportPlot: no visible global function definition for
     ‘capture.output’
    backtestWeightsPlot: no visible global function definition for ‘grid’
    backtestWeightsPlot: no visible global function definition for ‘title’
    backtestWeightsPlot: no visible global function definition for ‘mtext’
    bcpAnalytics: no visible global function definition for ‘box’
    bcpAnalytics: no visible global function definition for ‘mtext’
    bestDiversification: no visible global function definition for ‘cov’
    bestDiversification: no visible global function definition for ‘image’
    bestDiversification: no visible global function definition for ‘box’
    budgetsModifiedES: no visible global function definition for ‘cov’
    budgetsModifiedES: no visible global function definition for ‘qnorm’
    budgetsModifiedES: no visible global function definition for ‘dnorm’
    budgetsModifiedVAR: no visible global function definition for ‘cov’
    budgetsModifiedVAR: no visible global function definition for ‘qnorm’
    budgetsNormalES: no visible global function definition for ‘cov’
    budgetsNormalES: no visible global function definition for ‘dnorm’
    budgetsNormalES: no visible global function definition for ‘qnorm’
    budgetsNormalVAR: no visible global function definition for ‘cov’
    budgetsNormalVAR: no visible global function definition for ‘qnorm’
    budgetsSampleCOV: no visible global function definition for ‘cov’
    covEstimator: no visible global function definition for ‘cov’
    covRisk: no visible global function definition for ‘cov’
    covRiskBudgetsLinePlot: no visible global function definition for ‘par’
    covRiskBudgetsLinePlot: no visible global function definition for
     ‘ts.plot’
    covRiskBudgetsLinePlot: no visible binding for global variable
     ‘weights’
    covRiskBudgetsLinePlot: no visible global function definition for
     ‘axis’
    covRiskBudgetsLinePlot: no visible global function definition for
     ‘mtext’
    covRiskBudgetsPie: no visible global function definition for ‘par’
    covRiskBudgetsPie: no visible global function definition for ‘pie’
    covRiskBudgetsPie: no visible global function definition for ‘mtext’
    covRiskBudgetsPlot: no visible global function definition for ‘par’
    covRiskBudgetsPlot: no visible global function definition for ‘barplot’
    covRiskBudgetsPlot: no visible global function definition for ‘axis’
    drawdownsAnalytics: no visible global function definition for ‘box’
    drawdownsAnalytics: no visible global function definition for ‘mtext’
    feasibleGrid: no visible global function definition for ‘box’
    feasibleGrid: no visible global function definition for ‘grid’
    frontierPlot: no visible global function definition for ‘mtext’
    garchAnalytics: no visible global function definition for ‘box’
    garchAnalytics: no visible global function definition for ‘mtext’
    ipopQP: no visible global function definition for ‘packageDescription’
    kendallEstimator: no visible global function definition for ‘cov’
    kestrelQP: no visible global function definition for ‘capture.output’
    markowitzHull: no visible global function definition for ‘approx’
    maxratioPortfolio: no visible global function definition for ‘optimize’
    modifiedVaR: no visible global function definition for ‘qnorm’
    monteCarloPoints: no visible global function definition for ‘rnorm’
    monteCarloPoints: no visible global function definition for ‘rcauchy’
    neosLP: no visible global function definition for ‘capture.output’
    neosQP: no visible global function definition for ‘capture.output’
    normalVaR: no visible global function definition for ‘qnorm’
    parAnalytics: no visible global function definition for ‘par’
    pcoutAnalytics: no visible global function definition for ‘sd’
    pcoutAnalytics: no visible global function definition for ‘grid’
    pcoutAnalytics: no visible global function definition for ‘box’
    pcoutAnalytics: no visible global function definition for ‘mtext’
    pfolioHist: no visible global function definition for ‘hist’
    pfolioHist: no visible global function definition for ‘dnorm’
    pfolioHist: no visible global function definition for ‘sd’
    pfolioHist: no visible global function definition for ‘density’
    pfolioHist: no visible global function definition for ‘text’
    pfolioTargetRisk: no visible global function definition for ‘cov’
    portfolioData: no visible global function definition for ‘cov’
    portfolioSmoothing: no visible global function definition for ‘sd’
    quadprogQP: no visible global function definition for
     ‘packageDescription’
    rglpkLP: no visible global function definition for ‘packageDescription’
    riskBudgetsPlot: no visible global function definition for ‘par’
    riskBudgetsPlot: no visible global function definition for ‘barplot’
    riskBudgetsPlot: no visible global function definition for ‘axis’
    riskSurface : FUN: no visible global function definition for ‘var’
    riskmetricsAnalytics: no visible global function definition for ‘box’
    riskmetricsAnalytics: no visible global function definition for ‘mtext’
    rsolnpNLP: no visible global function definition for
     ‘packageDescription’
    rsymphonyLP: no visible global function definition for
     ‘packageDescription’
    sampleCOV: no visible global function definition for ‘cov’
    sharpeRatioLines: no visible global function definition for ‘axis’
    sharpeRatioLines: no visible global function definition for ‘mtext’
    solnpNLP: no visible global function definition for
     ‘packageDescription’
    solveRampl.CVAR: no visible binding for global variable ‘optim’
    solveRampl.CVAR: no visible binding for global variable ‘weights’
    spearmanEstimator: no visible global function definition for ‘cov’
    surfacePlot: no visible binding for global variable ‘topo.colors’
    surfacePlot: no visible global function definition for ‘image’
    surfacePlot: no visible global function definition for ‘box’
    surfacePlot: no visible global function definition for ‘contour’
    surfacePlot: no visible global function definition for ‘grid’
    surfacePlot: no visible global function definition for ‘title’
    surfacePlot: no visible global function definition for ‘text’
    surfacePlot: no visible binding for global variable ‘data’
    tailRiskBudgetsPie: no visible global function definition for ‘par’
    tailRiskBudgetsPie: no visible global function definition for ‘pie’
    tailRiskBudgetsPie: no visible global function definition for ‘mtext’
    tailRiskBudgetsPlot: no visible global function definition for ‘par’
    tailRiskBudgetsPlot: no visible global function definition for
     ‘barplot’
    tailRiskBudgetsPlot: no visible global function definition for ‘axis’
    tailoredFrontierPlot: no visible global function definition for ‘grid’
    tailoredFrontierPlot: no visible global function definition for ‘text’
    tailoredFrontierPlot: no visible global function definition for
     ‘rainbow’
    tailoredFrontierPlot: no visible global function definition for ‘mtext’
    ternaryFrontier: no visible global function definition for ‘box’
    ternaryFrontier: no visible global function definition for ‘grid’
    ternaryFrontier: no visible global function definition for ‘mtext’
    ternaryFrontier: no visible global function definition for ‘text’
    ternaryMap: no visible binding for global variable ‘topo.colors’
    ternaryMap : FUN: no visible global function definition for ‘var’
    ternaryMap: no visible global function definition for ‘image’
    ternaryMap: no visible global function definition for ‘grid’
    ternaryMap: no visible global function definition for ‘contour’
    ternaryMap: no visible global function definition for ‘polygon’
    ternaryMap: no visible global function definition for ‘box’
    ternaryMap: no visible global function definition for ‘mtext’
    ternaryMap: no visible global function definition for ‘text’
    turnsAnalytics: no visible global function definition for ‘title’
    turnsAnalytics: no visible global function definition for ‘box’
    turnsAnalytics: no visible global function definition for ‘mtext’
    waveletSpectrum: no visible global function definition for ‘sd’
    waveletSpectrum: no visible global function definition for
     ‘heat.colors’
    waveletSpectrum: no visible global function definition for ‘par’
    waveletSpectrum: no visible global function definition for ‘plot.new’
