Last updated on 2025-12-26 17:48:45 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.0.3 | 103.07 | 415.42 | 518.49 | OK | |
| r-devel-linux-x86_64-debian-gcc | 1.0.3 | 86.84 | 291.79 | 378.63 | OK | |
| r-devel-linux-x86_64-fedora-clang | 1.0.3 | 172.00 | 697.03 | 869.03 | OK | |
| r-devel-linux-x86_64-fedora-gcc | 1.0.3 | 240.00 | 729.19 | 969.19 | OK | |
| r-devel-windows-x86_64 | 1.0.3 | 119.00 | 228.00 | 347.00 | ERROR | |
| r-patched-linux-x86_64 | 1.0.3 | 120.91 | 380.98 | 501.89 | OK | |
| r-release-linux-x86_64 | 1.0.3 | 127.56 | 380.41 | 507.97 | OK | |
| r-release-macos-arm64 | 1.0.3 | OK | ||||
| r-release-macos-x86_64 | 1.0.3 | 70.00 | 348.00 | 418.00 | OK | |
| r-release-windows-x86_64 | 1.0.3 | 126.00 | 395.00 | 521.00 | OK | |
| r-oldrel-macos-arm64 | 1.0.3 | NOTE | ||||
| r-oldrel-macos-x86_64 | 1.0.3 | 66.00 | 224.00 | 290.00 | NOTE | |
| r-oldrel-windows-x86_64 | 1.0.3 | 153.00 | 518.00 | 671.00 | NOTE |
Version: 1.0.3
Check: tests
Result: ERROR
Running 'testthat.R' [84s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
> library(testthat)
> library(portvine)
> data("sample_returns_small")
>
> test_check("portvine", reporter = "summary")
S4accessors: WW1WW2
default_garch_spec: ........
dvine_ordering: ..........
estimate_dependence_and_risk: SS
estimate_marginal_models: ........................
estimate_risk_roll: .......................WW3.
Fit marginal models:
AAPL GOOG AMZN
Fit vine copula models and estimate risk.
Vine windows:
(1/4) WW4S
marginal_settings: ................
rcondvinecop: .............................
risk_measures: ....................
utils: .....
vine_settings: .............
══ Skipped ═════════════════════════════════════════════════════════════════════
1. unconditional case ('test-estimate_dependence_and_risk.R:30:3') - Reason: On CRAN
2. conditional case ('test-estimate_dependence_and_risk.R:148:3') - Reason: On CRAN
3. parallel functionality ('test-estimate_risk_roll.R:558:3') - Reason: On CRAN
══ Warnings ════════════════════════════════════════════════════════════════════
1. risk_estimates() basic functionality & input checks ('test-S4accessors.R:14:3') - Caught simpleError. Canceling all iterations ...
2. risk_estimates() basic functionality & input checks ('test-S4accessors.R:14:3') - Caught simpleError. Canceling all iterations ...
3. fitted_vines() & fitted_marginals() basic functionality ('test-S4accessors.R:312:3') - Caught simpleError. Canceling all iterations ...
4. fitted_vines() & fitted_marginals() basic functionality ('test-S4accessors.R:312:3') - Caught simpleError. Canceling all iterations ...
5. basic functionality (unconditionally) ('test-estimate_risk_roll.R:331:3') - Caught simpleError. Canceling all iterations ...
6. basic functionality (unconditionally) ('test-estimate_risk_roll.R:331:3') - Caught simpleError. Canceling all iterations ...
7. basic functionality (conditionally) ('test-estimate_risk_roll.R:449:3') - Caught simpleError. Canceling all iterations ...
8. basic functionality (conditionally) ('test-estimate_risk_roll.R:449:3') - Caught simpleError. Canceling all iterations ...
══ Failed ══════════════════════════════════════════════════════════════════════
── 1. Error ('test-S4accessors.R:14:3'): risk_estimates() basic functionality &
Error in ``[.data.table`(melt(copy(`_DT20`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.851133729626506, 0.817469859115347, 0.34042323248208, 0.829174218071684, 0.22686556005964, 0.483288469139079, 0.285627467545038, 0.733278908764717, 0.473968298956092, 0.532111978525248), AMZN = c(0.579666443382277, 0.346415140784956, 0.377089811023051, 0.65345650127477, 0.00901509278503613, 0.896138125633004, 0.106173893632115, 0.627137469995011, 0.833611344191598, 0.948425463949372), GOOG = c(0.698342850198969, 0.305415803100914, 0.498109691776335, 0.700399791589007, 0.00173484021797776, 0.550074147991836, 0.193374787922949, 0.702251970302314, 0.781957285711542, 0.268312602769583)), row.names = c(NA, -10L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x000001617e051720>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1), dim = 4:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-S4accessors.R:14:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
── 2. Error ('test-S4accessors.R:312:3'): fitted_vines() & fitted_marginals() ba
Error in ``[.data.table`(melt(copy(`_DT40`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852, 0.727447098696852), AMZN = c(0.43419742679402, 0.527043992133521, 0.729322618498196, 0.160354888708514, 0.313807639368571, 0.431732126719258, 0.218423752004696, 0.285624676048191, 0.341459038088653, 0.62007922110501, 0.914476060937018, 0.294682064893172, 0.967176963375982, 0.452008565099714, 0.968167567309044, 0.956476943708804, 0.37489714650074, 0.949351411704406, 0.745206108859294, 0.65961871814322), GOOG = c(0.18438389758325, 0.148838790436291, 0.656374270848538, 0.502388472884081, 0.25578224293204, 0.208373117605576, 0.183778962748295, 0.403398089039455, 0.21701122336441, 0.547059566600781, 0.868812716744743, 0.382470010130231, 0.917286533553562, 0.535238309916164, 0.92868551606237, 0.858010595366338, 0.338381529468178, 0.824190497576203, 0.594766456348915, 0.346333884963595)), row.names = c(NA, -20L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x000001617e051720>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(0, 0, 1, 1, 1, 1), dim = 2:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-S4accessors.R:312:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
