* using log directory ‘/data/blackswan/ripley/R/packages/tests-devel/facmodCS.Rcheck’ * using R Under development (unstable) (2025-12-20 r89211) * 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 ‘facmodCS/DESCRIPTION’ ... OK * checking extension type ... Package * this is package ‘facmodCS’ version ‘1.0’ * 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 ‘facmodCS’ can be installed ... [11s/11s] OK * 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 ... [13s/13s] OK * checking Rd files ... NOTE checkRd: (-1) fmCov.Rd:37: Lost braces; missing escapes or markup? 37 | where, \code{alpha(i)} is the intercept, \code{f(t)} is a {K x 1} vector of | ^ checkRd: (-1) plot.ffm.Rd:82: Lost braces; missing escapes or markup? 82 | \item{las}{one of {0, 1, 2, 3} to set the direction of axis labels, same as | ^ checkRd: (-1) summary.ffm.Rd:39: Lost braces; missing escapes or markup? 39 | Returned object is of class {summary.ffm}. | ^ * 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 examples ... OK * checking examples with --run-donttest ... ERROR Running examples in ‘facmodCS-Ex.R’ failed The error most likely occurred in: > ### Name: fitFfm > ### Title: Fit a fundamental factor model using cross-sectional regression > ### Aliases: fitFfm coef.ffm fitted.ffm residuals.ffm > > ### ** Examples > > ## No test: > library(PCRA) Attaching package: ‘PCRA’ The following object is masked from ‘package:facmodCS’: tsPlotMP > # load data > data(stocksCRSP) > data(factorsSPGMI) > dateRange <- c("2006-01-31","2010-12-31") > stockItems <- c("Date", "TickerLast", "CapGroupLast", "Return", + "Ret13WkBill","MktIndexCRSP","Sector") > factorItems <- c("BP","Beta60M","PM12M1M") > stocks_factors <- selectCRSPandSPGMI("monthly", dateRange = dateRange, + stockItems = stockItems, factorItems = factorItems, outputType ="data.table") > > > # fit a fundamental factor model with style variables BP and LogMktCap > > fundamental_model <- fitFfm(data = stocks_factors, + asset.var = "TickerLast", + ret.var = "Return", + date.var = "Date", + exposure.vars = c("BP", "PM12M1M") + ) Error in `[.data.table`(obj$dataDT, , `:=`(idx, 1:.N), by = eval(asset.var)) : attempt access index 5/5 in VECTOR_ELT Calls: fitFfm -> specFfm -> [ -> [.data.table 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, 1 NOTE See ‘/data/blackswan/ripley/R/packages/tests-devel/facmodCS.Rcheck/00check.log’ for details. Command exited with non-zero status 1 Time 1:07.28, 52.13 + 14.67