* using log directory 'd:/Rcompile/CRANpkg/local/3.3/lfe.Rcheck' * using R version 3.3.3 (2017-03-06) * using platform: x86_64-w64-mingw32 (64-bit) * using session charset: ISO8859-1 * checking for file 'lfe/DESCRIPTION' ... OK * this is package 'lfe' version '2.6-2291' * checking package namespace information ... OK * checking package dependencies ... OK * checking if this is a source package ... OK * checking if there is a namespace ... OK * checking for hidden files and directories ... OK * checking for portable file names ... OK * checking whether package 'lfe' can be installed ... OK * checking installed package size ... OK * checking package directory ... OK * checking 'build' directory ... OK * checking DESCRIPTION meta-information ... OK * checking top-level files ... OK * checking for left-over files ... OK * checking index information ... OK * checking package subdirectories ... OK * checking R files for non-ASCII characters ... OK * checking R files for syntax errors ... OK * loading checks for arch 'i386' ** checking whether the package can be loaded ... OK ** checking whether the package can be loaded with stated dependencies ... OK ** checking whether the package can be unloaded cleanly ... OK ** checking whether the namespace can be loaded with stated dependencies ... OK ** checking whether the namespace can be unloaded cleanly ... OK ** checking loading without being on the library search path ... OK ** checking use of S3 registration ... OK * loading checks for arch 'x64' ** checking whether the package can be loaded ... OK ** checking whether the package can be loaded with stated dependencies ... OK ** checking whether the package can be unloaded cleanly ... OK ** checking whether the namespace can be loaded with stated dependencies ... OK ** checking whether the namespace can be unloaded cleanly ... OK ** checking loading without being on the library search path ... OK ** checking use of S3 registration ... OK * checking dependencies in R code ... OK * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking R code for possible problems ... OK * checking Rd files ... OK * checking Rd metadata ... OK * checking Rd cross-references ... OK * checking for missing documentation entries ... OK * checking for code/documentation mismatches ... OK * checking Rd \usage sections ... OK * checking Rd contents ... OK * checking for unstated dependencies in examples ... OK * checking line endings in C/C++/Fortran sources/headers ... OK * checking line endings in Makefiles ... OK * checking compilation flags in Makevars ... OK * checking for GNU extensions in Makefiles ... OK * checking for portable use of $(BLAS_LIBS) and $(LAPACK_LIBS) ... OK * checking compiled code ... OK * checking sizes of PDF files under 'inst/doc' ... OK * checking installed files from 'inst/doc' ... OK * checking files in 'vignettes' ... OK * checking examples ... ** running examples for arch 'i386' ... [11s] OK ** checking differences from 'lfe-Ex_i386.Rout' to 'lfe-Ex.Rout.save' ... OK 169c169 < [1] 0.0004447348 --- > [1] 0.0004464837 353,355c353,355 < blue 3.060994e-11 -3.599203e-11 2.015080e-11 < green 2.548085e-11 -3.126924e-11 2.381344e-11 < red -4.700121e-11 5.643630e-11 -3.724253e-11 --- > blue 1.832421e-12 -5.045401e-11 1.211166e-11 > green 1.862484e-12 -4.625585e-11 5.738506e-12 > red -3.115460e-12 8.128143e-11 -1.470903e-11 359,361c359,361 < blue 3.088562e-18 -1.143598e-17 5.768280e-18 < green -6.248947e-19 1.489102e-17 -3.506298e-17 < red -2.100140e-17 -3.259395e-17 -4.842770e-18 --- > blue -2.051028e-17 9.444344e-18 -3.574544e-17 > green -8.673617e-18 3.469447e-19 5.172753e-18 > red -6.370692e-18 3.396477e-17 1.075067e-17 365,367c365,367 < blue -2.397387e-11 9.100641e-12 1.789387e-11 < green 9.391073e-12 5.362582e-12 -2.087638e-11 < red 1.307986e-11 -1.429487e-11 4.728885e-12 --- > blue -1.744820e-11 2.885894e-11 -1.650047e-11 > green 1.293615e-11 -5.983123e-12 1.088000e-11 > red 