Last updated on 2025-12-28 19:50:30 CET.
| Package | ERROR | WARN | OK |
|---|---|---|---|
| GNE | 13 | ||
| gumbel | 6 | 7 | |
| mbbefd | 13 | ||
| OneStep | 13 | ||
| POT | 13 | ||
| randtoolbox | 13 | ||
| rngWELL | 13 | ||
| RTDE | 1 | 12 | |
| tsallisqexp | 13 |
Current CRAN status: OK: 13
Current CRAN status: WARN: 6, OK: 7
Version: 1.10-4
Check: re-building of vignette outputs
Result: WARN
Error(s) in re-building vignettes:
...
--- re-building ‘gumbel.Rnw’ using Sweave
Error: processing vignette 'gumbel.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'gumbel.tex' failed.
LaTeX errors:
! Undefined control sequence.
\__hook begindocument ...fter {\bbl@main@language
}\ifbbl@single \renewcomma...
l.55 \begin{document}
! Emergency stop.
\__hook begindocument ...fter {\bbl@main@language
}\ifbbl@single \renewcomma...
l.55 \begin{document}
! ==> Fatal error occurred, no output PDF file produced!
--- failed re-building ‘gumbel.Rnw’
SUMMARY: processing the following file failed:
‘gumbel.Rnw’
Error: Vignette re-building failed.
Execution halted
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-patched-linux-x86_64, r-release-linux-x86_64
Version: 1.10-4
Check: re-building of vignette outputs
Result: WARN
Error(s) in re-building vignettes:
--- re-building ‘gumbel.Rnw’ using Sweave
Error: processing vignette 'gumbel.Rnw' failed with diagnostics:
Running 'texi2dvi' on 'gumbel.tex' failed.
LaTeX errors:
! Undefined control sequence.
\__hook begindocument ...fter {\bbl@main@language
}\ifbbl@single \renewcomma...
l.55 \begin{document}
! Emergency stop.
\__hook begindocument ...fter {\bbl@main@language
}\ifbbl@single \renewcomma...
l.55 \begin{document}
! ==> Fatal error occurred, no output PDF file produced!
--- failed re-building ‘gumbel.Rnw’
SUMMARY: processing the following file failed:
‘gumbel.Rnw’
Error: Vignette re-building failed.
Execution halted
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Current CRAN status: OK: 13
Current CRAN status: OK: 13
Current CRAN status: OK: 13
Current CRAN status: OK: 13
Current CRAN status: OK: 13
Current CRAN status: ERROR: 1, OK: 12
Version: 0.2-2
Check: tests
Result: ERROR
Running ‘test-EPD.R’ [1s/1s]
Running ‘test-EUstockmarket.R’ [8s/10s]
Running ‘test-FGM.R’ [1s/2s]
Running ‘test-MDPD.R’ [0s/0s]
Running ‘test-RTDE.R’ [2s/2s]
Running ‘test-dataRTDE.R’ [0s/1s]
Running ‘test-fitRTDE.R’ [2s/4s]
Running ‘test-frank.R’ [0s/1s]
Running ‘test-frechet.R’ [0s/0s]
Running ‘test-multRTDE.R’ [6s/7s]
Running ‘test-zvalue.R’ [0s/1s]
Running the tests in ‘tests/test-multRTDE.R’ failed.
Complete output:
>
> library(RTDE)
Loading required package: parallel
>
>
> #####
> # (1) simulation
>
> N <- 2
> n <- 100
> x <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N),
+ nbpoint=10:15, alpha=0, omega=1/2)
> x
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
[,1] [,2]
[1,] 5.9872980 0.3498713
[2,] 15.4015910 1.2743506
[3,] 0.9856729 5.7674237
[4,] 1.1389704 1.7905474
[5,] 0.5400776 0.3256640
[6,] 0.4971978 1.5280474
$`s=2`
[,1] [,2]
[1,] 0.5079611 5.61608320
[2,] 2.0490771 5.97418931
[3,] 267.9438191 0.09658713
[4,] 0.3019151 1.28786926
[5,] 0.8928517 0.41005364
[6,] 0.7375665 1.18305200
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: head
n
[1] 100
m
[1] 10 11 12 13 14 15
rho
[1] -1
alpha
[1] 0
omega
[1] 0.5
eta - mean
m=10 m=11 m=12 m=13 m=14 m=15
0.3968647 0.4037181 0.3538444 0.3696875 0.3838946 0.4173146
delta - mean
m=10 m=11 m=12 m=13 m=14 m=15
-0.038662295 0.009990135 -0.105482820 -0.078318005 -0.069845427 0.078402775
>
> x$fit$eta
s=1 s=2
m=10 0.4660847 0.3276447
m=11 0.4660847 0.3413515
m=12 0.5082488 0.1994401
m=13 0.5250920 0.2142830
m=14 0.5250920 0.2426972
m=15 0.5913278 0.2433015
> summary(x)
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
V1 V2
Min. : 0.2925 Min. : 0.2019
1st Qu.: 0.6907 1st Qu.: 0.7087
Median : 1.6029 Median : 1.5506
Mean : 5.8811 Mean : 9.4794
3rd Qu.: 3.5213 3rd Qu.: 2.8982
Max. :173.9770 Max. :363.1656
$`s=2`
V1 V2
Min. : 0.1918 Min. :9.659e-02
1st Qu.: 0.7058 1st Qu.:8.430e-01
Median : 1.5080 Median :1.715e+00
Mean : 6.7778 Mean :3.900e+01
3rd Qu.: 2.9073 3rd Qu.:4.918e+00
Max. :267.9438 Max. :1.926e+03
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: summary
n
[1] 100
alpha
[1] 0
omega
[1] 0.5
m
Min. 1st Qu. Median Mean 3rd Qu. Max.
10.00 11.25 12.50 12.50 13.75 15.00
rho
[1] -1
eta
s=1 s=2
Min. :0.4661 Min. :0.1994
1st Qu.:0.4766 1st Qu.:0.2214
Median :0.5167 Median :0.2430
Mean :0.5137 Mean :0.2615
3rd Qu.:0.5251 3rd Qu.:0.3066
Max. :0.5913 Max. :0.3414
delta
s=1 s=2
Min. :-0.15526 Min. :-0.218457
1st Qu.:-0.11933 1st Qu.:-0.210572
Median : 0.02306 Median :-0.198389
Mean : 0.02808 Mean :-0.096055
3rd Qu.: 0.05765 3rd Qu.: 0.009121
Max. : 0.37526 Max. : 0.175245
> prob(x, 1:4)
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
[,1] [,2]
[1,] 5.9872980 0.3498713
[2,] 15.4015910 1.2743506
[3,] 0.9856729 5.7674237
[4,] 1.1389704 1.7905474
[5,] 0.5400776 0.3256640
[6,] 0.4971978 1.5280474
$`s=2`
[,1] [,2]
[1,] 0.5079611 5.61608320
[2,] 2.0490771 5.97418931
[3,] 267.9438191 0.09658713
[4,] 0.3019151 1.28786926
[5,] 0.8928517 0.41005364
[6,] 0.7375665 1.18305200
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: head
n
[1] 100
m
[1] 10 11 12 13 14 15
rho
[1] -1
alpha
[1] 0
omega
[1] 0.5
eta - mean
m=10 m=11 m=12 m=13 m=14 m=15
0.3968647 0.4037181 0.3538444 0.3696875 0.3838946 0.4173146
delta - mean
m=10 m=11 m=12 m=13 m=14 m=15
-0.038662295 0.009990135 -0.105482820 -0.078318005 -0.069845427 0.078402775
RTDE object - prob (mean)
q=1 q=2 q=3 q=4
0.12500000 0.06017620 0.03414960 0.02543826
> summary(prob(x, 1:4))
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
V1 V2
Min. : 0.2925 Min. : 0.2019
1st Qu.: 0.6907 1st Qu.: 0.7087
Median : 1.6029 Median : 1.5506
Mean : 5.8811 Mean : 9.4794
3rd Qu.: 3.5213 3rd Qu.: 2.8982
Max. :173.9770 Max. :363.1656
$`s=2`
V1 V2
Min. : 0.1918 Min. :9.659e-02
1st Qu.: 0.7058 1st Qu.:8.430e-01
Median : 1.5080 Median :1.715e+00
Mean : 6.7778 Mean :3.900e+01
3rd Qu.: 2.9073 3rd Qu.:4.918e+00
Max. :267.9438 Max. :1.926e+03
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: summary
n
[1] 100
alpha
[1] 0
omega
[1] 0.5
m
Min. 1st Qu. Median Mean 3rd Qu. Max.
