On 22 June 2013 at 14:39, Lucas Nussbaum wrote: | Source: quantlib | Version: 1.2.1-1 | Severity: serious | Tags: jessie sid | User: [email protected] | Usertags: qa-ftbfs-20130620 qa-ftbfs | Justification: FTBFS on amd64
That is a KNOWN issue. The tests take a long time. Please __extend the time out window__ to at twice the current amount. Dirk | Hi, | | During a rebuild of all packages in sid, your package failed to build on | amd64. | | Relevant part: | > make[3]: Entering directory `/«PKGBUILDDIR»/test-suite' | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be preloaded: ignored. | > =================================== | > Testing QuantLib 1.2.1 | > QL_NEGATIVE_RATES defined | > QL_EXTRA_SAFETY_CHECKS undefined | > QL_DISABLE_DEPRECATED undefined | > QL_USE_INDEXED_COUPON undefined | > =================================== | > Running 497 test cases... | > Testing Barone-Adesi and Whaley approximation for American options... | > Testing Bjerksund and Stensland approximation for American options... | > Testing Ju approximation for American options... | > Testing finite-difference engine for American options... | > Testing finite-differences American option greeks... | > Testing finite-differences shout option greeks... | > Testing array construction... | > Testing analytic continuous geometric average-price Asians... | > Testing analytic continuous geometric average-price Asian greeks... | > Testing analytic discrete geometric average-price Asians... | > Testing analytic discrete geometric average-strike Asians... | > Testing Monte Carlo discrete geometric average-price Asians... | > Testing Monte Carlo discrete arithmetic average-price Asians... | > Testing Monte Carlo discrete arithmetic average-strike Asians... | > Testing discrete-averaging geometric Asian greeks... | > Testing use of past fixings in Asian options... | > Testing Levy engine for Asians options... | > Testing consistency between fair price and fair spread... | > Testing implied bond value against asset-swap fair price with null spread... | > Testing relationship between market asset swap and par asset swap... | > Testing clean and dirty price with null Z-spread against theoretical prices... | > Testing implied generic-bond value against asset-swap fair price with null spread... | > Testing market asset swap against par asset swap with generic bond... | > Testing clean and dirty price with null Z-spread against theoretical prices... | > Testing clean and dirty prices for specialized bond against equivalent generic bond... | > Testing asset-swap prices and spreads for specialized bond against equivalent generic bond... | > Testing convolutions... | > Testing auto-covariances... | > Testing auto-correlations... | > Testing barrier options against Haug's values... | > Testing barrier options against Babsiri's values... | > Testing barrier options against Beaglehole's values... | > Testing perturbative engine for barrier options... | > Testing local volatility and Heston FD engines for barrier options... | > Testing two-asset European basket options... | > Testing three-asset basket options against Barraquand's values... | > Testing three-asset American basket options against Tavella's values... | > Testing basket American options against 1-D case... | > Testing antithetic engine using odd sample number... | > Testing analytic Bates engine against Black formula... | > Testing analytic Bates engine against Merton-76 engine... | > Testing analytic Bates engine against Monte-Carlo engine... | > Testing Bates model calibration using DAX volatility data... | > Testing Bermudan swaption against cached values... | > Testing delta calculator values... | > Testing premium-adjusted delta price consistency... | > Testing put-call parity for deltas... | > Testing delta-neutral ATM quotations... | > Testing consistency of bond price/yield calculation... | > Testing consistency of bond price/atmRate calculation... | > Testing consistency of bond price/z-spread calculation... | > Testing theoretical bond price/yield calculation... | > Testing bond price/yield calculation against cached values... | > Testing zero-coupon bond prices against cached values... | > Testing fixed-coupon bond prices against cached values... | > Testing floating-rate bond prices against cached values... | > Testing Brazilian public bond prices against Andima cached values... | > Testing Brownian-bridge variates... | > Testing Brownian-bridge path generation... | > Testing Brazil holiday list... | > Testing Milan Stock Exchange holiday list... | > Testing UK settlement holiday list... | > Testing London Stock Exchange holiday list... | > Testing London Metals Exchange holiday list... | > Testing Frankfurt Stock Exchange holiday list... | > Testing Xetra