Last updated on 2026-04-28 09:53:51 CEST.
| Package | ERROR | NOTE | OK |
|---|---|---|---|
| fitHeavyTail | 13 | ||
| highOrderPortfolios | 2 | 11 | |
| imputeFin | 2 | 11 | |
| intradayModel | 13 | ||
| portfolioBacktest | 10 | 3 | |
| riskParityPortfolio | 13 | ||
| sparseEigen | 2 | 11 | |
| sparseIndexTracking | 2 | 11 |
Current CRAN status: OK: 13
Current CRAN status: NOTE: 2, OK: 11
Version: 0.1.1
Check: CRAN incoming feasibility
Result: NOTE
Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
The Description field contains
<arXiv:2008.00863>. X. Wang, R. Zhou, J. Ying, and D. P. Palomar
Parametric Skew-t Distribution." <arXiv:2206.02412>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Current CRAN status: NOTE: 2, OK: 11
Version: 0.1.2
Check: CRAN incoming feasibility
Result: NOTE
Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Current CRAN status: NOTE: 13
Version: 0.0.1
Check: Rd files
Result: NOTE
checkRd: (-1) decompose_volume.Rd:21: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) decompose_volume.Rd:22: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) decompose_volume.Rd:23: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) decompose_volume.Rd:24: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) fit_volume.Rd:44: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) fit_volume.Rd:45: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) fit_volume.Rd:46: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) fit_volume.Rd:47: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) forecast_volume.Rd:19: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) forecast_volume.Rd:20: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) forecast_volume.Rd:21: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) forecast_volume.Rd:22: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) generate_plots.Rd:15: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) generate_plots.Rd:16: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) generate_plots.Rd:17: Lost braces in \itemize; \value handles \item{}{} directly
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, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64
Current CRAN status: ERROR: 10, OK: 3
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [99s/124s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-devel-linux-x86_64-debian-clang
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [61s/78s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [163s/378s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-devel-linux-x86_64-fedora-clang
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [144s/166s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-devel-linux-x86_64-fedora-gcc
Version: 0.4.1
Check: tests
Result: ERROR
Running 'testthat.R' [102s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-devel-windows-x86_64
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [94s/120s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-patched-linux-x86_64
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [93s/110s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-release-linux-x86_64
Version: 0.4.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [21s/22s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-release-macos-arm64
Version: 0.4.1
Check: tests
Result: ERROR
Running 'testthat.R' [110s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-release-windows-x86_64
Version: 0.4.1
Check: tests
Result: ERROR
Running 'testthat.R' [141s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
> library(testthat)
> library(portfolioBacktest)
>
> test_check("portfolioBacktest")
Saving _problems/test-portfolioBacktest-73.R
Saving _problems/test-portfolioBacktest-74.R
Saving _problems/test-portfolioBacktest-85.R
Saving _problems/test-portfolioBacktest-86.R
Saving _problems/test-portfolioBacktest-88.R
Saving _problems/test-portfolioBacktest-111.R
Saving _problems/test-portfolioBacktest-112.R
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-portfolioBacktest.R:73:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:74:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:85:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `ret_portfolioBacktest` to be equivalent to `PerfAnal$returns`.
Numeric: lengths (80, 99) differ
── Failure ('test-portfolioBacktest.R:86:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt$GMVP$`dataset 1`$w_bop` to be equivalent to `PerfAnal$BOP.Weight[, 1:2]`.
Numeric: lengths (160, 198) differ
── Failure ('test-portfolioBacktest.R:88:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `cash` to be equivalent to `as.vector(PerfAnal$BOP.Weight[, 3])`.
Lengths differ: 80 is not 99
── Failure ('test-portfolioBacktest.R:111:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$return` to be equivalent to `PerfAnal_next_day$returns`.
Numeric: lengths (79, 99) differ
── Failure ('test-portfolioBacktest.R:112:3'): backtest results coincide with PerformanceAnalytics and base R ──
Expected `bt_next_period$Uniform$`dataset 1`$w_bop` to be equivalent to `PerfAnal_next_day$BOP.Weight`.
Numeric: lengths (158, 198) differ
[ FAIL 7 | WARN 2 | SKIP 0 | PASS 61 ]
Error:
! Test failures.
Execution halted
Flavor: r-oldrel-windows-x86_64
Current CRAN status: NOTE: 13
Version: 0.2.2
Check: CRAN incoming feasibility
Result: NOTE
Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
The Description field contains
parity portfolios. <arXiv:1311.4057>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Version: 0.2.2
Check: Rd files
Result: NOTE
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:164: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:165: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:166: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:167: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:168: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:169: Lost braces in \itemize; meant \describe ?
checkRd: (-1) riskParityPortfolio.Rd:170: Lost braces in \itemize; meant \describe ?
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, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64
Current CRAN status: NOTE: 2, OK: 11
Version: 0.1.0
Check: CRAN incoming feasibility
Result: NOTE
Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Current CRAN status: NOTE: 2, OK: 11
Version: 0.1.1
Check: CRAN incoming feasibility
Result: NOTE
Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry(). Please
use bibentry() instead.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
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