10.00 11.25 12.50 12.50 13.75 15.00
rho
[1] -1
eta
s=1 s=2
Min. :0.4661 Min. :0.1994
1st Qu.:0.4766 1st Qu.:0.2214
Median :0.5167 Median :0.2430
Mean :0.5137 Mean :0.2615
3rd Qu.:0.5251 3rd Qu.:0.3066
Max. :0.5913 Max. :0.3414
delta
s=1 s=2
Min. :-0.15526 Min. :-0.218457
1st Qu.:-0.11933 1st Qu.:-0.210572
Median : 0.02306 Median :-0.198389
Mean : 0.02808 Mean :-0.096055
3rd Qu.: 0.05765 3rd Qu.: 0.009121
Max. : 0.37526 Max. : 0.175245
RTDE object - prob (summary)
q=1 q=2 q=3 q=4
0% 0.100 0.02094019 0.002930324 0.000697933
25% 0.110 0.03100592 0.008951190 0.003135062
50% 0.125 0.05236346 0.015557045 0.008718511
75% 0.140 0.08698814 0.038699217 0.022075116
100% 0.150 0.13000000 0.130000000 0.112545915
mean 0.125 0.06017620 0.034149599 0.025438260
>
> plot(x, which=1)
>
> y <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N),
+ nbpoint=10:15, alpha=0:1, omega=1/2)
>
> y$fit$eta
, , s=1
m=10 m=11 m=12 m=13 m=14 m=15
a=0 0.5652284 0.5652284 0.5432695 0.5358294 0.2700022 0.3442618
a=1 0.1794684 0.1794684 0.1809720 0.2076206 0.1923750 0.2274452
, , s=2
m=10 m=11 m=12 m=13 m=14 m=15
a=0 0.3529678 0.3637930 0.3637930 0.4220991 0.4220991 0.2847969
a=1 0.1941031 0.2275431 0.2275431 0.3256437 0.3256437 0.1638597
>
> y
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
[,1] [,2]
[1,] 0.9275928 3.3733485
[2,] 1.2527948 94.2783388
[3,] 19.9032688 0.9641710
[4,] 1.6257589 12.6043948
[5,] 7.2862186 0.8245277
[6,] 17.9802675 0.4199050
$`s=2`
[,1] [,2]
[1,] 2.0541462 11.7880114
[2,] 1.5926202 1.7485024
[3,] 0.6596424 3.5646346
[4,] 0.7535952 0.7745144
[5,] 1.4892470 1.4056916
[6,] 3.8954557 7.1355501
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: head
n
[1] 100
m
[1] 10 11 12 13 14 15
rho
[1] -1
alpha
[1] 0 1
omega
[1] 0.5
eta - mean
m=10 m=11 m=12 m=13 m=14 m=15
0.3229419 0.3340082 0.3288944 0.3727982 0.3025300 0.2550909
delta - mean
m=10 m=11 m=12 m=13 m=14 m=15
-0.005338270 0.002344339 0.001103852 0.076792099 -0.084000928 -0.174165921
> summary(y)
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
V1 V2
Min. : 0.1982 Min. : 0.2749
1st Qu.: 0.8082 1st Qu.: 0.6920
Median : 1.5168 Median : 1.3571
Mean : 6.9891 Mean : 4.6917
3rd Qu.: 4.2574 3rd Qu.: 4.1870
Max. :141.1404 Max. :94.2783
$`s=2`
V1 V2
Min. : 0.1355 Min. : 0.2603
1st Qu.: 0.6649 1st Qu.: 0.8499
Median : 1.5260 Median : 1.8614
Mean : 4.4732 Mean : 4.8793
3rd Qu.: 3.5687 3rd Qu.: 3.8650
Max. :87.9436 Max. :86.3974
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: summary
n
[1] 100
alpha
[1] 0 1
omega
[1] 0.5
m
Min. 1st Qu. Median Mean 3rd Qu. Max.