holiday list... | > Testing Eurex holiday list... | > Testing TARGET holiday list... | > Testing US settlement holiday list... | > Testing US government bond market holiday list... | > Testing New York Stock Exchange holiday list... | > Testing South-Korean settlement holiday list... | > Testing Korea Stock Exchange holiday list... | > Testing calendar modification... | > Testing joint calendars... | > Testing bespoke calendars... | > Testing end-of-month calculation... | > Testing calculation of business days between dates... | > Testing cap/floor dependency on strike... | > Testing consistency between cap, floor and collar... | > Testing cap/floor parity... | > Testing cap/floor vega... | > Testing cap/floor ATM rate... | > Testing implied term volatility for cap and floor... | > Testing Black cap/floor price against cached values... | > Testing degenerate collared coupon... | > Testing collared coupon against its decomposition... | > Testing cash-flow settings... | > Testing dynamic cast of coupon in Black pricer... | > Testing CDS-option value against cached values... | > Testing CDO premiums against Hull-White values... | > Testing analytic simple chooser option... | > Testing Cliquet option values... | > Testing Cliquet option greeks... | > Testing performance option greeks... | > Testing Monte Carlo performance engine against analytic results... | > Testing Hagan-pricer flat-vol equivalence for coupons... | > Testing Hagan-pricer flat-vol equivalence for swaps... | > Testing put-call parity for capped-floored CMS coupons... | > Testing direct commodity unit of measure conversions... | > Testing compound-option values and greeks... | > Testing compound-option put-call parity... | > Testing out-of-the-money convertible bonds against vanilla bonds... | > Testing zero-coupon convertible bonds against vanilla option... | > Testing fixed-coupon convertible bond in known regression case... | > Testing covariance and correlation calculations... | > Testing positive semi-definiteness salvaging algorithms... | > Testing matrix rank reduction salvaging algorithms... | > Testing credit-default swap against cached values... | > Testing credit-default swap against cached market values... | > Testing implied hazard-rate for credit-default swaps... | > Testing fair-spread calculation for credit-default swaps... | > Testing fair-upfront calculation for credit-default swaps... | > Testing constant-maturity-swap-market-model curve state... | > Testing dates... | > Testing ECB dates... | > Testing IMM dates... | > Testing ISO dates... | > Testing actual/actual day counters... | > Testing simple day counter... | > Testing 1/1 day counter... | > Testing business/252 day counter... | > Testing default-probability structure... | > Testing flat hazard rate... | > Testing piecewise-flat hazard-rate consistency... | > Testing piecewise-flat default-density consistency... | > Testing piecewise-linear default-density consistency... | > Testing log-linear survival-probability consistency... | > Testing single-instrument curve bootstrap... | > Testing bootstrap on upfront quotes... | > Testing European asset-or-nothing digital coupon... | > Testing European deep in-the-money asset-or-nothing digital coupon... | > Testing European deep out-the-money asset-or-nothing digital coupon... | > Testing European cash-or-nothing digital coupon... | > Testing European deep in-the-money cash-or-nothing digital coupon... | > Testing European deep out-the-money cash-or-nothing digital coupon... | > Testing call/put parity for European digital coupon... | > Testing replication type for European digital coupon... | > Testing European cash-or-nothing digital option... | > Testing European asset-or-nothing digital option... | > Testing European gap digital option... | > Testing American cash-(at-hit)-or-nothing digital option... | > Testing American cash-(at-hit)-or-nothing digital option greeks... | > Testing American asset-(at-hit)-or-nothing digital option... | > Testing American cash-(at-expiry)-or-nothing digital option... | > Testing American asset-(at-expiry)-or-nothing digital option... | > Testing Monte Carlo cash-(at-hit)-or-nothing American engine... | > Testing normal distributions... | > Testing bivariate cumulative normal distribution... | > Testing Poisson distribution... | > Testing cumulative Poisson distribution... | > Testing inverse cumulative Poisson distribution... | > Testing dividend European option values with no dividends... | > Testing dividend European option with a dividend on today's date... | > Testing dividend European option greeks... | > Testing finite-difference dividend European option values... | > Testing finite-differences dividend European option greeks... | > Testing finite-differences