CRAN Package Check Results for Package robustbase

Last updated on 2026-07-23 08:49:50 CEST.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 0.99-7 27.55 280.66 308.21 OK
r-devel-linux-x86_64-debian-gcc 0.99-7 17.91 189.30 207.21 ERROR
r-devel-linux-x86_64-fedora-clang 0.99-7 37.00 445.19 482.19 OK
r-devel-linux-x86_64-fedora-gcc 0.99-7 17.00 187.82 204.82 OK
r-devel-windows-x86_64 0.99-7 41.00 341.00 382.00 OK
r-patched-linux-x86_64 0.99-7 29.52 259.43 288.95 OK
r-release-linux-x86_64 0.99-7 25.75 261.04 286.79 OK
r-release-macos-arm64 0.99-7 7.00 66.00 73.00 OK
r-release-macos-x86_64 0.99-7 20.00 424.00 444.00 OK
r-release-windows-x86_64 0.99-7 40.00 346.00 386.00 OK
r-oldrel-macos-arm64 0.99-7 OK
r-oldrel-macos-x86_64 0.99-7 20.00 281.00 301.00 OK
r-oldrel-windows-x86_64 0.99-7 43.00 418.00 461.00 OK

Check Details

Version: 0.99-7
Check: tests
Result: ERROR Running ‘LTS-specials.R’ [0s/1s] Running ‘MCD-specials.R’ [0s/1s] Running ‘MT-tst.R’ [4s/6s] Running ‘NAcoef.R’ [1s/1s] Comparing ‘NAcoef.Rout’ to ‘NAcoef.Rout.save’ ... OK Running ‘OGK-ex.R’ [0s/1s] Comparing ‘OGK-ex.Rout’ to ‘OGK-ex.Rout.save’ ... OK Running ‘Qn-Sn-plots.R’ [0s/1s] Running ‘Rsquared.R’ [1s/1s] Comparing ‘Rsquared.Rout’ to ‘Rsquared.Rout.save’ ... OK Running ‘binom-ni-small.R’ [0s/1s] Comparing ‘binom-ni-small.Rout’ to ‘binom-ni-small.Rout.save’ ... OK Running ‘binom-no-x.R’ [0s/0s] Running ‘comedian-tst.R’ [0s/1s] Running ‘exact-fit-categorical.R’ [0s/0s] Running ‘glmrob-1.R’ [5s/7s] Running ‘glmrob-specials.R’ [0s/1s] Running ‘huber-etc.R’ [0s/0s] Comparing ‘huber-etc.Rout’ to ‘huber-etc.Rout.save’ ... OK Running ‘large-values.R’ [0s/1s] Running ‘lmrob-data.R’ [2s/3s] Running ‘lmrob-ex12.R’ [2s/3s] Running ‘lmrob-methods.R’ [0s/1s] Comparing ‘lmrob-methods.Rout’ to ‘lmrob-methods.Rout.save’ ... OK Running ‘lmrob-psifns.R’ [3s/3s] Comparing ‘lmrob-psifns.Rout’ to ‘lmrob-psifns.Rout.save’ ... OK Running ‘m-s-estimator.R’ [1s/2s] Running ‘mc-etc.R’ [1s/1s] Running ‘mc-strict.R’ [9s/11s] Running ‘nlregrob-tst.R’ [8s/9s] Running ‘nlrob-tst.R’ [2s/3s] Running ‘poisson-ex.R’ [1s/1s] Running ‘psi-rho-etc.R’ [1s/1s] Comparing ‘psi-rho-etc.Rout’ to ‘psi-rho-etc.Rout.save’ ... OK Running ‘small-sample.R’ [5s/7s] Comparing ‘small-sample.Rout’ to ‘small-sample.Rout.save’ ... OK Running ‘subsample.R’ [2s/3s] Running ‘tlts.R’ [1s/1s] Comparing ‘tlts.Rout’ to ‘tlts.Rout.save’ ... OK Running ‘tmcd.R’ [4s/5s] Running ‘weights.R’ [1s/1s] Comparing ‘weights.Rout’ to ‘weights.Rout.save’ ... OK Running ‘wgt-himed-xtra.R’ [2s/3s] Running ‘wgt-himed.R’ [0s/0s] Comparing ‘wgt-himed.Rout’ to ‘wgt-himed.Rout.save’ ... OK Running the tests in ‘tests/MCD-specials.R’ failed. Complete output: > #### Test special cases for covMcd() > > library(robustbase) > > ### 1) p = 1 ---------------------------------------------------- > set.seed(1) > x <- c(rnorm(50),100, 1e10) > (r1 <- covMcd(x)) Minimum Covariance Determinant (MCD) estimator approximation. Method: Univariate Fast MCD(alpha=0.5 ==> h=27); nsamp = 500; (n,k)mini = (300,5) Call: covMcd(x = x) Log(Det.): -2.13 Robust Estimate of Location: x 0.1922 Robust Estimate of Covariance: x x 0.5978 > str(r1) List of 15 $ call : language covMcd(x = x) $ nsamp : num 500 $ method : chr "Univariate Fast MCD(alpha=0.5 ==> h=27); nsamp = 500; (n,k)mini = (300,5)" $ cov : num [1, 1] 0.598 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "x" .. ..