Last updated on 2024-11-23 16:49:11 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 0.0.4 | 12.30 | 89.14 | 101.44 | NOTE | |
| r-devel-linux-x86_64-debian-gcc | 0.0.4 | 9.66 | 65.18 | 74.84 | NOTE | |
| r-devel-linux-x86_64-fedora-clang | 0.0.4 | 166.92 | NOTE | |||
| r-devel-linux-x86_64-fedora-gcc | 0.0.4 | 160.86 | NOTE | |||
| r-devel-windows-x86_64 | 0.0.4 | 11.00 | 99.00 | 110.00 | NOTE | |
| r-patched-linux-x86_64 | 0.0.4 | 11.83 | 87.09 | 98.92 | NOTE | |
| r-release-linux-x86_64 | 0.0.4 | 12.12 | 85.92 | 98.04 | 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 | 99.00 | 111.00 | 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 | 15.00 | 118.00 | 133.00 | 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