• using R Under development (unstable) (2024-12-17 r87446 ucrt)
• using platform: x86_64-w64-mingw32
• R was compiled by     gcc.exe (GCC) 13.3.0     GNU Fortran (GCC) 13.3.0
• running under: Windows Server 2022 x64 (build 20348)
• using session charset: UTF-8
• checking for file 'tidyquant/DESCRIPTION' ... OK
• checking extension type ... Package
• this is package 'tidyquant' version '1.0.9'
• package encoding: UTF-8
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• checking whether package 'tidyquant' can be installed ... OK See the install log for details.
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• checking examples ... [18s] ERROR Running examples in 'tidyquant-Ex.R' failed The error most likely occurred in: > ### Name: tq_performance > ### Title: Computes a wide variety of summary performance metrics from > ### stock or portfolio returns > ### Aliases: tq_performance tq_performance_ tq_performance_fun_options > > ### ** Examples > > # Load libraries > library(dplyr) ######################### Warning from 'xts' package ########################## # # # The dplyr lag() function breaks how base R's lag() function is supposed to # # work, which breaks lag(my_xts). Calls to lag(my_xts) that you type or # # source() into this session won't work correctly. # # # # Use stats::lag() to make sure you're not using dplyr::lag(), or you can add # # conflictRules('dplyr', exclude = 'lag') to your .Rprofile to stop # # dplyr from breaking base R's lag() function. # # # # Code in packages is not affected. It's protected by R's namespace mechanism # # Set `options(xts.warn_dplyr_breaks_lag = FALSE)` to suppress this warning. # # # ############################################################################### Attaching package: 'dplyr' The following objects are masked from 'package:xts':     first, last The following objects are masked from 'package:stats':     filter, lag The following objects are masked from 'package:base':     intersect, setdiff, setequal, union > > # Use FANG data set > > # Get returns for individual stock components grouped by symbol > Ra <- FANG %>% + group_by(symbol) %>% + tq_transmute(adjusted, periodReturn, period = "monthly", col_rename = "Ra") > > # Get returns for SP500 as baseline > Rb <- "^GSPC" %>% + tq_get(get = "stock.prices", + from = "2010-01-01", + to = "2015-12-31") %>% + tq_transmute(adjusted, periodReturn, period = "monthly", col_rename = "Rb") > > # Merge stock returns with baseline > RaRb <- left_join(Ra, Rb, by = c("date" = "date")) > > ##### Performance Metrics ##### > > # View options > tq_performance_fun_options() $table.funs  [1] "table.AnnualizedReturns" "table.Arbitrary"  [3] "table.Autocorrelation" "table.CAPM"  [5] "table.CaptureRatios" "table.Correlation"  [7] "table.Distributions" "table.DownsideRisk"  [9] "table.DownsideRiskRatio" "table.DrawdownsRatio" [11] "table.HigherMoments" "table.InformationRatio" [13] "table.RollingPeriods" "table.SFM" [15] "table.SpecificRisk" "table.Stats" [17] "table.TrailingPeriods" "table.UpDownRatios" [19] "table.Variability" $CAPM.funs  [1] "CAPM.alpha" "CAPM.beta" "CAPM.beta.bear" "CAPM.beta.bull"  [5] "CAPM.CML" "CAPM.CML.slope" "CAPM.dynamic" "CAPM.epsilon"  [9] "CAPM.jensenAlpha" "CAPM.RiskPremium" "CAPM.SML.slope" "TimingRatio" [13] "MarketTiming" $SFM.funs [1] "SFM.alpha" "SFM.beta" "SFM.CML" "SFM.CML.slope" [5] "SFM.dynamic" "SFM.epsilon" "SFM.jensenAlpha" $descriptive.funs [1] "mean" "sd" "min" "max" [5] "cor" "mean.geometric" "mean.stderr" "mean.LCL" [9] "mean.UCL" $annualized.funs [1] "Return.annualized" "Return.annualized.excess" [3] "sd.annualized" "SharpeRatio.annualized" $VaR.funs [1] "VaR" "ES" "ETL" "CDD" "CVaR" $moment.funs  [1] "var" "cov" "skewness" "kurtosis"  [5] "CoVariance" "CoSkewness" "CoSkewnessMatrix" "CoKurtosis"  [9] "CoKurtosisMatrix" "M3.MM" "M4.MM" "BetaCoVariance" [13] "BetaCoSkewness" "BetaCoKurtosis" $drawdown.funs [1] "AverageDrawdown" "AverageLength" "AverageRecovery" [4] "DrawdownDeviation" "DrawdownPeak" "maxDrawdown" $Bacon.risk.funs [1] "MeanAbsoluteDeviation" "Frequency" "SharpeRatio" [4] "MSquared" "MSquaredExcess" "HurstIndex" $Bacon.regression.funs  [1] "CAPM.alpha" "CAPM.beta" "CAPM.epsilon" "CAPM.jensenAlpha"  [5] "SystematicRisk" "SpecificRisk" "TotalRisk" "TreynorRatio"  [9] "AppraisalRatio" "FamaBeta" "Selectivity" "NetSelectivity" $Bacon.relative.risk.funs [1] "ActivePremium" "ActiveReturn" "TrackingError" "InformationRatio" $Bacon.drawdown.funs [1] "PainIndex" "PainRatio" "CalmarRatio" "SterlingRatio" [5] "BurkeRatio" "MartinRatio" "UlcerIndex" $Bacon.downside.risk.funs  [1] "DownsideDeviation" "DownsidePotential" "DownsideFrequency"  [4] "SemiDeviation" "SemiVariance" "UpsideRisk"  [7] "UpsidePotentialRatio" "UpsideFrequency" "BernardoLedoitRatio" [10] "DRatio" "Omega" "OmegaSharpeRatio" [13] "OmegaExcessReturn" "SortinoRatio" "M2Sortino" [16] "Kappa" "VolatilitySkewness" "AdjustedSharpeRatio" [19] "SkewnessKurtosisRatio" "ProspectRatio" $misc.funs [1] "KellyRatio" "Modigliani" "UpDownRatios" > > # Get performance metrics > RaRb %>% + tq_performance(Ra = Ra, performance_fun = SharpeRatio, p = 0.95) # A tibble: 4 × 5 # Groups: symbol [4]   symbol `ESSharpe(Rf=0%,p=95%)` SemiSDSharpe(Rf=0%,p=9…¹ StdDevSharpe(Rf=0%,p…²   <chr> <dbl> <dbl> <dbl> 1 META 0.193 0.424 0.345 2 AMZN 0.215 0.339 0.314 3 NFLX 0.199 0.438 0.355 4 GOOG 0.213 0.354 0.296 # ℹ abbreviated names: ¹​`SemiSDSharpe(Rf=0%,p=95%)`, # ²​`StdDevSharpe(Rf=0%,p=95%)` # ℹ 1 more variable: `VaRSharpe(Rf=0%,p=95%)` <dbl> > > RaRb %>% + tq_performance(Ra = Ra, Rb = Rb, performance_fun = table.CAPM) Error in `dplyr::mutate()`: ℹ In argument: `nested.col = purrr::map(...)`. ℹ In group 1: `symbol = "AMZN"`. Caused by error in `purrr::map()`: ℹ In index: 1. Caused by error in `.coefficients()`: ! "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE Backtrace:      ▆   1. ├─RaRb %>% tq_performance(Ra = Ra, Rb = Rb, performance_fun = table.CAPM)   2. ├─tidyquant::tq_performance(., Ra = Ra, Rb = Rb, performance_fun = table.CAPM)   3. │ ├─tidyquant::tq_performance_(...)   4. │ └─tidyquant:::tq_performance_.grouped_df(...)   5. │ └─... %>% dplyr::group_by_at(.vars = group_names)   6. ├─dplyr::group_by_at(., .vars = group_names)   7. │ └─dplyr:::manip_at(...)   8. │ └─dplyr:::tbl_at_syms(...)   9. │ └─dplyr:::tbl_at_vars(...)  10. │ └─dplyr::tbl_vars(tbl)  11. │ ├─dplyr:::new_sel_vars(tbl_vars_dispatch(x), group_vars(x))  12. │ │ └─base::structure(...)  13. │ └─dplyr:::tbl_vars_dispatch(x)  14. ├─tidyr::unnest(., cols = nested.col)  15. ├─dplyr::select(., -"data")  16. ├─dplyr::mutate(...)  17. ├─dplyr:::mutate.data.frame(...)  18. │ └─dplyr:::mutate_cols(.data, dplyr_quosures(...), by)  19. │ ├─base::withCallingHandlers(...)  20. │ └─dplyr:::mutate_col(dots[[i]], data, mask, new_columns)  21. │ └─mask$eval_all_mutate(quo)  22. │ └─dplyr (local) eval()  23. ├─purrr::map(...)  24. │ └─purrr:::map_("list", .x, .f, ..., .progress = .progress)  25. │ ├─purrr:::with_indexed_errors(...)  26. │ │ └─base::withCallingHandlers(...)  27. │ ├─purrr:::call_with_cleanup(...)  28. │ └─tidyquant (local) .f(.x[[i]], ...)  29. │ └─base::tryCatch(...)  30. │ └─base (local) tryCatchList(expr, classes, parentenv, handlers)  31. │ └─base (local) tryCatchOne(expr, names, parentenv, handlers[[1L]])  32. │ └─value[[3L]](cond)  33. │ └─base::warning(e)  34. │ └─base::withRestarts(...)  35. │ └─base (local) withOneRestart(expr, restarts[[1L]])  36. │ └─base (local) doWithOneRestart(return(expr), restart)  37. └─purrr (local) `<fn>`(`<smplErrr>`)  38. └─cli::cli_abort(...)  39. └─rlang::abort(...) Execution halted
• checking for unstated dependencies in 'tests' ... OK