$ : chr "x" $ center : Named num 0.192 ..- attr(*, "names")= chr "x" $ n.obs : int 52 $ alpha : num 0.5 $ quan : num 27 $ raw.cov : num [1, 1] 0.839 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "x" .. ..$ : chr "x" $ raw.center: Named num 0.325 ..- attr(*, "names")= chr "x" $ crit : num -2.13 $ mcd.wt : num [1:52] 1 1 1 1 1 1 1 1 1 1 ... $ X : num [1:52, 1] -0.626 0.184 -0.836 1.595 0.33 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:52] "1" "2" "3" "4" ... .. ..$ : NULL $ raw.cnp2 : num [1:2] 6.45 1.14 $ cnp2 : num [1:2] 1.17 1.01 - attr(*, "class")= chr "mcd" > summary(r1) Minimum Covariance Determinant (MCD) estimator approximation. Method: Univariate Fast MCD(alpha=0.5 ==> h=27); nsamp = 500; (n,k)mini = (300,5) Call: covMcd(x = x) Log(Det.): -2.13 Robust Estimate of Location: x 0.1922 Robust Estimate of Covariance: x x 0.5978 Eigenvalues: [1] 0.5978 Robustness weights: 4 observations c(14,24,51,52) are outliers with |weight| = 0 ( < 0.0019); 48 weights are ~= 1. > ## with alpha = 1 > (r1.1 <- covMcd(x, alpha = 1)) Minimum Covariance Determinant (MCD) estimator approximation. Method: MCD(alpha=1 ==> h=52) alpha = 1: The minimum covariance determinant estimates based on 52 observations are equal to the classical estimates. Call: covMcd(x = x, alpha = 1) Log(Det.): 42.1 Robust Estimate of Location: x 2.059 Robust Estimate of Covariance: x x 223.9 > str(r1.1) List of 15 $ call : language covMcd(x = x, alpha = 1) $ nsamp : num 500 $ method : chr "MCD(alpha=1 ==> h=52) \nalpha = 1: The minimum covariance determinant estimates based on 52 observations \nare "| __truncated__ $ cov : num [1, 1] 224 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "x" .. ..$ : chr "x" $ center : Named num 2.06 ..- attr(*, "names")= chr "x" $ n.obs : int 52 $ alpha : num 1 $ quan : num 52 $ raw.cov : num [1, 1] 1.92e+18 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "x" .. ..$ : chr "x" $ raw.center: Named num 1.92e+08 ..- attr(*, "names")= chr "x" $ crit : num 42.1 $ mcd.wt : num [1:52] 1 1 1 1 1 1 1 1 1 1 ... $ X : num [1:52, 1] -0.626 0.184 -0.836 1.595 0.33 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:52] "1" "2" "3" "4" ... .. ..$ : NULL $ raw.cnp2 : num [1:2] 1 1 $ cnp2 : num [1:2] 1.14 1 - attr(*, "class")= chr "mcd" > summary(r1.1) Minimum Covariance Determinant (MCD) estimator approximation. Method: MCD(alpha=1 ==> h=52) alpha = 1: The minimum covariance determinant estimates based on 52 observations are equal to the classical estimates. Call: covMcd(x = x, alpha = 1) Log(Det.): 42.1 Robust Estimate of Location: x 2.059 Robust Estimate of Covariance: x x 223.9 Eigenvalues: [1] 223.9 Robustness weights: 2 observations c(51,52) are outliers with |weight| = 0 ( < 0.0019); 50 weights are ~= 1. > > ### 1b) p = 1, constant scale > (rc <- covMcd(rep(1,12))) Minimum Covariance Determinant (MCD) estimator approximation. Method: Univariate Fast MCD(alpha=0.5 ==> h=7); nsamp = 500; (n,k)mini = (300,5) Call: covMcd(x = rep(1, 12)) Initial scale 0 because more than 'h' (=7) observations are identical. Log(Det.): -Inf Robust Estimate of Location: rep(1, 12) 1 Robust Estimate of Covariance: rep(1, 12) rep(1, 12) 0 Warning message: In covMcd(rep(1, 12)) : Initial scale 0 because more than 'h' (=7) observations are identical. > str(rc) List of 16 $ call : language covMcd(x = rep(1, 12)) $ nsamp : num 500 $ method : chr "Univariate Fast MCD(alpha=0.5 ==> h=7); nsamp = 500; (n,k)mini = (300,5)" $ singularity:List of 2 ..$ kind: chr "identicalObs" ..$ q : num 7 $ cov : num [1, 1] 0 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "rep(1, 12)" .. ..$ : chr "rep(1, 12)" $ raw.cov : num [1, 1] 0 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "rep(1, 12)" .. ..$ : chr "rep(1, 12)" $ center : Named num 1 ..- attr(*, "names")= chr "rep(1, 12)" $ raw.center : Named num 1 ..- attr(*, "names")= chr "rep(1, 12)" $ n.obs : int 12 $ alpha : num 0.5 $ quan : num 7 $ crit : num -Inf $ mcd.wt : num [1:12] 1 1 1 1 1 1 1 1 1 1 ... $ X : num [1:12, 1] 1 1 1 1 1 1 1 1 1 1 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:12] "1" "2" "3" "4" ... .. ..$ : NULL $ raw.cnp2 : num [1:2] 4.97 1.41 $ cnp2 : num [1:2] 1 1 - attr(*, "class")= chr "mcd" > summary(rc) Minimum Covariance Determinant (MCD) estimator approximation. Method: Univariate Fast MCD(alpha=0.5 ==> h=7); nsamp = 500; (n,k)mini = (300,5) Call: covMcd(x = rep(1, 12)) Initial scale 0 because more than 'h' (=7) observations are identical. Log(Det.): -Inf Robust Estimate of Location: rep(1, 12) 1 Robust Estimate of Covariance: rep(1, 12) rep(1, 12) 0 Eigenvalues: [1] 0 Robustness weights: All 12 weights are ~= 1. > ## with alpha = 1 > (rc1 <- covMcd(rep(1,12), alpha = 1)) Minimum Covariance Determinant (MCD) estimator approximation. Method: MCD(alpha=1 ==> h=12) alpha = 1: The minimum covariance determinant estimates based on 12 observations are equal to the classical estimates. Call: covMcd(x = rep(1, 12), alpha = 1) The classical covariance matrix is singular. Log(Det.): -Inf Robust Estimate of Location: rep(1, 12) 1 Robust Estimate of Covariance: rep(1, 12) rep(1, 12) 0 > str(rc1) List of 16 $ call : language covMcd(x = rep(1, 12), alpha = 1) $ nsamp : num 500 $ method : chr "MCD(alpha=1 ==> h=12) \nalpha = 1: The minimum covariance determinant estimates based on 12 observations \nare "| __truncated__ $ cov : num [1, 1] 0 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "rep(1, 12)" .. ..$ : chr "rep(1, 12)" $ center : Named num 1 ..- attr(*, "names")= chr "rep(1, 12)" $ n.obs : int 12 $ singularity:List of 1 ..$ kind: chr "classical" $ alpha : num 1 $ quan : num 12 $ raw.cov : num [1, 1] 0 ..- attr(*, "dimnames")=List of 2 .. ..$ : chr "rep(1, 12)" .. ..$ : chr "rep(1, 12)" $ raw.center : Named num 1 ..- attr(*, "names")= chr "rep(1, 12)" $ crit : num -Inf $ mcd.wt : num [1:12] 1 1 1 1 1 1 1 1 1 1 ... $ X : num [1:12, 1] 1 1 1 1 1 1 1 1 1 1 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:12] "1" "2" "3" "4" ... .. ..$ : NULL $ raw.cnp2 : num [1:2] 1 1 $ cnp2 : num [1:2] 1 1 - attr(*, "class")= chr "mcd" > summary(rc1) Minimum Covariance Determinant (MCD) estimator approximation. Method: MCD(alpha=1 ==> h=12) alpha = 1: The minimum covariance determinant estimates based on 12 observations are equal to the classical estimates. Call: covMcd(x = rep(1, 12), alpha = 1) The classical covariance matrix is singular. Log(Det.): -Inf Robust Estimate of Location: rep(1, 12) 1 Robust Estimate of Covariance: rep(1, 12) rep(1, 12) 0 Eigenvalues: [1] 0 Robustness weights: All 12 weights are ~= 1. > > ### 2) constant observations { multivariate scale == 0 } ----------- > (X <- matrix(rep(2*(1:4), 12), nrow = 12, byrow = TRUE)) [,1] [,2] [,3] [,4] [1,] 2 4 6 8 [2,] 2 4 6 8 [3,] 2 4 6 8 [4,] 2 4 6 8 [5,] 2 4 6 8 [6,] 2 4 6 8 [7,] 2 4 6 8 [8,] 2 4 6 8 [9,] 2 4 6 8 [10,] 2 4 6 8 [11,] 2 4 6 8 [12,] 2 4 6 8 > (rC <- covMcd(X)) Minimum Covariance Determinant (MCD) estimator approximation. Method: Fast MCD(alpha=0.5 ==> h=8); nsamp = 500; (n,k)mini = (300,5) Call: covMcd(x = X) The covariance matrix of the data is singular. There are 12 observations (in the entire dataset of 12 obs.) lying on the hyperplane with equation a_1*(x_i1 - m_1) + ... + a_p*(x_ip - m_p) = 0 with (m_1, ..., m_p) the mean of these observations and coefficients a_i from the vector a <- c(1, 0, 0, 0) Log(Det.): -Inf Robust Estimate of Location: [1] 2 4 6 8 Robust Estimate of Covariance: [,1] [,2] [,3] [,4] [1,] 0 0 0 0 [2,] 0 0 0 0 [3,] 0 0 0 0 [4,] 0 0 0 0 Warning message: In covMcd(X) :*** buffer overflow detected ***: terminated Aborted Running the tests in ‘tests/subsample.R’ failed. Complete output: > ### test subsample > ### LU decomposition and singular subsamples handling > require(robustbase) Loading required package: robustbase > source(system.file("xtraR/subsample-fns.R", package = "robustbase", mustWork=TRUE)) > ## instead of relying on system.file("test-tools-1.R", package="Matrix"): > source(system.file("xtraR/test-tools.R", package = "robustbase")) # assert.EQ(), showProc.time() .. > options(nwarnings = 4e4, warnPartialMatchArgs = FALSE) > > cat("doExtras:", doExtras <- robustbase:::doExtras(),"\n") doExtras: FALSE > showProc.time() Time (user system elapsed): 0 0 0.001 > > A <- rbind(c(0.001, 1), + c(1, 2)) > set.seed(11) > ## IGNORE_RDIFF_BEGIN > sa <- tstSubsample(A) # (now typically also shows Matrix version ..) Loading required package: Matrix _ Version 1.7-5 Date 2026-03-20 file /home/hornik/tmp/R.check/r-devel-gcc/Work/build/Packages/Matrix/Meta/package.rds > ## IGNORE_RDIFF_END > str(sa) List of 21 $ x : num [1:2, 1:2] 0.001 1 1 2 $ y : num [1:2] -0.591 0.0266 $ n : int 2 $ m : int 2 $ beta : num [1:2] 1.211 -0.592 $ ind_space: int [1:2] 0 1 $ idc : int [1:2] 0 1 $ idr : int [1:2] 1 0 $ lu : num [1:2, 1:2] 1 0.001 2 0.998 $ v : num [1:2] 1 0.998 $ pivot : int 1 $ Dr : num [1:2] 1 0.5 $ Dc : num [1:2] 2 1 $ rowequ : int 0 $ colequ : int 0 $ status : int 0 $ sample : logi FALSE $ mts : int 0 $ ss : int 1 $ tolinv : num 1e-07 $ solve : logi TRUE > > A <- rbind(c(3, 17, 10), + c(2, 4, -2), + c(6, 18, 12)) > tstSubsample(A) > > ## test some random matrix > set.seed(1002) > A <- matrix(rnorm(100), 10) > tstSubsample(A) > > ## test singular matrix handling > A <- rbind(c(1, 0, 0), + c(0, 1, 0), + c(0, 1, 0), + c(0, 0, 1)) > tstSubsample(A) > > > ## test subsample with mts > 0 > data <- data.frame(y = rnorm(9), expand.grid(A = letters[1:3], B = letters[1:3])) > x <- model.matrix(y ~ ., data) > y <- data$y > ## this should produce a warning and return status == 2 > showSys.time(z <- Rsubsample(x, y, mts=2)) Time user system elapsed Time 0.001 0.000 0.001 Warning message: In Rsubsample(x, y, mts = 2) :*** buffer overflow detected ***: terminated Aborted Flavor: r-devel-linux-x86_64-debian-gcc