Validation Report - Dowd@0.12
Context
This report is fully automated and builds on rhub/ref-image image. Documents the installation of this package on an open source R environment, focusing on:
- Installation environment description
- Testing coverage
It is limited to assess whether unit tests and documentation are present and can execute without error. An assessment would be required that the tests and documentation are meaningful.
Package Dowd
Metric based risk assessment
The following metrics are derived from the riskmetric R package.
| has_news | 0 |
| exported_namespace | 147 |
| has_vignettes | 0 |
| export_help | 147 |
| has_website | FALSE |
| has_maintainer | Dinesh Acharya dines.acharya@gmail.com |
| bugs_status | package DESCRIPTION does not have a BugReports field |
| has_bug_reports_url | 0 |
| downloads_1yr | 3317 |
| reverse_dependencies | 0 |
| has_examples | 1 |
| dependencies | 3 |
| license | GPL |
Package general assessment: Coverage, check results, size, download the last year, reverse dependencies and number of dependencies.
Dependencies
Overall the package has these dependencies:
| package | type | |
|---|---|---|
| 1 | bootstrap | Depends |
| 2 | MASS | Depends |
| 3 | forecast | Depends |
Package dependencies
Reverse dependencies
Overall the package has 0 reverse dependencies:
Namespace
Overall the package has 147 exported objects. 147 are documented:
AdjustedNormalESHotspots
TRUE
AdjustedNormalVaRHotspots
TRUE
AdjustedVarianceCovarianceES
TRUE
AdjustedVarianceCovarianceVaR
TRUE
ADTestStat
TRUE
AmericanPutESBinomial
TRUE
AmericanPutESSim
TRUE
AmericanPutPriceBinomial
TRUE
AmericanPutVaRBinomial
TRUE
BinomialBacktest
TRUE
BlackScholesCallESSim
TRUE
BlackScholesCallPrice
TRUE
BlackScholesPutESSim
TRUE
BlackScholesPutPrice
TRUE
BlancoIhleBacktest
TRUE
BootstrapES
TRUE
BootstrapESConfInterval
TRUE
BootstrapESFigure
TRUE
BootstrapVaR
TRUE
BootstrapVaRConfInterval
TRUE
BootstrapVaRFigure
TRUE
BoxCoxES
TRUE
BoxCoxVaR
TRUE
CdfOfSumUsingGaussianCopula
TRUE
CdfOfSumUsingGumbelCopula
TRUE
CdfOfSumUsingProductCopula
TRUE
ChristoffersenBacktestForIndependence
TRUE
ChristoffersenBacktestForUnconditionalCoverage
TRUE
CornishFisherES
TRUE
CornishFisherVaR
TRUE
DBPensionVaR
TRUE
DCPensionVaR
TRUE
DefaultRiskyBondVaR
TRUE
FilterStrategyLogNormalVaR
TRUE
FrechetES
TRUE
FrechetESPlot2DCl
TRUE
FrechetVaR
TRUE
FrechetVaRPlot2DCl
TRUE
GaussianCopulaVaR
TRUE
GParetoES
TRUE
GParetoMEFPlot
TRUE
GParetoMultipleMEFPlot
TRUE
GParetoVaR
TRUE
GumbelCopulaVaR
TRUE
GumbelES
TRUE
GumbelESPlot2DCl
TRUE
GumbelVaR
TRUE
GumbelVaRPlot2DCl
TRUE
HillEstimator
TRUE
HillPlot
TRUE
HillQuantileEstimator
TRUE
HSES
TRUE
HSESDFPerc
TRUE
HSESFigure
TRUE
HSESPlot2DCl
TRUE
HSVaR
TRUE
HSVaRDFPerc
TRUE
HSVaRESPlot2DCl
TRUE
HSVaRFigure
TRUE
HSVaRPlot2DCl
TRUE
InsuranceVaR
TRUE
InsuranceVaRES
TRUE
JarqueBeraBacktest
TRUE
KernelESBoxKernel
TRUE
KernelESEpanechinikovKernel
TRUE
KernelESNormalKernel
TRUE
KernelESTriangleKernel
TRUE
KernelVaRBoxKernel
TRUE
KernelVaREpanechinikovKernel
TRUE
KernelVaRNormalKernel
TRUE
KernelVaRTriangleKernel
TRUE
KSTestStat
TRUE
KuiperTestStat
TRUE
LogNormalES
TRUE
LogNormalESDFPerc
TRUE
LogNormalESFigure
TRUE
LogNormalESPlot2DCL
TRUE
LogNormalESPlot2DHP
TRUE
LogNormalESPlot3D
TRUE
LogNormalVaR
TRUE
LogNormalVaRDFPerc
TRUE
LogNormalVaRETLPlot2DCL
TRUE
LogNormalVaRFigure
TRUE
LogNormalVaRPlot2DCL
TRUE
LogNormalVaRPlot2DHP
TRUE
LogNormalVaRPlot3D
TRUE
LogtES
TRUE
LogtESDFPerc
TRUE
LogtESPlot2DCL
TRUE
LogtESPlot2DHP
TRUE
LogtESPlot3D
TRUE
LogtVaR
TRUE
LogtVaRDFPerc
TRUE
LogtVaRPlot2DCL
TRUE
LogtVaRPlot2DHP
TRUE
LogtVaRPlot3D
TRUE
LongBlackScholesCallVaR
TRUE
LongBlackScholesPutVaR
TRUE
LopezBacktest
TRUE
MEFPlot
TRUE
NormalES
TRUE
NormalESConfidenceInterval
TRUE
NormalESDFPerc
TRUE
NormalESFigure
TRUE
NormalESHotspots
TRUE
NormalESPlot2DCL
TRUE
NormalESPlot2DHP
TRUE
NormalESPlot3D
TRUE
NormalQQPlot
TRUE
NormalQuantileStandardError
TRUE
NormalSpectralRiskMeasure
TRUE
NormalVaR
TRUE
NormalVaRConfidenceInterval
TRUE
NormalVaRDFPerc
TRUE
NormalVaRFigure
TRUE
NormalVaRHotspots
TRUE
NormalVaRPlot2DCL
TRUE
NormalVaRPlot2DHP
TRUE
NormalVaRPlot3D
TRUE
PCAES
TRUE
PCAESPlot
TRUE
PCAPrelim
TRUE
PCAVaR
TRUE
PCAVaRPlot
TRUE
PickandsEstimator
TRUE
PickandsPlot
TRUE
ProductCopulaVaR
TRUE
ShortBlackScholesCallVaR
TRUE
ShortBlackScholesPutVaR
TRUE
StopLossLogNormalVaR
TRUE
tES
TRUE
tESDFPerc
TRUE
tESFigure
TRUE
tESPlot2DCL
TRUE
tESPlot2DHP
TRUE
tESPlot3D
TRUE
TQQPlot
TRUE
tQuantileStandardError
TRUE
tVaR
TRUE
tVaRDFPerc
TRUE
tVaRESPlot2DCL
TRUE
tVaRFigure
TRUE
tVaRPlot2DCL
TRUE
tVaRPlot2DHP
TRUE
tVaRPlot3D
TRUE
VarianceCovarianceES
TRUE
VarianceCovarianceVaR
TRUE Examples
There are 147 help pages with examples, from 147 (100.00 %).
