Last updated on 2026-06-08 14:50:25 CEST.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.9-1 | 7.93 | 92.66 | 100.59 | OK | |
| r-devel-linux-x86_64-debian-gcc | 1.9-1 | 6.55 | 47.40 | 53.95 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 1.9-1 | 18.00 | 156.43 | 174.43 | OK | |
| r-devel-linux-x86_64-fedora-gcc | 1.9-1 | 16.00 | 154.34 | 170.34 | OK | |
| r-devel-windows-x86_64 | 1.9-1 | 15.00 | 136.00 | 151.00 | OK | |
| r-patched-linux-x86_64 | 1.9-1 | 10.11 | 87.83 | 97.94 | OK | |
| r-release-linux-x86_64 | 1.9-1 | 9.28 | 87.32 | 96.60 | OK | |
| r-release-macos-arm64 | 1.9-1 | 3.00 | 32.00 | 35.00 | OK | |
| r-release-macos-x86_64 | 1.9-1 | 8.00 | 109.00 | 117.00 | OK | |
| r-release-windows-x86_64 | 1.9-1 | 13.00 | 138.00 | 151.00 | OK | |
| r-oldrel-macos-arm64 | 1.9-1 | OK | ||||
| r-oldrel-macos-x86_64 | 1.9-1 | 8.00 | 130.00 | 138.00 | OK | |
| r-oldrel-windows-x86_64 | 1.9-1 | 16.00 | 159.00 | 175.00 | OK |
Version: 1.9-1
Check: examples
Result: ERROR
Running examples in ‘gmm-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: gmm
> ### Title: Generalized method of moment estimation
> ### Aliases: gmm gmmWithConst evalGmm
>
> ### ** Examples
>
>
> ## CAPM test with GMM
> data(Finance)
> r <- Finance[1:300, 1:10]
> rm <- Finance[1:300, "rm"]
> rf <- Finance[1:300, "rf"]
>
> z <- as.matrix(r-rf)
> t <- nrow(z)
> zm <- rm-rf
> h <- matrix(zm, t, 1)
> res <- gmm(z ~ zm, x = h)
> summary(res)
Call:
gmm(g = z ~ zm, x = h)
Method: twoStep
Kernel: Quadratic Spectral
Coefficients:
Estimate Std. Error t value Pr(>|t|)
WMK_(Intercept) -4.6697e-03 5.6646e-02 -8.2437e-02 9.3430e-01
UIS_(Intercept) 1.0235e-01 1.2550e-01 8.1550e-01 4.1478e-01
ORB_(Intercept) 1.4587e-01 2.0318e-01 7.1794e-01 4.7279e-01
MAT_(Intercept) 3.5895e-02 1.1021e-01 3.2571e-01 7.4464e-01
ABAX_(Intercept) 9.1742e-02 2.8806e-01 3.1848e-01 7.5012e-01
T_(Intercept) 2.3103e-02 7.7412e-02 2.9845e-01 7.6536e-01
EMR_(Intercept) 2.9929e-02 5.5176e-02 5.4243e-01 5.8753e-01
JCS_(Intercept) 1.1680e-01 1.5454e-01 7.5583e-01 4.4975e-01
VOXX_(Intercept) 2.0871e-02 1.8164e-01 1.1490e-01 9.0852e-01
ZOOM_(Intercept) -2.1914e-01 2.0235e-01 -1.0829e+00 2.7884e-01
WMK_zm 3.1719e-01 1.2569e-01 2.5236e+00 1.1616e-02
UIS_zm 1.2627e+00 2.2985e-01 5.4936e+00 3.9374e-08
ORB_zm 1.4939e+00 4.2834e-01 3.4877e+00 4.8725e-04
MAT_zm 1.0150e+00 2.1760e-01 4.6644e+00 3.0948e-06
ABAX_zm 1.0890e+00 5.7863e-01 1.8820e+00 5.9838e-02
T_zm 8.4898e-01 1.5383e-01 5.5188e+00 3.4124e-08
EMR_zm 7.4079e-01 9.9768e-02 7.4251e+00 1.1266e-13
JCS_zm 9.5882e-01 3.4791e-01 2.7559e+00 5.8526e-03
VOXX_zm 1.4822e+00 3.6950e-01 4.0113e+00 6.0384e-05
ZOOM_zm 2.0777e+00 3.2143e-01 6.4640e+00 1.0198e-10
J-Test: degrees of freedom is 0
J-test P-value
Test E(g)=0: 1.09701212145872e-28 *******
>
> ## linear tests can be performed using linearHypothesis from the car package
> ## The CAPM can be tested as follows:
>
> library(car)
Error in library(car) : there is no package called ‘car’
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 1.9-1
Check: re-building of vignette outputs
Result: NOTE
Note: skipping ‘gmm_with_R.rnw’ due to unavailable dependencies: 'car'
Flavor: r-devel-linux-x86_64-debian-gcc