10.00 11.25 12.50 12.50 13.75 15.00
rho
[1] -1
eta
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.1639 0.2042 0.3052 0.3194 0.3784 0.5652
delta
Min. 1st Qu. Median Mean 3rd Qu. Max.
-0.234936 -0.159422 -0.132331 -0.030544 0.006116 0.360858
> prob(y, 1:4)
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
[,1] [,2]
[1,] 0.9275928 3.3733485
[2,] 1.2527948 94.2783388
[3,] 19.9032688 0.9641710
[4,] 1.6257589 12.6043948
[5,] 7.2862186 0.8245277
[6,] 17.9802675 0.4199050
$`s=2`
[,1] [,2]
[1,] 2.0541462 11.7880114
[2,] 1.5926202 1.7485024
[3,] 0.6596424 3.5646346
[4,] 0.7535952 0.7745144
[5,] 1.4892470 1.4056916
[6,] 3.8954557 7.1355501
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: head
n
[1] 100
m
[1] 10 11 12 13 14 15
rho
[1] -1
alpha
[1] 0 1
omega
[1] 0.5
eta - mean
m=10 m=11 m=12 m=13 m=14 m=15
0.3229419 0.3340082 0.3288944 0.3727982 0.3025300 0.2550909
delta - mean
m=10 m=11 m=12 m=13 m=14 m=15
-0.005338270 0.002344339 0.001103852 0.076792099 -0.084000928 -0.174165921
RTDE object - prob (mean)
q=1 q=2 q=3 q=4
0.12500000 0.05338690 0.02275301 0.01573174
>
> plot(y, which=1)
>
>
> z <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N),
+ nbpoint=10:15, alpha=0:1, omega=1/2:3, keepdata=TRUE)
> z$fit$eta
, , m=10, s=1
o=0.5 o=0.333
a=0 0.3755748 0.4834944
a=1 0.3140858 0.2550388
, , m=11, s=1
o=0.5 o=0.333
a=0 0.4229254 0.4977591
a=1 0.3752414 0.3069459
, , m=12, s=1
o=0.5 o=0.333
a=0 0.4474693 0.4757438
a=1 0.4233565 0.2758457
, , m=13, s=1
o=0.5 o=0.333
a=0 0.4918688 0.4894433
a=1 0.5636678 0.3229910
, , m=14, s=1
o=0.5 o=0.333
a=0 0.4653155 0.4447998
a=1 0.4408624 0.2842622
, , m=15, s=1
o=0.5 o=0.333
a=0 0.4653155 0.4247584
a=1 0.4408624 0.3022992
, , m=10, s=2
o=0.5 o=0.333
a=0 0.2467404 0.2443295
a=1 0.2641127 0.2861184
, , m=11, s=2
o=0.5 o=0.333
a=0 0.2975948 0.2819596
a=1 0.3329500 3.4677315
, , m=12, s=2
o=0.5 o=0.333
a=0 0.2975948 0.2787649
a=1 0.3329500 0.5118676
, , m=13, s=2
o=0.5 o=0.333
a=0 0.3198702 0.2747995
a=1 0.4282548 0.3457114
, , m=14, s=2
o=0.5 o=0.333
a=0 0.3285866 0.2373028
a=1 0.4457449 0.1449785
, , m=15, s=2
o=0.5 o=0.333
a=0 0.3285866 0.2312928
a=1 0.4457449 0.2059518
>
> z
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
[,1] [,2]
[1,] 2.9354299 1.1154265
[2,] 1.7542993 1.0690930
[3,] 4.0124327 0.5848311
[4,] 1.3813614 0.3741359
[5,] 0.9611884 0.6484513
[6,] 1.8326773 3.0950289
$`s=2`
[,1] [,2]
[1,] 1.1292569 1.0147074
[2,] 9.4491447 1.8784522
[3,] 0.2394766 1.1097099
[4,] 1.4242899 0.4376212
[5,] 0.8871381 0.6551993
[6,] 3.1151460 1.3154208
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: head
n
[1] 100
m
[1] 10 11 12 13 14 15
rho
[1] -1
alpha
[1] 0 1
omega
[1] 0.5000000 0.3333333
eta - mean
m=10 m=11 m=12 m=13 m=14 m=15
0.3086868 0.7478885 0.3804491 0.4045758 0.3489816 0.3556015
delta - mean
m=10 m=11 m=12 m=13 m=14 m=15
-0.2172616 12.3019708 -0.1517145 -0.1685977 -0.2378274 -0.2677407
> summary(z)
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
V1 V2
Min. : 0.1751 Min. : 0.2132
1st Qu.: 0.6462 1st Qu.: 0.6274
Median : 1.3906 Median : 1.1546
Mean : 17.1365 Mean : 4.5083
3rd Qu.: 4.0740 3rd Qu.: 3.0997
Max. :666.4312 Max. :63.4930
$`s=2`
V1 V2
Min. : 0.2144 Min. : 0.2145
1st Qu.: 0.7602 1st Qu.: 0.6047
Median : 1.2484 Median : 1.2927
Mean : 5.0854 Mean : 5.3327
3rd Qu.: 3.0271 3rd Qu.: 3.2703
Max. :102.2623 Max. :67.7113
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: summary
n
[1] 100
alpha
[1] 0 1
omega
[1] 0.5000000 0.3333333
m
Min. 1st Qu. Median Mean 3rd Qu. Max.
10.00 11.25 12.50 12.50 13.75 15.00
rho
[1] -1
eta
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.1450 0.2837 0.3330 0.4244 0.4457 3.4677
delta
Min. 1st Qu. Median Mean 3rd Qu. Max.
-0.3330 -0.2901 -0.2440 1.8765 -0.1502 99.9999
> prob(z, 1:4)
RTDE object - simulated data
dataRTDE object: head
number of points 100
$`s=1`
[,1] [,2]
[1,] 2.9354299 1.1154265
[2,] 1.7542993 1.0690930
[3,] 4.0124327 0.5848311
[4,] 1.3813614 0.3741359
[5,] 0.9611884 0.6484513
[6,] 1.8326773 3.0950289
$`s=2`
[,1] [,2]
[1,] 1.1292569 1.0147074
[2,] 9.4491447 1.8784522
[3,] 0.2394766 1.1097099
[4,] 1.4242899 0.4376212
[5,] 0.8871381 0.6551993
[6,] 3.1151460 1.3154208
simulation setting
$nb
[1] 100
$marg
[1] "ufrechet"
$cop
[1] "indep"
$replicate
[1] 2
RTDE object - fit
fitRTDE object: head
n
[1] 100
m
[1] 10 11 12 13 14 15
rho
[1] -1
alpha
[1] 0 1
omega
[1] 0.5000000 0.3333333
eta - mean
m=10 m=11 m=12 m=13 m=14 m=15
0.3086868 0.7478885 0.3804491 0.4045758 0.3489816 0.3556015
delta - mean
m=10 m=11 m=12 m=13 m=14 m=15
-0.2172616 12.3019708 -0.1517145 -0.1685977 -0.2378274 -0.2677407
RTDE object - prob (mean)
q=1 q=2 q=3 q=4
0.11056627 0.08052969 0.05731826 0.04394826
>
> plot(z, which=1)
>
>
> #####
> # (2) simulation on multicore
>
> N <- 2
> n <- 100
> x <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N),
+ nbpoint=10:11, alpha=0, omega=1/2, core=2)
Error in serverSocket(port = port) :
creation of server socket failed: port 11454 cannot be opened
Calls: RTDE -> <Anonymous> -> makePSOCKcluster -> serverSocket
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Current CRAN status: OK: 13