Last updated on 2026-03-25 01:55:29 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.5-4-1.0.1 | 87.54 | 73.27 | 160.81 | OK | |
| r-devel-linux-x86_64-debian-gcc | 1.5-4-1.0.1 | 52.89 | 52.15 | 105.04 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 1.5-4-1.0.1 | 109.00 | 107.05 | 216.05 | OK | |
| r-devel-linux-x86_64-fedora-gcc | 1.5-4-1.0.1 | 147.00 | 114.82 | 261.82 | OK | |
| r-devel-macos-arm64 | 1.5-4-1.0.1 | 14.00 | 16.00 | 30.00 | OK | |
| r-devel-windows-x86_64 | 1.5-4-1.0.1 | 93.00 | 132.00 | 225.00 | OK | |
| r-patched-linux-x86_64 | 1.5-4-1.0.1 | 63.94 | 65.76 | 129.70 | OK | |
| r-release-linux-x86_64 | 1.5-4-1.0.1 | 66.98 | 64.08 | 131.06 | OK | |
| r-release-macos-arm64 | 1.5-4-1.0.1 | OK | ||||
| r-release-macos-x86_64 | 1.5-4-1.0.1 | 44.00 | 202.00 | 246.00 | OK | |
| r-release-windows-x86_64 | 1.5-4-1.0.1 | 80.00 | 125.00 | 205.00 | OK | |
| r-oldrel-macos-arm64 | 1.5-4-1.0.1 | NOTE | ||||
| r-oldrel-macos-x86_64 | 1.5-4-1.0.1 | 45.00 | 178.00 | 223.00 | NOTE | |
| r-oldrel-windows-x86_64 | 1.5-4-1.0.1 | 98.00 | 146.00 | 244.00 | OK |
Version: 1.5-4-1.0.1
Check: examples
Result: ERROR
Running examples in ‘strucchangeRcpp-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: RealInt
> ### Title: US Ex-post Real Interest Rate
> ### Aliases: RealInt
> ### Keywords: datasets
>
> ### ** Examples
>
> ## load and plot data
> data("RealInt")
> plot(RealInt)
>
> ## estimate breakpoints
> bp.ri <- breakpoints(RealInt ~ 1, h = 15)
> plot(bp.ri)
> summary(bp.ri)
Optimal (m+1)-segment partition:
Call:
breakpoints.matrix(obj = X, y = y, h = h, breaks = breaks, hpc = hpc)
Breakpoints at observation number:
m = 1 79
m = 2 47 79
m = 3 24 47 79
m = 4 24 47 64 79
m = 5 16 31 47 64 79
Corresponding to breakdates:
m = 1 1980(3)
m = 2 1972(3) 1980(3)
m = 3 1966(4) 1972(3) 1980(3)
m = 4 1966(4) 1972(3) 1976(4) 1980(3)
m = 5 1964(4) 1968(3) 1972(3) 1976(4) 1980(3)
Fit:
m 0 1 2 3 4 5
RSS 1.215e+03 6.450e+02 4.560e+02 4.452e+02 4.449e+02 4.496e+02
BIC 5.557e+02 4.998e+02 4.733e+02 4.801e+02 4.893e+02 4.997e+02
LWZ 5.614e+02 5.112e+02 4.905e+02 5.030e+02 5.179e+02 5.339e+02
R.sq 9.902e-33 4.691e-01 6.247e-01 6.336e-01 6.338e-01 6.299e-01
>
> ## fit segmented model with three breaks
> fac.ri <- breakfactor(bp.ri, breaks = 3, label = "seg")
> fm.ri <- lm(RealInt ~ 0 + fac.ri)
> summary(fm.ri)
Call:
lm(formula = RealInt ~ 0 + fac.ri)
Residuals:
Min 1Q Median 3Q Max
-4.5157 -1.3674 -0.0578 1.3248 6.0990
Coefficients:
Estimate Std. Error t value Pr(>|t|)
fac.riseg1 1.8236 0.4329 4.213 5.57e-05 ***
fac.riseg2 0.8661 0.4422 1.959 0.053 .
fac.riseg3 -1.7961 0.3749 -4.791 5.83e-06 ***
fac.riseg4 5.6429 0.4329 13.036 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.121 on 99 degrees of freedom
Multiple R-squared: 0.6842, Adjusted R-squared: 0.6714
F-statistic: 53.62 on 4 and 99 DF, p-value: < 2.2e-16
>
> ## setup kernel HAC estimator
> vcov.ri <- function(x, ...) kernHAC(x, kernel = "Quadratic Spectral",
+ prewhite = 1, approx = "AR(1)", ...)
>
> ## Results from Table 1 in Bai & Perron (2003):
> ## coefficient estimates
> coef(bp.ri, breaks = 3)
(Intercept)
1961(1) - 1966(4) 1.8236167
1967(1) - 1972(3) 0.8660848
1972(4) - 1980(3) -1.7961384
1980(4) - 1986(3) 5.6428896
> ## corresponding standard errors
> sapply(vcov(bp.ri, breaks = 3, vcov = vcov.ri), sqrt)
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
non-conformable arguments
Error in meatHAC(x, order.by = order.by, prewhite = prewhite, weights = weights, :
VAR(1) prewhitening of estimating functions failed
Calls: sapply ... vcov. -> kernHAC -> vcovHAC -> vcovHAC.default -> meatHAC
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 1.5-4-1.0.1
Check: installed package size
Result: NOTE
installed size is 5.4Mb
sub-directories of 1Mb or more:
libs 4.3Mb
Flavors: r-oldrel-macos-arm64, r-oldrel-macos-x86_64