Last updated on 2026-03-26 08:50:19 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 0.4.5 | 7.93 | 88.77 | 96.70 | OK | |
| r-devel-linux-x86_64-debian-gcc | 0.4.5 | 4.57 | 60.65 | 65.22 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 0.4.5 | 14.00 | 141.52 | 155.52 | OK | |
| r-devel-linux-x86_64-fedora-gcc | 0.4.5 | 14.00 | 145.31 | 159.31 | OK | |
| r-devel-macos-arm64 | 0.4.5 | 2.00 | 31.00 | 33.00 | OK | |
| r-devel-windows-x86_64 | 0.4.5 | 10.00 | 105.00 | 115.00 | OK | |
| r-patched-linux-x86_64 | 0.4.5 | 7.91 | 77.46 | 85.37 | OK | |
| r-release-linux-x86_64 | 0.4.5 | 5.09 | 77.38 | 82.47 | OK | |
| r-release-macos-arm64 | 0.4.5 | 2.00 | 30.00 | 32.00 | OK | |
| r-release-macos-x86_64 | 0.4.5 | 5.00 | 101.00 | 106.00 | OK | |
| r-release-windows-x86_64 | 0.4.5 | 11.00 | 107.00 | 118.00 | OK | |
| r-oldrel-macos-arm64 | 0.4.5 | 2.00 | 38.00 | 40.00 | OK | |
| r-oldrel-macos-x86_64 | 0.4.5 | 5.00 | 139.00 | 144.00 | OK | |
| r-oldrel-windows-x86_64 | 0.4.5 | 13.00 | 128.00 | 141.00 | OK |
Version: 0.4.5
Check: examples
Result: ERROR
Running examples in ‘tidyfinance-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: estimate_fama_macbeth
> ### Title: Estimate Fama-MacBeth Regressions
> ### Aliases: estimate_fama_macbeth
>
> ### ** Examples
>
> set.seed(1234)
>
> data <- tibble::tibble(
+ date = rep(seq.Date(from = as.Date("2020-01-01"),
+ to = as.Date("2020-12-01"), by = "month"), each = 50),
+ permno = rep(1:50, times = 12),
+ ret_excess = rnorm(600, 0, 0.1),
+ beta = rnorm(600, 1, 0.2),
+ bm = rnorm(600, 0.5, 0.1),
+ log_mktcap = rnorm(600, 10, 1)
+ )
>
> estimate_fama_macbeth(data, "ret_excess ~ beta + bm + log_mktcap")
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Error in `mutate()`:
ℹ In argument: `standard_error = purrr::map_dbl(model,
~compute_standard_error(., vcov, vcov_options))`.
Caused by error in `purrr::map_dbl()`:
ℹ In index: 1.
Caused by error in `bwNeweyWest()`:
! VAR(1) prewhitening of estimating functions failed
Backtrace:
▆
1. ├─tidyfinance::estimate_fama_macbeth(data, "ret_excess ~ beta + bm + log_mktcap")
2. │ ├─dplyr::select(...)
3. │ ├─dplyr::mutate(...)
4. │ ├─dplyr::mutate(...)
5. │ └─dplyr:::mutate.data.frame(...)
6. │ └─dplyr:::mutate_cols(.data, dplyr_quosures(...), by)
7. │ ├─base::withCallingHandlers(...)
8. │ └─dplyr:::mutate_col(dots[[i]], data, mask, new_columns)
9. │ └─mask$eval_all_mutate(quo)
10. │ └─dplyr (local) eval()
11. ├─purrr::map_dbl(model, ~compute_standard_error(., vcov, vcov_options))
12. │ └─purrr:::map_("double", .x, .f, ..., .progress = .progress)
13. │ ├─purrr:::with_indexed_errors(...)
14. │ │ └─base::withCallingHandlers(...)
15. │ ├─purrr:::call_with_cleanup(...)
16. │ └─tidyfinance (local) .f(.x[[i]], ...)
17. │ └─tidyfinance (local) compute_standard_error(., vcov, vcov_options)
18. │ ├─base::do.call(sandwich::NeweyWest, c(list(model), vcov_options))
19. │ └─sandwich (local) `<fn>`(`<lm>`)
20. │ └─sandwich::bwNeweyWest(...)
21. │ └─base::stop(...)
22. └─base::.handleSimpleError(...)
23. └─purrr (local) h(simpleError(msg, call))
24. └─cli::cli_abort(...)
25. └─rlang::abort(...)
Execution halted
Examples with CPU (user + system) or elapsed time > 5s
user system elapsed
estimate_betas 4.497 0.03 5.959
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 0.4.5
Check: tests
Result: ERROR
Running ‘testthat.R’ [4s/5s]
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(tidyfinance)
>
> test_check("tidyfinance")
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Saving _problems/test-estimate_fama_macbeth-93.R
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Saving _problems/test-estimate_fama_macbeth-119.R
[ FAIL 2 | WARN 1 | SKIP 8 | PASS 86 ]
══ Skipped tests (8) ═══════════════════════════════════════════════════════════
• On CRAN (8): 'test-create_wrds_dummy_database.R:2:3',
'test-create_wrds_dummy_database.R:12:3',
'test-download_data_constituents.R:2:3', 'test-download_data_factors.R:2:3',
'test-download_data_fred.R:2:3', 'test-download_data_fred.R:14:3',
'test-download_data_macro_predictors.R:2:3', 'test-download_data_osap.R:2:3'
══ Failed tests ════════════════════════════════════════════════════════════════
── Error ('test-estimate_fama_macbeth.R:89:3'): estimate_fama_macbeth works with valid newey-west vcov ──
<dplyr:::mutate_error/rlang_error/error/condition>
Error in `mutate(tidyr::nest(cross_sections, data = c(all_of(data_options$date), value)), model = purrr::map(data, ~lm("value ~ 1", data = .)), risk_premium = purrr::map_dbl(model, ~.$coefficients), n = purrr::map_dbl(data, nrow), standard_error = purrr::map_dbl(model, ~compute_standard_error(., vcov, vcov_options)))`: i In argument: `standard_error = purrr::map_dbl(model, ~compute_standard_error(., vcov, vcov_options))`.
Caused by error in `purrr::map_dbl()`:
i In index: 1.
Caused by error in `bwNeweyWest()`:
! VAR(1) prewhitening of estimating functions failed
── Error ('test-estimate_fama_macbeth.R:119:3'): estimate_fama_macbeth computes correct number of rows ──
<dplyr:::mutate_error/rlang_error/error/condition>
Error in `mutate(tidyr::nest(cross_sections, data = c(all_of(data_options$date), value)), model = purrr::map(data, ~lm("value ~ 1", data = .)), risk_premium = purrr::map_dbl(model, ~.$coefficients), n = purrr::map_dbl(data, nrow), standard_error = purrr::map_dbl(model, ~compute_standard_error(., vcov, vcov_options)))`: i In argument: `standard_error = purrr::map_dbl(model, ~compute_standard_error(., vcov, vcov_options))`.
Caused by error in `purrr::map_dbl()`:
i In index: 1.
Caused by error in `bwNeweyWest()`:
! VAR(1) prewhitening of estimating functions failed
[ FAIL 2 | WARN 1 | SKIP 8 | PASS 86 ]
Error:
! Test failures.
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc