* using log directory ‘/data/blackswan/ripley/R/packages/tests-devel/dccmidas.Rcheck’
* using R Under development (unstable) (2025-03-29 r88070)
* using platform: x86_64-pc-linux-gnu
* R was compiled by
    gcc (GCC) 14.2.1 20240912 (Red Hat 14.2.1-3)
    GNU Fortran (GCC) 14.2.1 20240912 (Red Hat 14.2.1-3)
* running under: Fedora Linux 40 (Workstation Edition)
* using session charset: UTF-8
* checking for file ‘dccmidas/DESCRIPTION’ ... OK
* checking extension type ... Package
* this is package ‘dccmidas’ version ‘0.1.2’
* package encoding: UTF-8
* checking package namespace information ... OK
* checking package dependencies ... OK
* checking if this is a source package ... OK
* checking if there is a namespace ... OK
* checking for executable files ... OK
* checking for hidden files and directories ... OK
* checking for portable file names ... OK
* checking for sufficient/correct file permissions ... OK
* checking whether package ‘dccmidas’ can be installed ... [13s/14s] OK
* used C++ compiler: ‘g++ (GCC) 14.2.1 20240912 (Red Hat 14.2.1-3)’
* checking package directory ... OK
* checking DESCRIPTION meta-information ... OK
* checking top-level files ... OK
* checking for left-over files ... OK
* checking index information ... OK
* checking package subdirectories ... OK
* checking code files for non-ASCII characters ... OK
* checking R files for syntax errors ... OK
* checking whether the package can be loaded ... OK
* checking whether the package can be loaded with stated dependencies ... OK
* checking whether the package can be unloaded cleanly ... OK
* checking whether the namespace can be loaded with stated dependencies ... OK
* checking whether the namespace can be unloaded cleanly ... OK
* checking loading without being on the library search path ... OK
* checking dependencies in R code ... OK
* checking S3 generic/method consistency ... OK
* checking replacement functions ... OK
* checking foreign function calls ... OK
* checking R code for possible problems ... [17s/17s] OK
* checking Rd files ... OK
* checking Rd metadata ... OK
* checking Rd line widths ... OK
* checking Rd cross-references ... OK
* checking for missing documentation entries ... OK
* checking for code/documentation mismatches ... OK
* checking Rd \usage sections ... OK
* checking Rd contents ... OK
* checking for unstated dependencies in examples ... OK
* checking contents of ‘data’ directory ... OK
* checking data for non-ASCII characters ... OK
* checking LazyData ... OK
* checking data for ASCII and uncompressed saves ... OK
* checking line endings in C/C++/Fortran sources/headers ... OK
* checking line endings in Makefiles ... OK
* checking compilation flags in Makevars ... OK
* checking for GNU extensions in Makefiles ... OK
* checking for portable use of $(BLAS_LIBS) and $(LAPACK_LIBS) ... OK
* checking use of PKG_*FLAGS in Makefiles ... OK
* checking use of SHLIB_OPENMP_*FLAGS in Makefiles ... OK
* checking compilation flags used ... OK
* checking compiled code ... OK
* checking examples ... OK
* checking examples with --run-donttest ... [336s/297s] ERROR
Running examples in ‘dccmidas-Ex.R’ failed
The error most likely occurred in:

> ### Name: dcc_fit
> ### Title: DCC fit (first and second steps)
> ### Aliases: dcc_fit
> 
> ### ** Examples
> 
> ## No test: 
> require(xts)
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

> # daily log-returns
> # close to close daily log-returns
> r_t_s<-diff(log(sp500['2010/2019'][,3]))
> r_t_s[1]<-0
> r_t_n<-diff(log(nasdaq['2010/2019'][,3]))
> r_t_n[1]<-0
> r_t_f<-diff(log(ftse100['2010/2019'][,3]))
> r_t_f[1]<-0
> db_m<-merge.xts(r_t_s,r_t_n,r_t_f)
> db_m<-db_m[complete.cases(db_m),]
> colnames(db_m)<-c("S&P500","NASDAQ","FTSE100")
> # list of returns
> r_t<-list(db_m[,1],db_m[,2],db_m[,3])
> # MV transformation (same MV for all the stocks)
> require(rumidas)
Loading required package: rumidas
Loading required package: maxLik
Loading required package: miscTools

Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.

If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/

Attaching package: ‘rumidas’

The following objects are masked from ‘package:dccmidas’:

    indpro, sp500

> mv_m<-mv_into_mat(r_t[[1]],diff(indpro),K=12,"monthly")
> # list of MV
> MV<-list(mv_m,mv_m,mv_m)
> # estimation
> K_c<-144
> N_c<-36
> dccmidas_est<-dcc_fit(r_t,univ_model="GM_noskew",distribution="norm",
+ MV=MV,K=12,corr_model="DCCMIDAS",N_c=N_c,K_c=K_c)
Error in solve.default(-hessian(est)) : 
  Lapack routine dgesv: system is exactly singular: U[5,5] = 0
Calls: dcc_fit -> <Anonymous> -> QMLE_sd -> solve -> solve.default
Execution halted
* checking PDF version of manual ... OK
* checking for non-standard things in the check directory ... OK
* checking for detritus in the temp directory ... OK
* checking for new files in some other directories ... OK
* DONE

Status: 1 ERROR
See
  ‘/data/blackswan/ripley/R/packages/tests-devel/dccmidas.Rcheck/00check.log’
for details.

Command exited with non-zero status 1
Time 6:40.37, 403.63 + 34.66