Last updated on 2026-03-25 11:52:29 CET.
| Package | ERROR | NOTE | OK |
|---|---|---|---|
| bfast | 1 | 13 | |
| strucchangeRcpp | 3 | 2 | 9 |
Current CRAN status: NOTE: 1, OK: 13
Version: 1.7.1
Check: for differences from example reference output
Result: NOTE
Comparing ‘bfast-Ex.Rout’ to ‘bfast-Ex.Rout.save’:
624c624
< -0.153442 -0.030025 -0.001339 0.020911 0.213985
---
> -0.153435 -0.030022 -0.001384 0.021004 0.214001
628,630c628,630
< (Intercept) 0.0003619 0.0060051 0.060 0.9521
< lag1 0.2697707 0.1045787 2.580 0.0116 *
< lag2 0.2204647 0.1045724 2.108 0.0379 *
---
> (Intercept) 0.0003608 0.0060051 0.060 0.9522
> lag1 0.2697747 0.1045785 2.580 0.0116 *
> lag2 0.2204984 0.1045727 2.109 0.0379 *
636c636
< F-statistic: 8.444 on 2 and 87 DF, p-value: 0.000445
---
> F-statistic: 8.446 on 2 and 87 DF, p-value: 0.0004445
645c645
< 0.0003618779 0.2697706795 0.2204647235
---
> 0.0003608327 0.2697746828 0.2204983802
Flavor: r-devel-linux-x86_64-fedora-clang
Current CRAN status: ERROR: 3, NOTE: 2, OK: 9
Version: 1.5-4-1.0.1
Check: examples
Result: ERROR
Running examples in ‘strucchangeRcpp-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: RealInt
> ### Title: US Ex-post Real Interest Rate
> ### Aliases: RealInt
> ### Keywords: datasets
>
> ### ** Examples
>
> ## load and plot data
> data("RealInt")
> plot(RealInt)
>
> ## estimate breakpoints
> bp.ri <- breakpoints(RealInt ~ 1, h = 15)
> plot(bp.ri)
> summary(bp.ri)
Optimal (m+1)-segment partition:
Call:
breakpoints.matrix(obj = X, y = y, h = h, breaks = breaks, hpc = hpc)
Breakpoints at observation number:
m = 1 79
m = 2 47 79
m = 3 24 47 79
m = 4 24 47 64 79
m = 5 16 31 47 64 79
Corresponding to breakdates:
m = 1 1980(3)
m = 2 1972(3) 1980(3)
m = 3 1966(4) 1972(3) 1980(3)
m = 4 1966(4) 1972(3) 1976(4) 1980(3)
m = 5 1964(4) 1968(3) 1972(3) 1976(4) 1980(3)
Fit:
m 0 1 2 3 4 5
RSS 1.215e+03 6.450e+02 4.560e+02 4.452e+02 4.449e+02 4.496e+02
BIC 5.557e+02 4.998e+02 4.733e+02 4.801e+02 4.893e+02 4.997e+02
LWZ 5.614e+02 5.112e+02 4.905e+02 5.030e+02 5.179e+02 5.339e+02
R.sq 9.902e-33 4.691e-01 6.247e-01 6.336e-01 6.338e-01 6.299e-01
>
> ## fit segmented model with three breaks
> fac.ri <- breakfactor(bp.ri, breaks = 3, label = "seg")
> fm.ri <- lm(RealInt ~ 0 + fac.ri)
> summary(fm.ri)
Call:
lm(formula = RealInt ~ 0 + fac.ri)
Residuals:
Min 1Q Median 3Q Max
-4.5157 -1.3674 -0.0578 1.3248 6.0990
Coefficients:
Estimate Std. Error t value Pr(>|t|)
fac.riseg1 1.8236 0.4329 4.213 5.57e-05 ***
fac.riseg2 0.8661 0.4422 1.959 0.053 .
fac.riseg3 -1.7961 0.3749 -4.791 5.83e-06 ***
fac.riseg4 5.6429 0.4329 13.036 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.121 on 99 degrees of freedom
Multiple R-squared: 0.6842, Adjusted R-squared: 0.6714
F-statistic: 53.62 on 4 and 99 DF, p-value: < 2.2e-16
>
> ## setup kernel HAC estimator
> vcov.ri <- function(x, ...) kernHAC(x, kernel = "Quadratic Spectral",
+ prewhite = 1, approx = "AR(1)", ...)
