Last updated on 2023-12-04 05:08:59 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 2.5.2 | 135.19 | 313.13 | 448.32 | WARN | |
| r-devel-linux-x86_64-debian-gcc | 2.5.2 | 93.93 | 223.93 | 317.86 | NOTE | |
| r-devel-linux-x86_64-fedora-clang | 2.5.2 | 571.13 | WARN | |||
| r-devel-linux-x86_64-fedora-gcc | 2.5.2 | 576.14 | NOTE | |||
| r-devel-windows-x86_64 | 2.5.2 | 99.00 | 248.00 | 347.00 | NOTE | |
| r-patched-linux-x86_64 | 2.5.2 | 90.82 | 291.95 | 382.77 | NOTE | |
| r-release-linux-x86_64 | 2.5.2 | 113.17 | 291.07 | 404.24 | NOTE | |
| r-release-macos-arm64 | 2.5.2 | 156.00 | NOTE | |||
| r-release-macos-x86_64 | 2.5.2 | 268.00 | NOTE | |||
| r-release-windows-x86_64 | 2.5.2 | 129.00 | 280.00 | 409.00 | ERROR | |
| r-oldrel-macos-arm64 | 2.5.2 | 139.00 | NOTE | |||
| r-oldrel-macos-x86_64 | 2.5.2 | 179.00 | NOTE | |||
| r-oldrel-windows-x86_64 | 2.5.2 | 121.00 | 276.00 | 397.00 | ERROR |
Version: 2.5.2
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
RcppExports.cpp:58:18: warning: format string is not a string literal (potentially insecure) [-Wformat-security]
See ‘/home/hornik/tmp/R.check/r-devel-clang/Work/PKGS/BGVAR.Rcheck/00install.out’ for details.
* used C++ compiler: ‘Debian clang version 17.0.5 (1)’
Flavor: r-devel-linux-x86_64-debian-clang
Version: 2.5.2
Check: C++ specification
Result: NOTE
Specified C++11: please drop specification unless essential
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: 2.5.2
Check: Rd files
Result: NOTE
checkRd: (-1) bgvar.Rd:12: Lost braces in \itemize; meant \describe ?
checkRd: (-1) bgvar.Rd:13: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) irf.Rd:46: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) monthlyData.Rd:13: Lost braces in \itemize; meant \describe ?
checkRd: (-1) monthlyData.Rd:14: Lost braces in \itemize; meant \describe ?
checkRd: (-1) monthlyData.Rd:15: Lost braces in \itemize; meant \describe ?
checkRd: (-1) monthlyData.Rd:16-26: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) predict.Rd:38: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) residuals.Rd:20: Lost braces in \itemize; \value handles \item{}{} directly
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Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Version: 2.5.2
Check: for GNU extensions in Makefiles
Result: NOTE
GNU make is a SystemRequirements.
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
Version: 2.5.2
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
RcppExports.cpp:58:18: warning: format string is not a string literal (potentially insecure) [-Wformat-security]
See ‘/data/gannet/ripley/R/packages/tests-clang/BGVAR.Rcheck/00install.out’ for details.
* used C++ compiler: ‘clang version 17.0.5’
Flavor: r-devel-linux-x86_64-fedora-clang
Version: 2.5.2
Check: data for non-ASCII characters
Result: NOTE
Note: found 582 marked UTF-8 strings
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-oldrel-macos-arm64, r-oldrel-macos-x86_64
Version: 2.5.2
Check: installed package size
Result: NOTE
installed size is 5.6Mb
sub-directories of 1Mb or more:
doc 2.9Mb
libs 1.3Mb
Flavors: r-devel-windows-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
Version: 2.5.2
Check: examples
Result: ERROR
Running examples in 'BGVAR-Ex.R' failed
The error most likely occurred in:
> ### Name: fevd
> ### Title: Forecast Error Variance Decomposition
> ### Aliases: fevd fevd.bgvar.irf
>
> ### ** Examples
>
> ## Don't show:
> set.seed(123)
> library(BGVAR)
> data(testdata)
> model.eer<-bgvar(Data=testdata,W=W.test,prior="MN",
+ draws=100,burnin=50,plag=1,eigen=TRUE)
<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
Hyperparameter setup:
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Model: 1 / 3 done.<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Model: 2 / 3 done.<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Model: 3 / 3 done.<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Estimation done and took 0 mins 4 seconds.
Start stacking:
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Stacking finished.
Computation of BGVAR yields 76 (76%) draws (active trimming).
Needed time for estimation of bgvar: 0 mins 4 seconds.
>
> # US monetary policy shock
> shockinfo <- get_shockinfo("chol")
> shockinfo$shock <- "US.stir"; shockinfo$scale <- -100
> irf.chol.us.mp<-irf(model.eer,n.ahead=48,shockinfo=shockinfo)
Start computing impulse response functions of Bayesian Global Vector Autoregression.
Identification scheme: Short-run identification via Cholesky decomposition.
Start impulse response analysis on 1 core (76 stable draws in total).
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Impulse response analysis took 0 mins 0 seconds.
Size of irf object: 0.1 Mb
Needed time for impulse response analysis: 0 mins 2 seconds.
>
> # calculates FEVD for variables US.Dp and EA.y
> fevd.us.mp=fevd(irf.chol.us.mp,var.slct=c("US.Dp","EA.y"))
Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
Identification scheme: Short-run restrictions via Cholesky decomposition.