    waveletSpectrum: no visible global function definition for
     ‘plot.window’
    waveletSpectrum: no visible global function definition for ‘title’
    waveletSpectrum: no visible global function definition for ‘box’
    waveletSpectrum: no visible global function definition for ‘contour’
    waveletSpectrum: no visible global function definition for ‘polygon’
    waveletSpectrum: no visible global function definition for ‘axis’
    waveletSpectrum: no visible global function definition for ‘text’
    waveletSpectrum: no visible global function definition for ‘mtext’
    weightedReturnsLinePlot: no visible global function definition for
     ‘par’
    weightedReturnsLinePlot: no visible global function definition for
     ‘ts.plot’
    weightedReturnsLinePlot: no visible global function definition for
     ‘axis’
    weightedReturnsLinePlot: no visible global function definition for
     ‘mtext’
    weightedReturnsPie: no visible global function definition for ‘par’
    weightedReturnsPie: no visible global function definition for ‘pie’
    weightedReturnsPie: no visible global function definition for ‘mtext’
    weightedReturnsPlot: no visible global function definition for ‘par’
    weightedReturnsPlot: no visible global function definition for
     ‘barplot’
    weightedReturnsPlot: no visible global function definition for ‘axis’
    weightedReturnsPlot: no visible global function definition for ‘mtext’
    weightsLinePlot: no visible global function definition for ‘par’
    weightsLinePlot: no visible global function definition for ‘ts.plot’
    weightsLinePlot: no visible global function definition for ‘axis’
    weightsLinePlot: no visible global function definition for ‘mtext’
    weightsPie: no visible global function definition for ‘par’
    weightsPie: no visible global function definition for ‘pie’
    weightsPie: no visible global function definition for ‘mtext’
    weightsPlot: no visible global function definition for ‘par’
    weightsPlot: no visible global function definition for ‘barplot’
    weightsPlot: no visible global function definition for ‘axis’
    weightsPlot: no visible global function definition for ‘mtext’
    weightsSlider: no visible global function definition for ‘rainbow’
    weightsSlider : refresh.code: no visible global function definition for
     ‘par’
    weightsSlider : refresh.code: no visible global function definition for
     ‘mtext’
    weightsSlider : refresh.code: no visible global function definition for
     ‘grid’
    Undefined global functions or variables:
     approx axis barplot box capture.output contour cov data density dnorm
     grid heat.colors hist image layout lcm legend mtext nlminb optim
     optimize packageDescription par pie plot.new plot.window pnorm
     polygon qnorm rainbow rcauchy rect rnorm runif sd text title
     topo.colors ts.plot var weights
    Consider adding
     importFrom("grDevices", "heat.colors", "rainbow", "topo.colors")
     importFrom("graphics", "axis", "barplot", "box", "contour", "grid",
     "hist", "image", "layout", "lcm", "legend", "mtext", "par",
     "pie", "plot.new", "plot.window", "polygon", "rect", "text",
     "title")
     importFrom("stats", "approx", "cov", "density", "dnorm", "nlminb",
     "optim", "optimize", "pnorm", "qnorm", "rcauchy", "rnorm",
     "runif", "sd", "ts.plot", "var", "weights")
     importFrom("utils", "capture.output", "data", "packageDescription")
    to your NAMESPACE file.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-ix86+x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-windows-ix86+x86_64, r-oldrel-windows-ix86+x86_64

Version: 3011.81
Check: package dependencies
Result: ERROR
    Packages required but not available: ‘Rglpk’ ‘Rsymphony’
    
    Packages suggested but not available for checking:
     ‘Rsocp’ ‘Rnlminb2’ ‘Rdonlp2’
    
    See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
    manual.
Flavor: r-release-osx-x86_64

Version: 3011.81
Check: package dependencies
Result: ERROR
    Package required but not available: ‘Rsymphony’
    
    Packages suggested but not available for checking:
     ‘Rsocp’ ‘Rnlminb2’ ‘Rdonlp2’
    
    See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
    manual.
Flavor: r-oldrel-osx-x86_64