Last updated on 2024-08-07 00:49:16 CEST.

Flavor | Version | T_{install} | T_{check} | T_{total} | Status | Flags |
---|---|---|---|---|---|---|

r-devel-linux-x86_64-debian-clang | 0.0.4 | 12.92 | 88.33 | 101.25 | NOTE | |

r-devel-linux-x86_64-debian-gcc | 0.0.4 | 8.66 | 65.29 | 73.95 | NOTE | |

r-devel-linux-x86_64-fedora-clang | 0.0.4 | 166.60 | NOTE | |||

r-devel-linux-x86_64-fedora-gcc | 0.0.4 | 158.84 | NOTE | |||

r-devel-windows-x86_64 | 0.0.4 | 12.00 | 98.00 | 110.00 | NOTE | |

r-patched-linux-x86_64 | 0.0.4 | 12.96 | 85.24 | 98.20 | NOTE | |

r-release-linux-x86_64 | 0.0.4 | 10.93 | 86.99 | 97.92 | NOTE | |

r-release-macos-arm64 | 0.0.4 | 56.00 | NOTE | |||

r-release-macos-x86_64 | 0.0.4 | 70.00 | NOTE | |||

r-release-windows-x86_64 | 0.0.4 | 12.00 | 100.00 | 112.00 | NOTE | |

r-oldrel-macos-arm64 | 0.0.4 | 48.00 | NOTE | |||

r-oldrel-macos-x86_64 | 0.0.4 | 82.00 | NOTE | |||

r-oldrel-windows-x86_64 | 0.0.4 | 14.00 | 114.00 | 128.00 | NOTE |

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-macos-x86_64, 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