>
> ## Results from Table 1 in Bai & Perron (2003):
> ## coefficient estimates
> coef(bp.ri, breaks = 3)
(Intercept)
1961(1) - 1966(4) 1.8236167
1967(1) - 1972(3) 0.8660848
1972(4) - 1980(3) -1.7961384
1980(4) - 1986(3) 5.6428896
> ## corresponding standard errors
> sapply(vcov(bp.ri, breaks = 3, vcov = vcov.ri), sqrt)
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Error in meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights, :
VAR(1) prewhitening of estimating functions failed
Calls: sapply ... vcov. -> kernHAC -> vcovHAC -> vcovHAC.default -> meatHAC
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 1.5-4-1.0.1
Check: examples
Result: ERROR
Running examples in ‘strucchangeRcpp-Ex.R’ failed
The error most likely occurred in:
> ### Name: RealInt
> ### Title: US Ex-post Real Interest Rate
> ### Aliases: RealInt
> ### Keywords: datasets
>
> ### ** Examples
>
> ## load and plot data
> data("RealInt")
> plot(RealInt)
>
> ## estimate breakpoints
> bp.ri <- breakpoints(RealInt ~ 1, h = 15)
> plot(bp.ri)
> summary(bp.ri)
Optimal (m+1)-segment partition:
Call:
breakpoints.matrix(obj = X, y = y, h = h, breaks = breaks, hpc = hpc)
Breakpoints at observation number:
m = 1 79
m = 2 47 79
m = 3 24 47 79
m = 4 24 47 64 79
m = 5 16 31 47 64 79
Corresponding to breakdates:
m = 1 1980(3)
m = 2 1972(3) 1980(3)
m = 3 1966(4) 1972(3) 1980(3)
m = 4 1966(4) 1972(3) 1976(4) 1980(3)
m = 5 1964(4) 1968(3) 1972(3) 1976(4) 1980(3)
Fit:
m 0 1 2 3 4 5
RSS 1.215e+03 6.450e+02 4.560e+02 4.452e+02 4.449e+02 4.496e+02
BIC 5.557e+02 4.998e+02 4.733e+02 4.801e+02 4.893e+02 4.997e+02
LWZ 5.614e+02 5.112e+02 4.905e+02 5.030e+02 5.179e+02 5.339e+02
R.sq 9.902e-33 4.691e-01 6.247e-01 6.336e-01 6.338e-01 6.299e-01
>
> ## fit segmented model with three breaks
> fac.ri <- breakfactor(bp.ri, breaks = 3, label = "seg")
> fm.ri <- lm(RealInt ~ 0 + fac.ri)
> summary(fm.ri)
Call:
lm(formula = RealInt ~ 0 + fac.ri)
Residuals:
Min 1Q Median 3Q Max
-4.5157 -1.3674 -0.0578 1.3248 6.0990
Coefficients:
Estimate Std. Error t value Pr(>|t|)
fac.riseg1 1.8236 0.4329 4.213 5.57e-05 ***
fac.riseg2 0.8661 0.4422 1.959 0.053 .
fac.riseg3 -1.7961 0.3749 -4.791 5.83e-06 ***
fac.riseg4 5.6429 0.4329 13.036 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.121 on 99 degrees of freedom
Multiple R-squared: 0.6842, Adjusted R-squared: 0.6714
F-statistic: 53.62 on 4 and 99 DF, p-value: < 2.2e-16
>
> ## setup kernel HAC estimator
> vcov.ri <- function(x, ...) kernHAC(x, kernel = "Quadratic Spectral",
+ prewhite = 1, approx = "AR(1)", ...)
>
> ## Results from Table 1 in Bai & Perron (2003):
> ## coefficient estimates
> coef(bp.ri, breaks = 3)
(Intercept)
1961(1) - 1966(4) 1.8236167
1967(1) - 1972(3) 0.8660848
1972(4) - 1980(3) -1.7961384
1980(4) - 1986(3) 5.6428896
> ## corresponding standard errors
> sapply(vcov(bp.ri, breaks = 3, vcov = vcov.ri), sqrt)
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Error in meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights, :
VAR(1) prewhitening of estimating functions failed
Calls: sapply ... vcov. -> kernHAC -> vcovHAC -> vcovHAC.default -> meatHAC
Execution halted
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Version: 1.5-4-1.0.1
Check: installed package size
Result: NOTE
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
Flavors: r-oldrel-macos-arm64, r-oldrel-macos-x86_64