CRAN Package Check Results for Package ExtremeRisks

Last updated on 2024-07-20 16:49:02 CEST.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 0.0.4 14.15 115.98 130.13 NOTE
r-devel-linux-x86_64-debian-gcc 0.0.4 11.14 86.78 97.92 NOTE
r-devel-linux-x86_64-fedora-clang 0.0.4 163.62 NOTE
r-devel-linux-x86_64-fedora-gcc 0.0.4 158.78 NOTE
r-devel-windows-x86_64 0.0.4 11.00 99.00 110.00 NOTE
r-patched-linux-x86_64 0.0.4 17.06 114.10 131.16 NOTE
r-release-linux-x86_64 0.0.4 14.70 110.64 125.34 NOTE
r-release-macos-arm64 0.0.4 56.00 NOTE
r-release-macos-x86_64 0.0.4 70.00 NOTE
r-release-windows-x86_64 0.0.4 11.00 98.00 109.00 NOTE
r-oldrel-macos-arm64 0.0.4 48.00 NOTE
r-oldrel-macos-x86_64 0.0.4 82.00 NOTE
r-oldrel-windows-x86_64 0.0.4 16.00 117.00 133.00 NOTE

Check Details

Version: 0.0.4
Check: Rd files
Result: NOTE checkRd: (-1) estMultiExpectiles.Rd:30: Lost braces 30 | \item If \code{var=TRUE} then an estimate of the asymptotic variance-covariance matrix of the \code{d}-dimensional expecile estimator is computed. If the data are regarded as \code{d}-dimensional temporal independent observations coming from dependent variables. Then, the asymptotic variance-covariance matrix is estimated by the formulas in section 3.1 of Padoan and Stupfler (2020). In particular, the variance-covariance matrix is computed exploiting the asymptotic behaviour of the relative explectile estimator appropriately normalized and using a suitable adjustment. This is achieved through \code{varType="asym-Ind-Adj"}. The data can also be regarded as code{d}-dimensional temporal independent observations coming from independent variables. In this case the asymptotic variance-covariance matrix is diagonal and is also computed exploiting the formulas in section 3.1 of Padoan and Stupfler (2020). This is achieved through \code{varType="asym-Ind"}. | ^ checkRd: (-1) predMultiExpectiles.Rd:33: Lost braces 33 | \item If \code{var=TRUE} then an estimate of the asymptotic variance-covariance matrix of the \eqn{tau'_n}-\emph{th} \code{d}-dimensional expectile is computed. Notice that the estimation of the asymptotic variance-covariance matrix \bold{is only available} when \eqn{\gamma} is estimated using the Hill estimator (see \link{MultiHTailIndex}). The data are regarded as temporal independent observations coming from dependent variables. The asymptotic variance-covariance matrix is estimated exploiting the formulas in Section 3.2 of Padoan and Stupfler (2020). The variance-covariance matrix is computed exploiting the asymptotic behaviour of the normalized expectile estimator which is expressed in logarithmic scale. In addition, a suitable adjustment is considered. This is achieved through \code{varType="asym-Ind-Adj-Log"}. The data can also be regarded as code{d}-dimensional temporal independent observations coming from independent variables. In this case the asymptotic variance-covariance matrix is diagonal and is also computed exploiting the formulas in Section 3.2 of Padoan and Stupfler (2020). This is achieved through \code{varType="asym-Ind-Log"}. If \code{varType="asym-Ind-Adj"}, then the variance-covariance matrix is computed exploiting the asymptotic behaviour of the relative expectile estimator appropriately normalized and exploiting a suitable adjustment. This concerns the case of dependent variables. The case of independent variables is achieved through \code{varType="asym-Ind"}. | ^ checkRd: (-1) sp500.Rd:5: Escaped LaTeX specials: \& 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-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64

Version: 0.0.4
Check: Rd files
Result: NOTE checkRd: (-1) sp500.Rd:5: Escaped LaTeX specials: \& Flavors: r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64