Last updated on 2026-03-26 05:50:55 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.9-1 | 10.13 | 92.40 | 102.53 | OK | |
| r-devel-linux-x86_64-debian-gcc | 1.9-1 | 7.43 | 58.71 | 66.14 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 1.9-1 | 18.00 | 150.24 | 168.24 | OK | |
| r-devel-linux-x86_64-fedora-gcc | 1.9-1 | 17.00 | 159.28 | 176.28 | OK | |
| r-devel-macos-arm64 | 1.9-1 | 3.00 | 29.00 | 32.00 | OK | |
| r-devel-windows-x86_64 | 1.9-1 | 14.00 | 135.00 | 149.00 | OK | |
| r-patched-linux-x86_64 | 1.9-1 | 10.35 | 83.46 | 93.81 | OK | |
| r-release-linux-x86_64 | 1.9-1 | 9.60 | 84.15 | 93.75 | OK | |
| r-release-macos-arm64 | 1.9-1 | OK | ||||
| r-release-macos-x86_64 | 1.9-1 | 8.00 | 130.00 | 138.00 | OK | |
| r-release-windows-x86_64 | 1.9-1 | 14.00 | 131.00 | 145.00 | OK | |
| r-oldrel-macos-arm64 | 1.9-1 | OK | ||||
| r-oldrel-macos-x86_64 | 1.9-1 | 8.00 | 127.00 | 135.00 | OK | |
| r-oldrel-windows-x86_64 | 1.9-1 | 19.00 | 157.00 | 176.00 | 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: confint
> ### Title: Confidence intervals for GMM or GEL
> ### Aliases: confint.gel confint.ategel confint.gmm print.confint
>
> ### ** Examples
>
> #################
> n = 500
> phi<-c(.2,.7)
> thet <- 0
> sd <- .2
> x <- matrix(arima.sim(n = n, list(order = c(2,0,1), ar = phi, ma = thet, sd = sd)), ncol = 1)
> y <- x[7:n]
> ym1 <- x[6:(n-1)]
> ym2 <- x[5:(n-2)]
>
> H <- cbind(x[4:(n-3)], x[3:(n-4)], x[2:(n-5)], x[1:(n-6)])
> g <- y ~ ym1 + ym2
> x <- H
> t0 <- c(0,.5,.5)
>
> resGel <- gel(g, x, t0)
>
> confint(resGel)
Direct Wald type confidence interval
#######################################
0.025 0.975
(Intercept) -0.092496 0.086024
ym1 0.127994 0.367906
ym2 0.494987 0.745368
> confint(resGel, level = 0.90)
Direct Wald type confidence interval
#######################################
0.05 0.95
(Intercept) -0.078146 0.071673
ym1 0.147280 0.348620
ym2 0.515115 0.725240
> confint(resGel, lambda = TRUE)
Direct Wald type confidence interval
#######################################
0.025 0.975
Lam((Intercept)) -0.00021469 0.00045749
Lam(h1) -0.02118759 0.08240052
Lam(h2) -0.08258353 0.02390353
Lam(h3) -0.16121970 0.01337339
Lam(h4) -0.01140840 0.15908415
>
> ########################
>
> resGmm <- gmm(g, x)
>
> confint(resGmm)
Wald type confidence interval
#######################################
0.025 0.975
(Intercept) -0.085845 0.077647
ym1 0.123750 0.371137
ym2 0.486672 0.744158
> confint(resGmm, level = 0.90)
Wald type confidence interval
#######################################
0.05 0.95
(Intercept) -0.072703 0.064504
ym1 0.143637 0.351250
ym2 0.507370 0.723459
>
> ## Confidence interval with inversion of the LR, LM or J test.
> ##############################################################
>
> set.seed(112233)
> x <- rt(40, 3)
> y <- x+rt(40,3)
> # Simple interval on the mean
> res <- gel(x~1, ~1, method="Brent", lower=-4, upper=4)
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Error in AllArg$bw(obj, order.by = AllArg$order.by, kernel = AllArg$kernel, :
VAR(1) prewhitening of estimating functions failed
Calls: gel ... FinRes.baseGmm.res -> .weightFct -> .myKernHAC -> <Anonymous>
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc