From peterccarl at gmail.com  Thu Jul 16 15:15:16 2015
From: peterccarl at gmail.com (Peter Carl)
Date: Thu, 16 Jul 2015 08:15:16 -0500
Subject: [Gsoc-dowd] Good Progress
Message-ID: <55A7AE64.3080802@gmail.com>

Hey Dinesh,

It looks like you've crossed the halfway point on the functions list - 
keep going, you're making great progress!

FYI, my check this morning failed with some errors in the generated Rd 
docs:

** help
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:1: 
All text must be in a section
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:47: 
All text must be in a section
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:93: 
All text must be in a section
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Only one \usage section is allowed: the first will be used
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Only one \arguments section is allowed: the first will be used
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Only one \value section is allowed: the first will be used
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Only one \references section is allowed: the first will be used
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Only one \examples section is allowed: the first will be used
Warning: 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Only one \author section is allowed: the first will be used
Error : 
/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd: 
Sections \title, and \name must exist and be unique in Rd files
ERROR: installing Rd objects failed for package 'Dowd'
* removing '/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/Dowd'

These look minor, so just so you know...

pcc

From dines.acharya at gmail.com  Fri Jul 17 14:10:25 2015
From: dines.acharya at gmail.com (Dinesh Acharya)
Date: Fri, 17 Jul 2015 14:10:25 +0200
Subject: [Gsoc-dowd] Good Progress
In-Reply-To: <55A7AE64.3080802@gmail.com>
References: <55A7AE64.3080802@gmail.com>
Message-ID: <CAAHP=VM68u6oB7xEQM+WS9LeME1=vgCZC9zwj-pd1ZFu5gDMZg@mail.gmail.com>

Thank you for pointing out that.

Sadly, I could not figure out the source of the error as I am not having
that error during check. Upon running check I get similar result as the
patched logs:
https://r-forge.r-project.org/R/?group_id=579&log=check_x86_64_linux&pkg=Dowd&flavor=patched
https://r-forge.r-project.org/R/?group_id=579&log=check_x86_64_windows&pkg=Dowd&flavor=patched

Just to confirm few details, you got that with R CMD check (or similar
alternatives), right?

Do you have any suggestions on how I can debug that error? I am not so
sure, but is it possibly because of different versions of R we might be
using (I am using 3.1.2)?

Sincerely,
Dinesh

On Thu, Jul 16, 2015 at 3:15 PM, Peter Carl <peterccarl at gmail.com> wrote:

> Hey Dinesh,
>
> It looks like you've crossed the halfway point on the functions list -
> keep going, you're making great progress!
>
> FYI, my check this morning failed with some errors in the generated Rd
> docs:
>
> ** help
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:1:
> All text must be in a section
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:47:
> All text must be in a section
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:93:
> All text must be in a section
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Only one \usage section is allowed: the first will be used
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Only one \arguments section is allowed: the first will be used
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Only one \value section is allowed: the first will be used
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Only one \references section is allowed: the first will be used
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Only one \examples section is allowed: the first will be used
> Warning:
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Only one \author section is allowed: the first will be used
> Error :
> /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
> Sections \title, and \name must exist and be unique in Rd files
> ERROR: installing Rd objects failed for package 'Dowd'
> * removing '/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/Dowd'
>
> These look minor, so just so you know...
>
> pcc
> _______________________________________________
> GSoC-Dowd mailing list
> GSoC-Dowd at lists.r-forge.r-project.org
> http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-dowd
>
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From peter at braverock.com  Fri Jul 17 14:31:02 2015
From: peter at braverock.com (Peter Carl)
Date: Fri, 17 Jul 2015 07:31:02 -0500
Subject: [Gsoc-dowd] Good Progress
In-Reply-To: <CAAHP=VM68u6oB7xEQM+WS9LeME1=vgCZC9zwj-pd1ZFu5gDMZg@mail.gmail.com>
References: <55A7AE64.3080802@gmail.com>
 <CAAHP=VM68u6oB7xEQM+WS9LeME1=vgCZC9zwj-pd1ZFu5gDMZg@mail.gmail.com>
Message-ID: <55A8F586.3040801@braverock.com>

Ok, good to know.  Yes, that was R CMD check.  Let me delete the files 
on my side - maybe they were mis-merged - and try again.  Thanks for the 
feedback...