NEWS
The package has NEWS file and it is current.
License
The package uses .
Installation environment
System Info
| Field | Value |
|---|---|
| Image | rhub/ref-image |
| OS | Ubuntu 24.04.1 LTS |
| Platform | x86_64-pc-linux-gnu |
| System | x86_64, linux-gnu |
| Execution Time | 2025-02-18 04:38:40 UTC |
System information. Table about the system used to check the package.
R Session Info
Information about the R environment and capabilities:
R version 4.4.2 (2024-10-31)
Platform: x86_64-pc-linux-gnu
Running under: Ubuntu 24.04.1 LTS
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.26.so; LAPACK version 3.12.0
locale:
[1] LC_CTYPE=C.UTF-8 LC_NUMERIC=C LC_TIME=C.UTF-8
[4] LC_COLLATE=C.UTF-8 LC_MONETARY=C.UTF-8 LC_MESSAGES=C.UTF-8
[7] LC_PAPER=C.UTF-8 LC_NAME=C LC_ADDRESS=C
[10] LC_TELEPHONE=C LC_MEASUREMENT=C.UTF-8 LC_IDENTIFICATION=C
time zone: UTC
tzcode source: system (glibc)
attached base packages:
[1] tools stats graphics grDevices utils datasets methods
[8] base
loaded via a namespace (and not attached):
[1] riskreports_0.0.0.9003 compiler_4.4.2 fastmap_1.2.0
[4] cli_3.6.4 htmltools_0.5.8.1 yaml_2.3.10
[7] rmarkdown_2.29 knitr_1.49 jsonlite_1.8.9
[10] xfun_0.50 digest_0.6.37 rlang_1.1.5
[13] evaluate_1.0.3 Platform used:
OS.type file.sep dynlib.ext GUI endian pkgType path.sep
"unix" "/" ".so" "X11" "little" "source" ":"
r_arch
"" R’s capabilities:
jpeg png tiff tcltk X11 aqua
TRUE TRUE TRUE TRUE FALSE FALSE
http/ftp sockets libxml fifo cledit iconv
TRUE TRUE FALSE TRUE FALSE TRUE
NLS Rprof profmem cairo ICU long.double
TRUE TRUE TRUE TRUE TRUE TRUE
libcurl
TRUE External software:
zlib
"1.3"
bzlib
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xz
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libdeflate
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PCRE
"10.42 2022-12-11"
ICU
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TRE
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iconv
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readline
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BLAS
"/usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3" Graphics external software:
cairo cairoFT pango
"1.18.0" "" "1.52.1"
libpng jpeg libtiff
"1.6.43" "8.0" "LIBTIFF, Version 4.5.1" Numerical characteristics of the machine:
double.eps double.neg.eps double.xmin
2.220446e-16 1.110223e-16 2.225074e-308
double.xmax double.base double.digits
1.797693e+308 2.000000e+00 5.300000e+01
double.rounding double.guard double.ulp.digits
5.000000e+00 0.000000e+00 -5.200000e+01
double.neg.ulp.digits double.exponent double.min.exp
-5.300000e+01 1.100000e+01 -1.022000e+03
double.max.exp integer.max sizeof.long
1.024000e+03 2.147484e+09 8.000000e+00
sizeof.longlong sizeof.longdouble sizeof.pointer
8.000000e+00 1.600000e+01 8.000000e+00
sizeof.time_t longdouble.eps longdouble.neg.eps
8.000000e+00 1.084202e-19 5.421011e-20
longdouble.digits longdouble.rounding longdouble.guard
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longdouble.ulp.digits longdouble.neg.ulp.digits longdouble.exponent
-6.300000e+01 -6.400000e+01 1.500000e+01
longdouble.min.exp longdouble.max.exp
-1.638200e+04 1.638400e+04 Random number generation process:
[1] "Mersenne-Twister" "Inversion" "Rejection" Information about the environment
Environmental and options variables affect how package checks and software in it might behave. Here is the environmental variables when running this report
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