dividend American option greeks... | > Testing degenerate finite-differences dividend European option... | > Testing degenerate finite-differences dividend American option... | > Testing European option values... | > Testing European option greek values... | > Testing analytic European option greeks... | > Testing European option implied volatility... | > Testing self-containment of implied volatility calculation... | > Testing JR binomial European engines against analytic results... | > Testing CRR binomial European engines against analytic results... | > Testing EQP binomial European engines against analytic results... | > Testing TGEO binomial European engines against analytic results... | > Testing TIAN binomial European engines against analytic results... | > Testing LR binomial European engines against analytic results... | > Testing Joshi binomial European engines against analytic results... | > Testing finite-difference European engines against analytic results... | > Testing integral engines against analytic results... | > Testing Monte Carlo European engines against analytic results... | > Testing Quasi Monte Carlo European engines against analytic results... | > Testing FFT European engines against analytic results... | > Testing European price curves... | > Testing finite-differences with local volatility... | > Testing Everest option against cached values... | > Testing direct exchange rates... | > Testing derived exchange rates... | > Testing lookup of direct exchange rates... | > Testing lookup of triangulated exchange rates... | > Testing lookup of derived exchange rates... | > Testing time-dependent JR binomial European engines against analytic results... | > Testing time-dependent CRR binomial European engines against analytic results... | > Testing time-dependent EQP binomial European engines against analytic results... | > Testing time-dependent TGEO binomial European engines against analytic results... | > Testing time-dependent TIAN binomial European engines against analytic results... | > Testing time-dependent LR binomial European engines against analytic results... | > Testing time-dependent Joshi binomial European engines against analytic results... | > Testing factorial numbers... | > Testing Gamma function... | > Testing complex direct FFT... | > Testing convolution via inverse FFT... | > Testing FDM with barrier option for Heston model vs Black-Scholes model... | > Testing FDM with barrier option in Heston model... | > Testing FDM with American option in Heston model... | > Testing FDM Heston for Ikonen and Toivanen tests... | > Testing FDM Heston with Black Scholes model... | > Testing FDM with European option with dividends in Heston model... | > Testing FDM Heston convergence... | > Testing indexing of a linear operator... | > Testing uniform grid mesher... | > Testing application of first-derivatives map... | > Testing application of second-derivatives map... | > Testing application of second-order mixed-derivatives map... | > Testing triple-band map solution... | > Testing FDM with Barrier option in Heston model... | > Testing FDM with American option in Heston model... | > Testing FDM with express certificate in Heston model... | > Testing FDM with Heston Hull-White model... | > Testing BiCGstab with Heston operator... | > Testing Crank-Nicolson with initial implicit damping steps for a digital option... | > Testing forward option values... | > Testing forward option greeks... | > Testing forward performance option values... | > Testing forward performance option greeks... | > Testing Gauss-Jacobi integration... | > Testing Gauss-Laguerre integration... | > Testing Gauss-Hermite integration... | > Testing Gauss hyperbolic integration... | > Testing tabulated Gauss-Laguerre integration... | > Testing Monte Carlo GJR-GARCH engine against analytic GJR-GARCH engine... | > Testing GJR-GARCH model calibration using DAX volatility data... | > Testing Heston model calibration using a flat volatility surface... | > Testing Heston model calibration using DAX volatility data... | > Testing analytic Heston engine against Black formula... | > Testing analytic Heston engine against cached values... | > Testing MC and FD Heston engines for the Kahl-Jaeckel example... | > Testing different numerical Heston integration algorithms... | > Testing FD barrier Heston engine against cached values... | > Testing FD vanilla Heston engine against cached values... | > Testing FD vanilla Heston engine for discrete dividends... | > Testing FD vanilla Heston engine for american exercise... | > Testing multiple-strikes FD Heston engine... | > Testing Monte Carlo Heston engine against cached values... | > Testing analytic piecewise time dependent Heston prices... | > Testing