FEVD computed for the following variables: US.Dp, EA.y.
Start computing FEVDs...
Size of FEVD object: 0 Mb
Needed time for computation: 0 mins 0 seconds.
>
> # US monetary policy shock with sign restrictions
> shockinfo <- get_shockinfo("sign")
> shockinfo <- add_shockinfo(shockinfo, shock="US.stir",
+ restriction=c("US.y","US.Dp"),
+ sign=c("<","<"), horizon=c(1,1), 1, 100)
> irf.sign.us.mp<-irf(model.eer,n.ahead=24,shockinfo=shockinfo)
Start computing impulse response functions of Bayesian Global Vector Autoregression.
Identification scheme: identification via sign-restriction.
Start impulse response analysis on 1 core (76 stable draws in total).
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Impulse response analysis took 0 mins 0 seconds.
For 74 draws out of 76 draws, a rotation matrix has been found.
Size of irf object: 0.1 Mb
Needed time for impulse response analysis: 0 mins 2 seconds.
>
> # calculates FEVD for variables US.Dp and EA.y
> fevd.us.mp=fevd(irf.sign.us.mp,var.slct=c("US.Dp","EA.y"))
Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
Identification scheme: Sign-restrictions provided.
FEVD computed for the following variables: US.Dp, EA.y.
Error in `colnames<-`(`*tmp*`, value = varNames) :
attempt to set 'colnames' on an object with less than two dimensions
Calls: fevd -> fevd.bgvar.irf -> colnames<-
Execution halted
Flavor: r-release-windows-x86_64
Version: 2.5.2
Check: examples
Result: ERROR
Running examples in 'BGVAR-Ex.R' failed
The error most likely occurred in:
> ### Name: fevd
> ### Title: Forecast Error Variance Decomposition
> ### Aliases: fevd fevd.bgvar.irf
>
> ### ** Examples
>
> ## Don't show:
> set.seed(123)
> library(BGVAR)
> data(testdata)
> model.eer<-bgvar(Data=testdata,W=W.test,prior="MN",
+ draws=100,burnin=50,plag=1,eigen=TRUE)
<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
Hyperparameter setup:
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Model: 1 / 3 done.<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Model: 2 / 3 done.<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Model: 3 / 3 done.<0c>
Start estimation of Bayesian Global Vector Autoregression.
Prior: Minnesota prior.
Lag order: 1 (endo.), 1 (w. exog.)
Stochastic volatility: enabled.
Number of cores used: 1.
Thinning factor: 1. This means every draw is saved.
No hyperparameters are chosen, default setting applied.
Estimation of country models starts...
Estimation done and took 0 mins 4 seconds.
Start stacking:
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[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Stacking finished.
Computation of BGVAR yields 76 (76%) draws (active trimming).
Needed time for estimation of bgvar: 0 mins 4 seconds.
>
> # US monetary policy shock
> shockinfo <- get_shockinfo("chol")
> shockinfo$shock <- "US.stir"; shockinfo$scale <- -100
> irf.chol.us.mp<-irf(model.eer,n.ahead=48,shockinfo=shockinfo)
Start computing impulse response functions of Bayesian Global Vector Autoregression.
Identification scheme: Short-run identification via Cholesky decomposition.
Start impulse response analysis on 1 core (76 stable draws in total).
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Impulse response analysis took 0 mins 0 seconds.
Size of irf object: 0.1 Mb
Needed time for impulse response analysis: 0 mins 3 seconds.
>
> # calculates FEVD for variables US.Dp and EA.y
> fevd.us.mp=fevd(irf.chol.us.mp,var.slct=c("US.Dp","EA.y"))
Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
Identification scheme: Short-run restrictions via Cholesky decomposition.
FEVD computed for the following variables: US.Dp, EA.y.
Start computing FEVDs...
Size of FEVD object: 0 Mb
Needed time for computation: 0 mins 0 seconds.
>
> # US monetary policy shock with sign restrictions
> shockinfo <- get_shockinfo("sign")
> shockinfo <- add_shockinfo(shockinfo, shock="US.stir",
+ restriction=c("US.y","US.Dp"),
+ sign=c("<","<"), horizon=c(1,1), 1, 100)
> irf.sign.us.mp<-irf(model.eer,n.ahead=24,shockinfo=shockinfo)
Start computing impulse response functions of Bayesian Global Vector Autoregression.
Identification scheme: identification via sign-restriction.
Start impulse response analysis on 1 core (76 stable draws in total).
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Impulse response analysis took 0 mins 0 seconds.
For 74 draws out of 76 draws, a rotation matrix has been found.
Size of irf object: 0.1 Mb
Needed time for impulse response analysis: 0 mins 1 second.>
> # calculates FEVD for variables US.Dp and EA.y
> fevd.us.mp=fevd(irf.sign.us.mp,var.slct=c("US.Dp","EA.y"))
Start computing forecast error variance decomposition of Bayesian Global Vector Autoregression.
Identification scheme: Sign-restrictions provided.
FEVD computed for the following variables: US.Dp, EA.y.
Error in `colnames<-`(`*tmp*`, value = varNames) :
attempt to set 'colnames' on an object with less than two dimensions
Calls: fevd -> fevd.bgvar.irf -> colnames<-
Execution halted
Flavor: r-oldrel-windows-x86_64