CRAN Package Check Results for Maintainer ‘Simone Padoan <simone.padoan at unibocconi.it>’

Last updated on 2024-05-02 04:01:18 CEST.

Package	NOTE	OK
ExtremalDep	9	3
ExtremeRisks	12

Package ExtremalDep

Current CRAN status: NOTE: 9, OK: 3

Version: 0.0.4-1
Check: Rd files
Result: NOTE checkRd: (-1) WindSpeedGust.Rd:18: Lost braces in \itemize; meant \describe ? checkRd: (-1) WindSpeedGust.Rd:19: Lost braces in \itemize; meant \describe ? checkRd: (-1) WindSpeedGust.Rd:20: Lost braces in \itemize; meant \describe ? checkRd: (-1) WindSpeedGust.Rd:25: Lost braces in \itemize; meant \describe ? checkRd: (-1) WindSpeedGust.Rd:26: Lost braces in \itemize; meant \describe ? checkRd: (-1) WindSpeedGust.Rd:27: Lost braces in \itemize; meant \describe ? checkRd: (-1) fExtDep.Rd:59: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:60: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:61: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:62: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:68: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:69-70: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:71-72: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:73: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:74: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:75: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:76: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:77: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:78: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:44: Lost braces in \itemize; meant \describe ? checkRd: (-1) fExtDep.np.Rd:45: Lost braces in \itemize; meant \describe ? checkRd: (-1) fExtDep.np.Rd:46: Lost braces in \itemize; meant \describe ? checkRd: (-1) fExtDep.np.Rd:47: Lost braces in \itemize; meant \describe ? checkRd: (-1) fExtDep.np.Rd:59: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:64: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:65: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:66: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:67: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:68: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:71: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:72: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:76: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:77: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:78: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:84: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:85: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:92: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:93: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:94: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:95: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:96: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:97: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fExtDep.np.Rd:98: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:39: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:40: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:41: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:42: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:43: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:44: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) fGEV.Rd:45: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) heat.Rd:16: Lost braces in \itemize; meant \describe ? checkRd: (-1) heat.Rd:19: Lost braces in \itemize; meant \describe ? checkRd: (-1) heat.Rd:22: Lost braces in \itemize; meant \describe ? checkRd: (-1) index.ExtDep.Rd:26: Lost braces 26 | For the skew-normal distribution, the lower tail dependence function is defined as in Bortot (2010). This is an approximation where the tail dependence is obtained in the limiting case where \code{u}{u} goes to eqn{1}{1}. The \code{par} argument should be a vector of length \eqn{3}{3} comprising of the correlation parameter, between \eqn{-1}{-1} and \eqn{1}{1} and two real-valued skewness parameters. | ^ checkRd: (-1) index.ExtDep.Rd:26: Lost braces 26 | For the skew-normal distribution, the lower tail dependence function is defined as in Bortot (2010). This is an approximation where the tail dependence is obtained in the limiting case where \code{u}{u} goes to eqn{1}{1}. The \code{par} argument should be a vector of length \eqn{3}{3} comprising of the correlation parameter, between \eqn{-1}{-1} and \eqn{1}{1} and two real-valued skewness parameters. | ^ checkRd: (-1) index.ExtDep.Rd:26: Lost braces 26 | For the skew-normal distribution, the lower tail dependence function is defined as in Bortot (2010). This is an approximation where the tail dependence is obtained in the limiting case where \code{u}{u} goes to eqn{1}{1}. The \code{par} argument should be a vector of length \eqn{3}{3} comprising of the correlation parameter, between \eqn{-1}{-1} and \eqn{1}{1} and two real-valued skewness parameters. | ^ checkRd: (-1) plot_ExtDep.np.Rd:26: Lost braces in \itemize; meant \describe ? checkRd: (-1) plot_ExtDep.np.Rd:27: Lost braces in \itemize; meant \describe ? checkRd: (-1) plot_ExtDep.np.Rd:28: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:26: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:27: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:32: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:33: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:34: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:35: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:36: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:37: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:42: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:43: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:44: Lost braces in \itemize; meant \describe ? checkRd: (-1) rExtDepSpat.Rd:51: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) rExtDepSpat.Rd:52: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:29: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:32: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:33: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:34: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:35: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:36: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:37: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:38: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:39: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:40: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:44: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:45: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:46: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) summary_ExtDep.Rd:47: 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-windows-x86_64

Package ExtremeRisks

Current CRAN status: NOTE: 12

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-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