Time dependent Heston model calibration ... | > Testing Himalaya option against cached values... | > Testing European option pricing for a BSM process with one-factor Hull-White model... | > Comparing European option pricing for a BSM process with one-factor Hull-White model... | > Testing Monte-Carlo zero bond pricing... | > Testing Monte-Carlo vanilla option pricing... | > Testing Monte-Carlo Heston option pricing... | > Testing analytic Heston Hull-White option pricing... | > Testing the pricing of a callable equity product... | > Testing the discretization error of the Heston Hull-White process... | > Testing the FDM Heston Hull-White engine... | > Testing the Heston Hull-White calibration... | > Testing convergence speed of Heston-Hull-White engine... | > Testing spatial convergence speed of Heston engine... | > Testing inflation period... | > Testing zero inflation indices... | > Testing zero inflation term structure... | > Testing year-on-year inflation indices... | > Testing year-on-year inflation term structure... | > Testing consistency between yoy inflation cap, floor and collar... | > Testing yoy inflation cap/floor parity... | > Testing Black yoy inflation cap/floor price against cached values... | > Testing collared coupon against its decomposition... | > Testing inflation capped/floored coupon against inflation capfloor instrument... | > Testing conversion from YoY cap-floor surface to YoY inflation term structure... | > Testing conversion from YoY price surface to YoY volatility surface... | > Testing observability of instruments... | > Testing segment integration... | > Testing trapezoid integration... | > Testing mid-point trapezoid integration... | > Testing Simpson integration... | > Testing adaptive Gauss-Kronrod integration... | > Testing non-adaptive Gauss-Kronrod integration... | > Testing adaptive Gauss-Lobatto integration... | > Testing interest-rate conversions... | > Testing spline interpolation on generic values... | > Testing symmetry of spline interpolation end-conditions... | > Testing derivative end-conditions for spline interpolation... | > Testing non-restrictive Hyman filter... | > Testing spline interpolation on RPN15A data set... | > Testing spline interpolation on a Gaussian data set... | > Testing spline approximation on Gaussian data sets... | > Testing N-dimensional cubic spline... | > Testing use of interpolations as functors... | > Testing backward-flat interpolation... | > Testing forward-flat interpolation... | > Testing Sabr interpolation... | > Testing kernel 1D interpolation... | > Testing kernel 2D interpolation... | > Testing bicubic spline derivatives... | > Testing that bicubic splines actually update... | > Testing Merton 76 jump-diffusion model for European options... | > Testing jump-diffusion option greeks... | > Testing linear least-squares regression... | > Testing linear least-squares regression... | > Testing 1D simple linear least-squares regression... | > Testing analytic continuous floating-strike lookback options... | > Testing analytic continuous fixed-strike lookback options... | > Testing randomized lattice sequences (A) up to dimension 30... | > Testing randomized lattice sequences (B) up to dimension 30... | > Testing randomized lattice sequences (C) up to dimension 30... | > Testing randomized lattice sequences (D) up to dimension 30... | > Testing random-seed generator... | > Testing 21200 primitive polynomials modulo two... | > Testing Sobol sequences up to dimension 21200... | > Testing Halton sequences... | > Testing Faure sequences... | > Testing Mersenne-twister discrepancy... | > Testing plain Halton discrepancy... | > Testing random-start Halton discrepancy... | > Testing random-shift Halton discrepancy... | > Testing random-start, random-shift Halton discrepancy... | > Testing unit Sobol discrepancy... | > Testing Jaeckel-Sobol discrepancy... | > Testing Levitan-Sobol discrepancy... | > Testing Levitan-Lemieux-Sobol discrepancy... | > Testing Sobol sequence skipping... | > Testing randomized low-discrepancy sequences up to dimension 21200... | > Testing European one-asset-for-another option... | > Testing American one-asset-for-another option... | > Testing analytic European exchange option greeks... | > Testing exact repricing of inverse floater in forward rate market model... | > Pricing callable swap with Longstaff-Schwartz exercise strategy in a LIBOR market model... | > Testing pathwise vegas in a lognormal forward rate market model... | > Testing pathwise market vegas in a lognormal forward rate market model... | > Testing exact repricing of forwards and optionlets in a stochastic vol displaced diffusion forward rate market model... | > Testing caplet deltas in a lognormal forward rate market model