3.143348e-12 -2.130632e-11 4.387097e-12 371,373c371,373 < blue 2.368314e-12 1.676022e-12 -5.536613e-12 < green 2.811084e-12 -1.155734e-12 -2.627220e-12 < red -5.774245e-12 -6.359207e-13 9.171416e-12 --- > blue 3.539578e-12 -1.447864e-12 2.761446e-12 > green 1.931682e-12 -3.174342e-12 2.132959e-12 > red -6.139949e-12 5.127238e-12 -5.476854e-12 797c797 < > ### Aliases: lfe-package lfe --- > > ### Aliases: lfe lfe-package 1045c1045,1052 < 0.17454350 0.46534907 0.02614234 1.22465055 --- > 0.17451096 0.46528974 0.02610547 1.22465745 > > ## No test: > > # the covariance matrix: > > nlexpect(est, tcrossprod(as.matrix(c(x1-pt1,x2-pt2)))) > x1 x2 > x1 0.02612555 -0.1222348 > x2 -0.12223476 1.2249513 > > ## End(No test) 1058a1066,1107 > > ## No test: > > # then a joint test. Here we find the probability that > > # we are further from origo than the point estimates, measured > > # in a variance normalized coordinate system. > > waldtest(est, ~ x1 | x2)['p.F'] > p.F > 0.157677 > > #inverse cholesky > > ich <- solve(t(chol(vcov(est)[c('x1','x2'), c('x1','x2')]))) > > # convert to normalized coordinates > > nz <- sum((ich %*% c(pt1,pt2))^2) > > # find probability that we're further away > > nlexpect(est, sum((ich %*% c(x1-pt1,x2-pt2))^2) > nz) > [1] 0.1577703 > > # or use the .z argument provided automatically > > nlexpect(est, sum(.z^2) > nz, coefs=c('x1','x2')) > [1] 0.1577703 > > > > # Non-linear test: > > f <- function(x) c(poly=x[['x1']]*(6*x[['x1']]-x[['x2']]^2)) > > waldtest(est, f)['p.F'] > p.F > 0.7432511 > > # In general, for a function f, the non-linear Wald test is something like > > # the following: > > # expected value of function > > Ef <- nlexpect(est, f, coefs=c('x1','x2')) > > # point value of function > > Pf <- f(c(pt1,pt2)) > > # similar to a Wald test: > > nlexpect(est, function(x) (f(x)-Ef)^2 > Pf^2, c('x1','x2')) > poly > 0.6828497 > > # one-sided > > nlexpect(est, function(x) f(x)-Ef > abs(Pf), c('x1','x2')) > poly > 0.2683363 > > # other sided > > nlexpect(est, function(x) f(x)-Ef < -abs(Pf), c('x1','x2')) > poly > 0.4144826 > > ## End(No test) Warning message: running command 'diff -bw "D:\temp\RtmpUhmHN0\Rdiffa3db833ce5014" "D:\temp\RtmpUhmHN0\Rdiffb3db8617431b"' had status 1 ** running examples for arch 'x64' ... [13s] OK ** checking differences from 'lfe-Ex_x64.Rout' to 'lfe-Ex.Rout.save' ... OK 797c797 < > ### Aliases: lfe-package lfe --- > > ### Aliases: lfe lfe-package 1045c1045,1052 < 0.17451098 0.46528969 0.02610547 1.22466071 --- > 0.17451096 0.46528974 0.02610547 1.22465745 > > ## No test: > > # the covariance matrix: > > nlexpect(est, tcrossprod(as.matrix(c(x1-pt1,x2-pt2)))) > x1 x2 > x1 0.02612555 -0.1222348 > x2 -0.12223476 1.2249513 > > ## End(No test) 1058a1066,1107 > > ## No test: > > # then a joint test. Here we find the probability that > > # we are further from origo than the point estimates, measured > > # in a variance normalized coordinate system. > > waldtest(est, ~ x1 | x2)['p.F'] > p.F > 0.157677 > > #inverse cholesky > > ich <- solve(t(chol(vcov(est)[c('x1','x2'), c('x1','x2')]))) > > # convert to normalized coordinates > > nz <- sum((ich %*% c(pt1,pt2))^2) > > # find probability that we're further away > > nlexpect(est, sum((ich %*% c(x1-pt1,x2-pt2))^2) > nz) > [1] 0.1577703 > > # or use the .z argument provided automatically > > nlexpect(est, sum(.z^2) > nz, coefs=c('x1','x2')) > [1] 0.1577703 > > > > # Non-linear test: > > f <- function(x) c(poly=x[['x1']]*(6*x[['x1']]-x[['x2']]^2)) > > waldtest(est, f)['p.F'] > p.F > 0.7432511 > > # In general, for a function f, the non-linear Wald test is something like > > # the following: > > # expected value of function > > Ef <- nlexpect(est, f, coefs=c('x1','x2')) > > # point value of function > > Pf <- f(c(pt1,pt2)) > > # similar to a Wald test: > > nlexpect(est, function(x) (f(x)-Ef)^2 > Pf^2, c('x1','x2')) > poly > 0.6828497 > > # one-sided > > nlexpect(est, function(x) f(x)-Ef > abs(Pf), c('x1','x2')) > poly > 0.2683363 > > # other sided > > nlexpect(est, function(x) f(x)-Ef < -abs(Pf), c('x1','x2')) > poly > 0.4144826 > > ## End(No test) Warning message: running command 'diff -bw "D:\temp\RtmpEJPWIy\Rdiffa27e5c3a013af3" "D:\temp\RtmpEJPWIy\Rdiffb27e5cc4e7b"' had status 1 * checking for unstated dependencies in 'tests' ... OK * checking tests ... ** running tests for arch 'i386' ... [43s] OK Running 'anomalies.R' [2s] Comparing 'anomalies.Rout' to 'anomalies.Rout.save' ... OK Running 'bctest.R' [2s] Comparing 'bctest.Rout' to 'bctest.Rout.save' ... OK Running 'cgsolve.R' [2s] Comparing 'cgsolve.Rout' to 'cgsolve.Rout.save' ... OK Running 'cluster.R' [2s] Comparing 'cluster.Rout' to 'cluster.Rout.save' ... OK Running 'comparelm.R' [2s] Comparing 'comparelm.Rout' to 'comparelm.Rout.save' ... OK Running 'degenerate.R' [2s] Comparing 'degenerate.Rout' to 'degenerate.Rout.save' ... OK Running 'efcheck.R' [3s] Comparing 'efcheck.Rout' to 'efcheck.Rout.save' ... OK Running 'fourfac.R' [3s] Comparing 'fourfac.Rout' to 'fourfac.Rout.save' ... OK Running 'intact.R' [2s] Comparing 'intact.Rout' to 'intact.Rout.save' ... OK Running 'interact.R' [2s] Comparing 'interact.Rout' to 'interact.Rout.save' ... OK Running 'ivtest.R' [2s] Comparing 'ivtest.Rout' to 'ivtest.Rout.save' ... OK Running 'lfetest.R' [2s] Comparing 'lfetest.Rout' to 'lfetest.Rout.save' ...41c41 < 3 1.03e-09 2.47e-09 --- > 3 4.65e-10 1.30e-10 43c43 < 5 -2.24e-08 -2.71e-08 --- > 5 -2.28e-08 -2.91e-08 57c57 < [3,] 1.03e-09 2.47e-09 --- > [3,] 4.65e-10 1.30e-10 59c59 < [5,] -2.24e-08 -2.71e-08 --- > [5,] -2.28e-08 -2.91e-08 Running 'mlhs.R' [4s] Comparing 'mlhs.Rout' to 'mlhs.Rout.save' ... OK Running 'multiway.R' [2s] Comparing 'multiway.Rout' to 'multiway.Rout.save' ... OK Running 'naomit.R' [2s] Comparing 'naomit.Rout' to 'naomit.Rout.save' ... OK Running 'nonest.R' [2s] Comparing 'nonest.Rout' to 'nonest.Rout.save' ... OK Running 'onefac.R' [2s] Comparing 'onefac.Rout' to 'onefac.Rout.save' ... OK Running 'verify.R' [3s] Comparing 'verify.Rout' to 'verify.Rout.save' ... OK Running 'weights.R' [3s] Comparing 'weights.Rout' to 'weights.Rout.save' ... OK ** running tests for arch 'x64' ... [52s] OK Running 'anomalies.R' [3s] Comparing 'anomalies.Rout' to 'anomalies.Rout.save' ... OK Running 'bctest.R' [3s] Comparing 'bctest.Rout' to 'bctest.Rout.save' ... OK Running 'cgsolve.R' [2s] Comparing 'cgsolve.Rout' to 'cgsolve.Rout.save' ... OK Running 'cluster.R' [2s] Comparing 'cluster.Rout' to 'cluster.Rout.save' ... OK Running 'comparelm.R' [2s] Comparing 'comparelm.Rout' to 'comparelm.Rout.save' ... OK Running 'degenerate.R' [2s] Comparing 'degenerate.Rout' to 'degenerate.Rout.save' ... OK Running 'efcheck.R' [3s] Comparing 'efcheck.Rout' to 'efcheck.Rout.save' ... OK Running 'fourfac.R' [3s] Comparing 'fourfac.Rout' to 'fourfac.Rout.save' ... OK Running 'intact.R' [3s] Comparing 'intact.Rout' to 'intact.Rout.save' ... OK Running 'interact.R' [3s] Comparing 'interact.Rout' to 'interact.Rout.save' ... OK Running 'ivtest.R' [2s] Comparing 'ivtest.Rout' to 'ivtest.Rout.save' ... OK Running 'lfetest.R' [2s] Comparing 'lfetest.Rout' to 'lfetest.Rout.save' ... OK Running 'mlhs.R' [5s] Comparing 'mlhs.Rout' to 'mlhs.Rout.save' ... OK Running 'multiway.R' [2s] Comparing 'multiway.Rout' to 'multiway.Rout.save' ... OK Running 'naomit.R' [2s] Comparing 'naomit.Rout' to 'naomit.Rout.save' ... OK Running 'nonest.R' [2s] Comparing 'nonest.Rout' to 'nonest.Rout.save' ... OK Running 'onefac.R' [2s] Comparing 'onefac.Rout' to 'onefac.Rout.save' ... OK Running 'verify.R' [4s] Comparing 'verify.Rout' to 'verify.Rout.save' ... OK Running 'weights.R' [3s] Comparing 'weights.Rout' to 'weights.Rout.save' ... OK * checking for unstated dependencies in vignettes ... OK * checking package vignettes in 'inst/doc' ... OK * checking re-building of vignette outputs ... [65s] OK * checking PDF version of manual ... OK * DONE Status: OK