pcc

On 07/17/2015 07:10 AM, Dinesh Acharya wrote:
> Thank you for pointing out that.
>
> Sadly, I could not figure out the source of the error as I am not having
> that error during check. Upon running check I get similar result as the
> patched logs:
> https://r-forge.r-project.org/R/?group_id=579&log=check_x86_64_linux&pkg=Dowd&flavor=patched
> https://r-forge.r-project.org/R/?group_id=579&log=check_x86_64_windows&pkg=Dowd&flavor=patched
>
> Just to confirm few details, you got that with R CMD check (or similar
> alternatives), right?
>
> Do you have any suggestions on how I can debug that error? I am not so
> sure, but is it possibly because of different versions of R we might be
> using (I am using 3.1.2)?
>
> Sincerely,
> Dinesh
>
> On Thu, Jul 16, 2015 at 3:15 PM, Peter Carl <peterccarl at gmail.com
> <mailto:peterccarl at gmail.com>> wrote:
>
>     Hey Dinesh,
>
>     It looks like you've crossed the halfway point on the functions list
>     - keep going, you're making great progress!
>
>     FYI, my check this morning failed with some errors in the generated
>     Rd docs:
>
>     ** help
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:1:
>     All text must be in a section
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:47:
>     All text must be in a section
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:93:
>     All text must be in a section
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Only one \usage section is allowed: the first will be used
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Only one \arguments section is allowed: the first will be used
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Only one \value section is allowed: the first will be used
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Only one \references section is allowed: the first will be used
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Only one \examples section is allowed: the first will be used
>     Warning:
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Only one \author section is allowed: the first will be used
>     Error :
>     /home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/00_pkg_src/Dowd/man/ADTestStat.Rd:
>     Sections \title, and \name must exist and be unique in Rd files
>     ERROR: installing Rd objects failed for package 'Dowd'
>     * removing '/home/peter/devel/R/returnanalytics/pkg/Dowd.Rcheck/Dowd'
>
>     These look minor, so just so you know...
>
>     pcc
>     _______________________________________________
>     GSoC-Dowd mailing list
>     GSoC-Dowd at lists.r-forge.r-project.org
>     <mailto:GSoC-Dowd at lists.r-forge.r-project.org>
>     http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-dowd
>
>
>
>
> _______________________________________________
> GSoC-Dowd mailing list
> GSoC-Dowd at lists.r-forge.r-project.org
> http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-dowd
>


-- 
Peter Carl
312.307.6346

From peter at braverock.com  Thu Jul 23 15:00:26 2015
From: peter at braverock.com (Peter Carl)
Date: Thu, 23 Jul 2015 08:00:26 -0500
Subject: [Gsoc-dowd] Thousands of graphics in examples pdf
Message-ID: <55B0E56A.2030705@braverock.com>

Dinesh,

Looks like you're continuing to make good progress!

I ran through check today and noticed a couple of things.  First, in the 
pdf that is generated of your graphic examples (which shows up in 
..Rcheck/Dowd-Ex.pdf), some of your functions are generating hundreds 
(maybe thousands) of individual graphs.  I suspect the issue is in the 
same functions that are identified as taking more than five seconds to run:

Examples with CPU or elapsed time > 5s
                               user system elapsed
GaussianCopulaVaR           62.140  0.004  62.229
KernelESEpanechinikovKernel 15.816  0.324  16.156
KernelESTriangleKernel      15.684  0.308  16.005
KernelESBoxKernel           15.060  0.312  15.515
KernelESNormalKernel        14.660  0.408  15.082
CdfOfSumUsingGaussianCopula  6.224  0.000   6.225

Second, the check process is reporting some latex errors (in 
..Rcheck/Rdlatex.log).  Those are mostly "Usage" lines that are too long 
- this is a minor, low priority thing but (if you have time) might make 
the resulting pdf a bit more readable.  I wouldn't worry about it unless 
you see issues in the pdf itself.