using pathwise method... | > Testing exact repricing of all multi-step products in a lognormal forward rate market model... | > Testing exact repricing of one-step forwards and optionlets in a lognormal forward rate market model... | > Testing exact repricing of one-step forwards and optionlets in a normal forward rate market model... | > Pricing callable swap with naif exercise strategy in a LIBOR market model... | > Pricing callable swap with Anderson exercise strategy in a LIBOR market model... | > Testing caplet greeks in a lognormal forward rate market model using partial proxy simulation... | > Testing Abcd-volatility integration... | > Testing different implementations of Abcd-volatility... | > Testing Abcd-volatility fit... | > Testing period-adaptation routines in LIBOR market model... | > Testing drift calculation... | > Testing exact repricing of multi-step constant maturity swaps and swaptions in a lognormal constant maturity swap market model... | > Testing exact repricing of multi-step coterminal swaps and swaptions in a lognormal coterminal swap rate market model... | > Testing alpha caplet calibration in a lognormal coterminal swap market model... | > Testing GHLS caplet calibration in a lognormal coterminal swap market model... | > Testing max homogeneity caplet calibration in a lognormal coterminal swap market model... | > Testing max homogeneity periodic caplet calibration in a lognormal coterminal swap market model... | > Testing sphere-cylinder optimization... | > Testing orthogonal projections... | > Testing eigenvalues and eigenvectors calculation... | > Testing matricial square root... | > Testing singular value decomposition... | > Testing Higham matricial square root... | > Testing QR decomposition... | > Testing QR solve... | > Testing LU inverse calculation... | > Testing LU determinant calculation... | > Testing Monte-Carlo pricing of American options... | > Testing Monte-Carlo pricing of American max options... | > Testing Mersenne twister... | > Testing money arithmetic without conversions... | > Testing money arithmetic with conversion to base currency... | > Testing money arithmetic with automated conversion... | > Testing nth-to-default against Hull-White values with Gaussian copula... | > Testing nth-to-default against Hull-White values with Gaussian and Student copula... | > Testing TridiagonalOperator... | > Testing differential operators... | > Testing consistency of BSM operators... | > Testing optimizers... | > Testing nested optimizations... | > Testing forward/forward vol stripping from flat term vol surface using optionletstripper1... | > Testing forward/forward vol stripping from non-flat term vol surface using optionletstripper1... | > Testing forward/forward vol stripping from flat term vol surface using optionletstripper2... | > Testing forward/forward vol stripping from non-flat term vol surface using optionletstripper2... | > Testing Eonia-swap calculation of fair fixed rate... | > Testing Eonia-swap calculation of fair floating spread... | > Testing Eonia-swap calculation against cached value... | > Testing Eonia-swap curve building... | > Testing pagoda option against cached values... | > Testing 1-D path generation against cached values... | > Testing n-D path generation against cached values... | > Testing period algebra on years/months... | > Testing period algebra on weeks/days... | > Testing consistency of piecewise-log-linear discount curve... | > Testing consistency of piecewise-linear discount curve... | > Testing consistency of piecewise-linear zero-yield curve... | > Testing consistency of piecewise-cubic zero-yield curve... | > Testing consistency of piecewise-linear forward-rate curve... | > Testing consistency of piecewise-flat forward-rate curve... | > Testing consistency of convex monotone forward-rate curve... | > Testing consistency of local-bootstrap algorithm... | > Testing observability of piecewise yield curve... | > Testing use of today's LIBOR fixings in swap curve... | > Testing bootstrap over JPY LIBOR swaps... | > Testing copying of discount curve... | > Testing copying of forward-rate curve... | > Testing copying of zero-rate curve... | > Testing quanto option values... | > Testing quanto option greeks... | > Testing quanto-forward option values... | > Testing quanto-forward option greeks... | > Testing quanto-forward-performance option values... | > Testing quanto-barrier option values... | > Testing observability of quotes... | > Testing observability of quote handles... | > Testing derived quotes... | > Testing composite quotes... | > Testing forward-value and implied-standard-deviation quotes... | > Testing risk measures... | > Testing Gaussian pseudo-random number generation... | > Testing Poisson