* using log directory ‘/home/hornik/tmp/R.check/r-devel-clang/Work/PKGS/ExtremeRisks.Rcheck’
* using R Under development (unstable) (2025-02-26 r87830)
* using platform: x86_64-pc-linux-gnu
* R was compiled by
    Debian clang version 19.1.7 (1+b1)
    Debian flang-new version 19.1.7 (1+b1)
* running under: Debian GNU/Linux trixie/sid
* using session charset: UTF-8
* checking for file ‘ExtremeRisks/DESCRIPTION’ ... OK
* this is package ‘ExtremeRisks’ version ‘0.0.4’
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See 'https://www.r-project.org/nosvn/R.check/r-devel-linux-x86_64-debian-clang/ExtremeRisks-00install.html' for details.
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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"}.
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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"}.
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* DONE
Status: 1 NOTE