── 3. Error ('test-estimate_risk_roll.R:331:3'): basic functionality (unconditio
Error in ``[.data.table`(melt(copy(`_DT128`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.314918979046757, 0.899069667349924, 0.933115583153673, 0.608976138565978, 0.639555570455537, 0.259831318841244, 0.103189261932428, 0.896792292571362, 0.571084077044327, 0.182312809327622), AMZN = c(0.0843033295557694, 0.656588191456108, 0.862148704699873, 0.112875777087018, 0.772568583251836, 0.568329611564962, 0.888242430386166, 0.431975055030328, 0.448933279569626, 0.806590901702923), GOOG = c(0.368395902914926, 0.827139122178778, 0.545264427317306, 0.240561558166519, 0.591966148698702, 0.715501645347103, 0.647069754777476, 0.571875439956784, 0.582404206739739, 0.250119536183774)), row.names = c(NA, -10L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x000001617e051720>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1), dim = 4:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-estimate_risk_roll.R:331:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
── 4. Error ('test-estimate_risk_roll.R:449:3'): basic functionality (conditiona
Error in ``[.data.table`(melt(copy(`_DT148`)[, `:=`(sample_id = seq(nrow(structure(list(AAPL = c(0.0158760267956106, 0.0492902581517949, 0.0272822908314138, 0.041443676665894, 0.115607395752768, 0.139344453242549, 0.237110205888, 0.54616142939117, 0.0980636886058451, 0.311710715544133, 0.0795978882402194, 0.597109700697452, 0.790154329608633, 0.954653504375768, 0.987661589514458, 0.520035857296455, 0.203790915593028, 0.582342113981039, 0.156414743620083, 0.489661971077101, 0.681975477747511, 0.567111795545474, 0.310490327262913, 0.206299730045439, 0.548495861927884, 0.51528236372171, 0.890860320540014, 0.663332292315449, 0.221119188387323, 0.326642600503673, 0.895946892531268, 0.16868153407414, 0.867548271666544), AMZN = c(0.0433573178804106, 0.0376613555113354, 0.0277947484646826, 0.0612228287119474, 0.706671884404236, 0.0968687452481607, 0.147529752533335, 0.553899715267037, 0.205134144252485, 0.0839218277026682, 0.0582225669330417, 0.789255381413218, 0.408540929088664, 0.575166948196988, 0.320421938558271, 0.407717559069338, 0.281869878794391, 0.133908975810383, 0.623879951055088, 0.311878159479511, 0.410385714057985, 0.401843196622008, 0.321302049913061, 0.489904015154591, 0.558256970197951, 0.617428415054142, 0.25379703086321, 0.602034186152955, 0.639839311642034, 0.582479560819898, 0.596158138469941, 0.934376583130243, 0.188394914846784), GOOG = c(0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054, 0.60416480751054)), row.names = c(NA, -33L), class = c("data.table", "data.frame"), .internal.selfref = <pointer: 0x000001617e051720>))))], measure.vars = c("AAPL", "AMZN", "GOOG"), variable.name = "asset", value.name = "sample", variable.factor = FALSE)[, `:=`(sample = trans_vals[["mu"]][trans_vals[["asset"]] == asset] + trans_vals[["sigma"]][trans_vals[["asset"]] == asset] * rugarch::qdist(distribution = trans_vals[["marg_dist"]][trans_vals[["asset"]] == asset], p = sample, skew = trans_vals[["skew"]][trans_vals[["asset"]] == asset], shape = trans_vals[["shape"]][trans_vals[["asset"]] == asset])), by = .(asset)], , `:=`(weight = structure(c(1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1), dim = 4:3, dimnames = list(NULL, c("AAPL", "GOOG", "AMZN")))[1L, asset]), by = .(asset))`: attempt access index 3/3 in VECTOR_ELT
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...) at test-estimate_risk_roll.R:449:3
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
══ DONE ════════════════════════════════════════════════════════════════════════
Error:
! Test failures.
Execution halted
Flavor: r-devel-windows-x86_64
Version: 1.0.3
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
--- re-building 'get_started.Rmd' using rmarkdown
Quitting from get_started.Rmd:142-157 [unnamed-chunk-9]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<error/rlang_error>
Error in `[.data.table`:
! attempt access index 3/3 in VECTOR_ELT
---
Backtrace:
▆
1. └─portvine::estimate_risk_roll(...)
2. └─portvine:::estimate_dependence_and_risk(...)
3. └─future.apply::future_lapply(...)
4. └─future.apply:::future_xapply(...)
5. └─base::tryCatch(...)
6. └─base (local) tryCatchList(expr, classes, parentenv, handlers)
7. └─base (local) tryCatchOne(...)
8. └─value[[3L]](cond)
9. └─future.apply:::onError(e, futures = fs, debug = debug)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Error: processing vignette 'get_started.Rmd' failed with diagnostics:
attempt access index 3/3 in VECTOR_ELT
--- failed re-building 'get_started.Rmd'
SUMMARY: processing the following file failed:
'get_started.Rmd'
Error: Vignette re-building failed.
Execution halted
Flavor: r-devel-windows-x86_64
Version: 1.0.3
Check: installed package size
Result: NOTE
installed size is 39.8Mb
sub-directories of 1Mb or more:
libs 38.6Mb
Flavors: r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64