• checking tests ... [10s] ERROR   Running 'testthat.R' [10s] Running the tests in 'tests/testthat.R' failed. Complete output:   > # This file is part of the standard setup for testthat.   > # It is recommended that you do not modify it.   > #   > # Where should you do additional test configuration?   > # Learn more about the roles of various files in:   > # * https://r-pkgs.org/testing-design.html#sec-tests-files-overview   > # * https://testthat.r-lib.org/articles/special-files.html   >   > library(testthat)   > library(tidyquant)   ── Attaching core tidyquant packages ──────────────────────── tidyquant 1.0.9 ──   ✔ PerformanceAnalytics 2.0.8 ✔ quantmod 0.4.26   ✔ TTR 0.24.4 ✔ xts 0.14.1   ── Conflicts ────────────────────────────────────────── tidyquant_conflicts() ──   ✖ zoo::as.Date() masks base::as.Date()   ✖ zoo::as.Date.numeric() masks base::as.Date.numeric()   ✖ PerformanceAnalytics::legend() masks graphics::legend()   ✖ quantmod::summary() masks base::summary()   ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors   >   > test_check("tidyquant")   [ FAIL 1 | WARN 0 | SKIP 5 | PASS 60 ]      ══ Skipped tests (5) ═══════════════════════════════════════════════════════════   • On CRAN (4): 'test-index-tq_index.R:16:5', 'test-index_tq_exchange.R:18:5',     'test-tq_portfolio.R:4:1', 'test-tq_transmute.R:2:1'   • On Windows (1): 'test-index_tq_exchange.R:32:5'      ══ Failed tests ════════════════════════════════════════════════════════════════   ── Error ('test-tq_performance.R:27:1'): (code run outside of `test_that()`) ───   <dplyr:::mutate_error/rlang_error/error/condition>   Error in `dplyr::mutate(., nested.col = purrr::map(.x = data, .f = tq_performance_.tbl_df,       Ra = Ra, Rb = Rb, performance_fun = performance_fun, ...))`: ℹ In argument: `nested.col = purrr::map(...)`.   ℹ In group 1: `symbol = "AAPL"`.   Caused by error in `purrr::map()`:   ℹ In index: 1.   Caused by error in `.coefficients()`:   ! "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE      [ FAIL 1 | WARN 0 | SKIP 5 | PASS 60 ]   Error: Test failures   Execution halted
• checking for unstated dependencies in vignettes ... OK
• checking package vignettes ... OK
• checking re-building of vignette outputs ... [78s] ERROR Error(s) in re-building vignettes: --- re-building 'TQ00-introduction-to-tidyquant.Rmd' using rmarkdown --- finished re-building 'TQ00-introduction-to-tidyquant.Rmd' --- re-building 'TQ01-core-functions-in-tidyquant.Rmd' using rmarkdown --- finished re-building 'TQ01-core-functions-in-tidyquant.Rmd' --- re-building 'TQ02-quant-integrations-in-tidyquant.Rmd' using rmarkdown --- finished re-building 'TQ02-quant-integrations-in-tidyquant.Rmd' --- re-building 'TQ03-scaling-and-modeling-with-tidyquant.Rmd' using rmarkdown --- finished re-building 'TQ03-scaling-and-modeling-with-tidyquant.Rmd' --- re-building 'TQ04-charting-with-tidyquant.Rmd' using rmarkdown --- finished re-building 'TQ04-charting-with-tidyquant.Rmd' --- re-building 'TQ05-performance-analysis-with-tidyquant.Rmd' using rmarkdown Quitting from lines 112-117 [unnamed-chunk-6] (TQ05-performance-analysis-with-tidyquant.Rmd) Error: processing vignette 'TQ05-performance-analysis-with-tidyquant.Rmd' failed with diagnostics: ℹ In argument: `nested.col = purrr::map(...)`. ℹ In group 1: `symbol = "AAPL"`. Caused by error in `purrr::map()`: ℹ In index: 1. Caused by error in `.coefficients()`: ! "package:RobStatTM" %in% search() || requireNamespace("RobStatTM", .... is not TRUE --- failed re-building 'TQ05-performance-analysis-with-tidyquant.Rmd' --- re-building 'TQ06-excel-in-r.Rmd' using rmarkdown --- finished re-building 'TQ06-excel-in-r.Rmd' SUMMARY: processing the following file failed:   'TQ05-performance-analysis-with-tidyquant.Rmd' Error: Vignette re-building failed. Execution halted
• checking PDF version of manual ... [30s] OK
• checking HTML version of manual ... [6s] OK
• DONE

Status: 3 ERRORs