Last updated on 2025-12-07 07:50:22 CET.
| Package | ERROR | NOTE | OK |
|---|---|---|---|
| PerformanceAnalytics | 13 | ||
| PortfolioAnalytics | 1 | 3 | 9 |
Current CRAN status: OK: 13
Current CRAN status: ERROR: 1, NOTE: 3, OK: 9
Version: 2.1.0
Check: for unstated dependencies in ‘demo’
Result: NOTE
'::' or ':::' import not declared from: ‘RPESE’
'library' or 'require' calls not declared from:
‘TTR’ ‘doMC’
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-patched-linux-x86_64, r-release-linux-x86_64
Version: 2.1.0
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
...
--- re-building ‘cvxrPortfolioAnalytics.pdf.asis’ using asis
--- finished re-building ‘cvxrPortfolioAnalytics.pdf.asis’
--- re-building ‘robustCovMatForPA.pdf.asis’ using asis
--- finished re-building ‘robustCovMatForPA.pdf.asis’
--- re-building ‘ROI_vignette.Rnw’ using Sweave
Warning: executing %dopar% sequentially: no parallel backend registered
--- finished re-building ‘ROI_vignette.Rnw’
--- re-building ‘custom_moments_objectives.Rnw’ using Sweave
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: xts
Loading required package: foreach
Loading required package: PerformanceAnalytics
Attaching package: ‘PerformanceAnalytics’
The following object is masked from ‘package:graphics’:
legend
Registered S3 method overwritten by 'PortfolioAnalytics':
method from
print.constraint ROI
Loading required package: parallel
DEoptim package
Differential Evolution algorithm in R
Authors: D. Ardia, K. Mullen, B. Peterson and J. Ulrich
Loading required package: MASS
Leverage constraint min_sum and max_sum are restrictive,
consider relaxing. e.g. 'full_investment' constraint should be min_sum=0.99 and max_sum=1.01
--- finished re-building ‘custom_moments_objectives.Rnw’
--- re-building ‘portfolio_vignette.Rnw’ using Sweave
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: xts
Loading required package: foreach
Loading required package: PerformanceAnalytics
Attaching package: ‘PerformanceAnalytics’
The following object is masked from ‘package:graphics’:
legend
Registered S3 method overwritten by 'PortfolioAnalytics':
method from
print.constraint ROI
Warning: executing %dopar% sequentially: no parallel backend registered
Loading required package: parallel
DEoptim package
Differential Evolution algorithm in R
Authors: D. Ardia, K. Mullen, B. Peterson and J. Ulrich
ROI: R Optimization Infrastructure
Registered solver plugins: nlminb, symphony, glpk, quadprog.
Default solver: auto.
Attaching package: ‘ROI’
The following objects are masked from ‘package:PortfolioAnalytics’:
is.constraint, objective
Loading required package: ROI.plugin.glpk
Loading required package: ROI.plugin.quadprog
--- finished re-building ‘portfolio_vignette.Rnw’
--- re-building ‘risk_budget_optimization.Rnw’ using Sweave
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: xts
Loading required package: foreach
Loading required package: PerformanceAnalytics
Attaching package: ‘PerformanceAnalytics’
The following object is masked from ‘package:graphics’:
legend
Registered S3 method overwritten by 'PortfolioAnalytics':
method from
print.constraint ROI
Loading required package: parallel
DEoptim package
Differential Evolution algorithm in R
Authors: D. Ardia, K. Mullen, B. Peterson and J. Ulrich
Error: processing vignette 'risk_budget_optimization.Rnw' failed with diagnostics:
chunk 10
Error in CCCgarch.MM(R, clean = objective$arguments.clean, ...) :
"package:fGarch" %in% search() || requireNamespace("fGarch", .... is not TRUE
--- failed re-building ‘risk_budget_optimization.Rnw’
SUMMARY: processing the following file failed:
‘risk_budget_optimization.Rnw’
Error: Vignette re-building failed.
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc