From murdoch at stats.uwo.ca  Sun Apr 20 16:52:13 2008
From: murdoch at stats.uwo.ca (Duncan Murdoch)
Date: Sun, 20 Apr 2008 10:52:13 -0400
Subject: [Rd] package building problem under Windows Vista
In-Reply-To: <971536df0804200543g644a6cdbh266d3871da7cacbf@mail.gmail.com>
References: <000701c8a213$d693fc00$83bbf400$@ca>	<971536df0804190609v981bf0evbf3edd8bbb626617@mail.gmail.com>	<000001c8a224$8e814ce0$ab83e6a0$@ca>
	<971536df0804200543g644a6cdbh266d3871da7cacbf@mail.gmail.com>
Message-ID: <480B589D.9010700@stats.uwo.ca>

On 20/04/2008 8:43 AM, Gabor Grothendieck wrote:
> There does seem to be some general problem associated with Sweave
> and graphics when I try it on my Vista system with
> [1] "R version 2.7.0 RC (2008-04-17 r45367)"
> 
> Using tradeCosts-article.Rnw from the tradeCosts package:
> 
>     setwd(path.to.tradeCosts-article.Rnw)
>     Sweave("tradeCosts-article.Rnw")
> 
> appears to work properly; however, if we try it from the
> command line:
> 
>     R CMD Sweave tradeCosts-article.Rnw
> 
> to simulate what happens when trying to build the package it
> indicates that in chunk 2 that pdf is masked from grDevices.

tradeCosts has its own pdf(), which is an S4 generic.  Once you have 
attached that package, the regular pdf() device driver is hidden.  So it 
looks as though running Sweave from the R console does the search in the 
intended way, but running it from R CMD Sweave finds the tradeCosts 
version of pdf() instead of the standard one.  I don't see why there's 
any difference here, but utils (where Sweave lives) doesn't state that 
it depends on grDevices (which is where the standard pdf() comes from).
However, fixing this is not enough to fix the error.

I see that tradeCosts doesn't declare any dependency on grDevices; 
fixing that also doesn't fix the problem.

When tradeCosts creates the S4 generic for pdf(), it uses a signature 
that is inconsistent with the standard one; that might be the problem. 
However, I don't see how to fix it.  The docs for setGeneric suggest 
simply using

  setGeneric("pdf")

but that doesn't work:

Loading required package: grDevices
Loading required package: graphics
Loading required package: stats
Loading required package: tools
Error in setGeneric("pdf") :
   must supply a function skeleton, explicitly or via an existing function

I don't know why setGeneric can't see pdf() in grDevices.  I think John 
Chambers is offline for a while, so this will likely have to wait.

Duncan Murdoch



> Then in chunk 17, when plotting is attempted the first time,
> it chokes.
> 
> Maybe someone familiar with the relevant internals can explain.
> 
> I have shown chunks 1, 2 and 17 as output from Stangle,
> the Rnw file up to the end of chunk 2 and the error log
> from Sweave in the sections below.
> 
> 
> -------------------------------------------------------------------------
> ###################################################
> ### chunk number 1:
> ###################################################
> options(digits = 3, width = 60, scipen = 99)
> set.seed(1)
> 
> cat.df.without.rownames <- function (d, file = ""){
>   stopifnot(is.data.frame(d))
>   row.names(d) <- 1:nrow(d)
>   x <- NULL
>   conn <- textConnection("x", "w", local = TRUE)
>   capture.output(print(d), file = conn)
>   close(conn)
>   cat(substring(x, first = max(nchar(row.names(d))) + 2), sep = "\n",
>       file = file)
> }
> 
> 
> ###################################################
> ### chunk number 2:
> ###################################################
> library(tradeCosts)
> data(trade.mar.2007)
> head(trade.mar.2007)
> 
> 
> ###################################################
> ### chunk number 17:
> ###################################################
> plot(result.batched, "time.series.bps")
> 
> -------------------------------------------------------------------------
> 
> 
> \documentclass[a4paper]{report}
> \usepackage[round]{natbib}
> 
> \usepackage{Rnews}
> \usepackage{fancyvrb}
> \usepackage{Sweave}
> \hyphenation{tradeCosts}
> \hyphenation{tradeCostsResults}
> \hyphenation{decision}
> 
> \DefineVerbatimEnvironment{Sinput}{Verbatim}{fontsize=\small,fontshape=sl}
> \DefineVerbatimEnvironment{Soutput}{Verbatim}{fontsize=\small}
> \DefineVerbatimEnvironment{Scode}{Verbatim}{fontsize=\small,fontshape=sl}
> 
> %% \SweaveOpts{prefix.string=graphics/portfolio}
> 
> \bibliographystyle{abbrvnat}
> 
> \begin{document}
> \begin{article}
> \title{Trade Costs}
> \author{Jeff Enos, David Kane, Arjun Ravi Narayan, Aaron Schwartz,
> Daniel Suo and Luyi Zhao}
> 
> %%\VignetteIndexEntry{Trade Costs}
> %%\VignetteDepends{tradeCosts}
> 
> <<echo = FALSE>>=
> options(digits = 3, width = 60, scipen = 99)
> set.seed(1)
> 
> cat.df.without.rownames <- function (d, file = ""){
>   stopifnot(is.data.frame(d))
>   row.names(d) <- 1:nrow(d)
>   x <- NULL
>   conn <- textConnection("x", "w", local = TRUE)
>   capture.output(print(d), file = conn)
>   close(conn)
>   cat(substring(x, first = max(nchar(row.names(d))) + 2), sep = "\n",
>       file = file)
> }
> @
> 
> \maketitle
> 
> \setkeys{Gin}{width=0.95\textwidth}
> 
> 
> \section*{Introduction}
> 
> Trade costs are the costs a trader must pay to implement a decision to
> buy or sell a security. Consider a single trade of a single equity
> security. Suppose on the evening of August 1, a trader decides to
> purchase 10,000 shares of IBM at \$10, the \emph{decision price} of
> the trade.  The next day, the trader's broker buys 10,000 shares in a
> rising market and pays \$11 per share, the trade's \emph{execution price}.
> 
> How much did it cost to implement this trade?  In the most basic
> ex-post analysis, trade costs are calculated by comparing the
> execution price of a trade to a benchmark price.\footnote{For an
>   in-depth discussion of both ex-ante modeling and ex-post measurement
>   of trade costs, see \citet{kissell:glantz}.}  Suppose we
> wished to compare the execution price to the price of the security at
> the time of the decision in the above example.  Since the trader's
> decision occurred at \$10 and the broker paid \$11, the cost of the
> trade relative to the decision price was $\$11 - \$10 = \$1$ per
> share, or \$10,000 (9.1\% of the total value of the execution).
> 
> Measuring costs relative to a trade's decision price captures costs
> associated with the delay in the release of a trade into the market
> and movements in price after the decision was made but before the
> order is completed.  It does not, however, provide a means to
> determine whether the broker's execution reflects a fair price. For
> example, the price of \$11 would be a poor price if most transactions
> in IBM on August 2 occurred at \$10.50.  For this purpose a better
> benchmark would be the day's volume-weighted average price, or VWAP.
> If VWAP on August 2 was \$10.50 and the trader used this as her
> benchmark, then the trade cost would be \$0.50 per share, or \$500.
> 
> The first version of the \pkg{tradeCosts} package provides a simple
> framework for calculating the cost of trades relative to a benchmark
> price, such as VWAP or decision price, over multiple periods and basic
> reporting and plotting facilities to analyse these costs.
> 
> \section*{Trade costs in a single period}
> Suppose we want to calculate trade costs for a single period.  First,
> the data required to run the analysis must be assembled into three
> data frames.  A sample of each of the three types of data has been included
> with the package in three data sets.
> 
> The first data frame contains all trade-specific information, a sample
> of which is in the \texttt{trade.mar.2007} data frame:
> 
> <<echo=TRUE>>=
> library(tradeCosts)
> data(trade.mar.2007)
> head(trade.mar.2007)
> @
> 
> -------------------------------------------------------------------------
> 
> Here is the result of sweaving:
> 
> Writing to file tradeCosts-article.tex
> Processing code chunks ...
>  1 : term verbatim
>  2 : echo term verbatim
> Loading required package: tools
> 
> Attaching package: 'tradeCosts'
> 
> 
>         The following object(s) are masked from package:grDevices :
> 
>          pdf
> 
>  3 : echo term verbatim
>  4 : echo term verbatim
>  5 : term verbatim
>  6 : echo term verbatim
>  7 : term verbatim
>  8 : echo term verbatim
>  9 : echo term verbatim
> 10 : term verbatim
> 11 : echo term verbatim
> 12 : term verbatim
> 13 : echo term verbatim
> 14 : term verbatim
> 15 : term verbatim
> 16 : term verbatim
> 17 : echo term verbatim eps pdf
> 
> Error:  chunk 17
> Error in function (classes, fdef, mtable)  :
>   unable to find an inherited method for function "pdf", for signature "missing"
> 
> Execution halted
> 
> 
> 
> 
> 
>> Thanks for the suggestions.
>>
>> John
>>
>>
>>> I also have a problem with the vignettes (note
>>> there are two) but as with you this works:
>>>
>>> Rcmd build --no-vignettes tradeCosts
>>>
>>> I don't have any special environment variables set for temporary
>>> directories and I use C:\Program Files\R\...
>>> for R.  I use Rcmd.bat and sweave.bat from batchfiles found at:
>>> http://batchfiles.googlecode.com
>>> which finds R in the registry so no paths need be set.
>>> I am on Vista but you seem to have SP1 which I don't
>>> have yet.
>>>
>>> I can build other packages so there
>>> is probably something that needs fixing in their vignettes.
>>>
>>> On Sat, Apr 19, 2008 at 7:52 AM, John Fox <jfox at mcmaster.ca> wrote:
>>>> Dear list members,
>>>>
>>>> I've encountered the following problem trying to build a package
>>> under
>>>> Windows Vista (SP1). The problem occurs with both R 2.6.2 and R 2.7.0
>>> RC
>>>> (from which this output was produced). The package builds just fine
>>> on my XP
>>>> (SP2) machine. Please see some further comments below.
>>>>
>>>> ---------- snip -------------
>>>>
>>>> Microsoft Windows [Version 6.0.6001]
>>>> Copyright (c) 2006 Microsoft Corporation.  All rights reserved.
>>>>
>>>> d:\R-packages>R CMD build tradeCosts
>>>> * checking for file 'tradeCosts/DESCRIPTION' ... OK
>>>> * preparing 'tradeCosts':
>>>> * checking DESCRIPTION meta-information ... OK
>>>> * installing the package to re-build vignettes
>>>> installing R.css in
>>> C:/Users/JOHNFO~1/AppData/Local/Temp/Rinst602447586
>>>>
>>>> ---------- Making package tradeCosts ------------
>>>>  adding build stamp to DESCRIPTION
>>>>  installing NAMESPACE file and metadata
>>>> Error in file(file, "r") : unable to open connection
>>>> Calls: <Anonymous> -> parseNamespaceFile -> parse -> file
>>>> In addition: Warning message:
>>>> In file(file, "r") :
>>>>  cannot open file
>>>> 'C:/Users/JOHNFO~1/AppData/Local/Temp/Rinst602447586/tradeCos
>>>> ts/NAMESPACE', reason 'Permission denied'
>>>> Execution halted
>>>> make[2]: *** [nmspace] Error 1
>>>> make[1]: *** [all] Error 2
>>>> make: *** [pkg-tradeCosts] Error 2
>>>> *** Installation of tradeCosts failed ***
>>>>
>>>> Removing
>>> 'C:/Users/JOHNFO~1/AppData/Local/Temp/Rinst602447586/tradeCosts'
>>>> * creating vignettes ... OK
>>>> * removing junk files
>>>> * checking for LF line-endings in source and make files
>>>> * checking for empty or unneeded directories
>>>> * building 'tradeCosts_0.3-0.tar.gz'
>>>>
>>>>
>>>> d:\R-packages>
>>>>
>>>> ---------- snip -------------
>>>>
>>>> I believe that the error is related to the vignette in the package,
>>> since I
>>>> can build packages without a vignette. Clearly there is a file-
>>> permission
>>>> problem but: (1) I'm using an account with administrator privileges;
>>> (2) R
>>>> is installed into c:\R (and the problem persists even when I install
>>> R into
>>>> d:\R); (3) the problem persists when I run the command window and R
>>> itself
>>>> as administrator, and when I turn off account controls; (4) the
>>> problems
>>>> persists when I reset the environment variables temp and tmp to
>>> d:\temp and
>>>> set the permissions to d:\temp so that all groups and users have full
>>>> control over that directory.
>>>>
>>>> I'm tempted to dump Vista but I've been trying to persist with it
>>> since most
>>>> people (e.g., my students) buying new Windows machines will be
>>> getting it.
>>>> Although I've read section 2.24 of the R for Windows FAQ, it's quite
>>>> possible that I've missed something of relevance there.
>>>>
>>>> Any help would be appreciated.
>>>>
>>>> Thanks in advance,
>>>>  John
>>>>
>>>> --------------------------------
>>>> John Fox, Professor
>>>> Department of Sociology
>>>> McMaster University
>>>> Hamilton, Ontario, Canada L8S 4M4
>>>> 905-525-9140x23604
>>>> http://socserv.mcmaster.ca/jfox
>>>>
>>>> ______________________________________________
>>>> R-devel at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>>
>>
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel



[Rd] package building problem under Windows Vista
Duncan Murdoch