Let me know if you have any questions...

pcc

From dines.acharya at gmail.com  Fri Jul 24 21:23:22 2015
From: dines.acharya at gmail.com (Dinesh Acharya)
Date: Fri, 24 Jul 2015 21:23:22 +0200
Subject: [Gsoc-dowd] Thousands of graphics in examples pdf
In-Reply-To: <55B0E56A.2030705@braverock.com>
References: <55B0E56A.2030705@braverock.com>
Message-ID: <CAAHP=VOb5eUzBREKB8-=tNuadVqLR7AtZJmAhT20x-CZsG8XUg@mail.gmail.com>

Dear Peter,

As far as I understand, the multiple (1000 for each KernelES*) plot is due
to the line:

 for (i in 1:(n - 1)) {
      VaR[i] <- KernelVaRTriangleKernel(PandL, cl + i * delta.cl)
  }

Since n is 1000, I can imagine each iteration of loop resulted in a new
plot in the Dowd-Ex.pdf. Though running it in the R, only the final plot
remains visible. (similar to Dowd's code in Matlab)

To avoid multiple plots in the Dowd-Ex.pdf, I have introduced new variable.
So the problem of multiple plots in the pdf is now avoided.
e.g.
 for (i in 1:(n - 1)) {
    if(i<(n-1)){
      VaR[i] <- KernelVaRTriangleKernel(PandL, cl + i * delta.cl, FALSE)
    } else if (i == n-1) {
      VaR[i] <- KernelVaRTriangleKernel(PandL, cl + i * delta.cl, TRUE)
    }
  }

However, the execution time will still be greater than 5s and is skipped
(As per my experience, using devtools and also in check log in r-forge,
those 6 functions that have execution time > 5s are skipped, whereas,
command line check does not skip them). Since the package passes the
command line check without skipping those functions, I am not sure how
important it is to consider it.

If you consider it important to avoid that, one possibility is to decrease
the value of "n" in the KernelES* functions from 1000 to less than 500.
(Since I am using single loop only in the code and density function from
stats package, I am not sure, we can optimize the code, but if you have
suggestions, do let me know). The reduction in value of "n" might make plot
or values obtained slightly different from that of Dowd.

Same can be applied to the other two functions (reduction of number of
iterations) or it can be simply ignored.

Let me know what you think of this.

Sincerely,
Dinesh
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From peter at braverock.com  Thu Jul 30 02:04:42 2015
From: peter at braverock.com (Peter Carl)
Date: Wed, 29 Jul 2015 19:04:42 -0500
Subject: [Gsoc-dowd] Checking in
Message-ID: <55B96A1A.4020503@braverock.com>

Dinesh,

Looks like you're continuing to make good progress - it looks to me like 
you've covered about 80% of the functions in your plan to this point, 
and you've got a clean check as well.

I'd love to get this package on CRAN by the end of the summer, but are 
there any vignettes, additional items, or ideas you've had while going 
through this?

pcc

From dines.acharya at gmail.com  Thu Jul 30 17:00:02 2015
From: dines.acharya at gmail.com (Dinesh Acharya)
Date: Thu, 30 Jul 2015 17:00:02 +0200
Subject: [Gsoc-dowd] Checking in
In-Reply-To: <55B96A1A.4020503@braverock.com>
References: <55B96A1A.4020503@braverock.com>
Message-ID: <CAAHP=VP8MMkQ3-+m79uSm4J1ck6_qNJQyRE-=ya+XLJ=zniC_g@mail.gmail.com>

Dear Peter,

I will start preparing the vignettes and the list of possible functions to
be included in the PerformanceAnalytics. Except these, there will also be a
minor "change log/ error correction" (with couple of obvious typos in
Dowd's original code) file with changes from Dowd's MATLAB Toolbox.

Other than these, currently, I do not have any specific idea. Let me know
if you have any suggestions.

Sincerely,
Dinesh

On Thu, Jul 30, 2015 at 2:04 AM, Peter Carl <peter at braverock.com> wrote:

> Dinesh,
>
> Looks like you're continuing to make good progress - it looks to me like
> you've covered about 80% of the functions in your plan to this point, and
> you've got a clean check as well.
>
> I'd love to get this package on CRAN by the end of the summer, but are
> there any vignettes, additional items, or ideas you've had while going
> through this?
>
> pcc
> _______________________________________________
> GSoC-Dowd mailing list
> GSoC-Dowd at lists.r-forge.r-project.org
> http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-dowd
>
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