pseudo-random number generation... | > Testing custom Poisson pseudo-random number generation... | > Testing closest decimal rounding... | > Testing upward decimal rounding... | > Testing downward decimal rounding... | > Testing floor decimal rounding... | > Testing ceiling decimal rounding... | > Testing sampled curve construction... | > Testing schedule with daily frequency... | > Testing end date for schedule with end-of-month adjustment... | > Testing that no dates are past the end date with EOM adjustment... | > Testing Hull-White calibration against cached values... | > Testing Hull-White swap pricing against known values... | > Testing Hull-White futures convexity bias... | > Testing Brent solver... | > Testing bisection solver... | > Testing false-position solver... | > Testing Newton solver... | > Testing Newton-safe solver... | > Testing Ridder solver... | > Testing secant solver... | > Testing Kirk approximation for spread options... | > Testing extended Ornstein-Uhlenbeck process... | > Testing Black-Scholes Vanilla Swing option pricing ... | > Testing finite difference mesher for the Kluge model ... | > Testing finite difference pricer for the Kluge model ... | > Testing Simple Swing option pricing for Kluge model... | > Testing statistics... | > Testing sequence statistics... | > Testing convergence statistics... | > Testing surface... | > Testing vanilla-swap calculation of fair fixed rate... | > Testing vanilla-swap calculation of fair floating spread... | > Testing vanilla-swap dependency on fixed rate... | > Testing vanilla-swap dependency on floating spread... | > Testing in-arrears swap calculation... | > Testing vanilla-swap calculation against cached value... | > Testing implied swaption vol in LMM using HW approximation... | > Testing forward-rate coinitial-swap Jacobian... | > Testing forward-rate constant-maturity swap Jacobian... | > Testing forward-rate coterminal-swap mappings... | > Testing cash settled swaptions modified annuity... | > Testing swaption dependency on strike... | > Testing swaption dependency on spread... | > Testing swaption treatment of spread... | > Testing swaption value against cached value... | > Testing implied volatility for swaptions... | > Testing swaption vega... | > Testing swaption volatility cube (atm vols)... | > Testing swaption volatility cube (smile)... | > Testing swaption volatility cube (sabr interpolation)... | > Testing spreaded swaption volatility cube... | > Testing volatility cube observability... | > Testing swaption volatility matrix... | > Testing swaption volatility matrix observability... | > Testing term structure against evaluation date change... | > Testing consistency of implied term structure... | > Testing observability of implied term structure... | > Testing consistency of forward-spreaded term structure... | > Testing observability of forward-spreaded term structure... | > Testing consistency of zero-spreaded term structure... | > Testing observability of zero-spreaded term structure... | > Testing time series construction... | > Testing time series interval price... | > Testing time series iterators... | > Testing TQR eigenvalue decomposition... | > Testing TQR zero-off-diagonal eigenvalues... | > Testing TQR eigenvector decomposition... | > Testing tracing... | > Testing transformed grid construction... | > Testing Variance Gamma model for European options... | > Testing variance option with integral Heston engine... | > make[3]: *** wait: No child processes. Stop. | > make[3]: *** Waiting for unfinished jobs.... | > make[3]: *** wait: No child processes. Stop. | > make[2]: *** wait: No child processes. Stop. | > make[2]: *** Waiting for unfinished jobs.... | > make[2]: *** wait: No child processes. Stop. | > make[1]: *** wait: No child processes. Stop. | > make[1]: *** Waiting for unfinished jobs.... | > make[1]: *** wait: No child processes. Stop. | > make: *** wait: No child processes. Stop. | > make: *** Waiting for unfinished jobs.... | > make: *** wait: No child processes. Stop. | > Build killed with signal TERM after 60 minutes of inactivity | > ──────────────────────────────────────────────────────────────────────────────── | > Build finished at 20130621-0445 | | The full build log is available from: | http://aws-logs.debian.net/ftbfs-logs/2013/06/20/quantlib_1.2.1-1_unstable.log | | A list of current common problems and possible solutions is available at | http://wiki.debian.org/qa.debian.org/FTBFS . You're welcome to contribute! | | About the archive rebuild: The rebuild was done on EC2 VM instances from | Amazon Web Services, using a clean, minimal and up-to-date chroot. Every | failed build was retried once to eliminate random failures. -- Dirk Eddelbuettel | [email protected] | http://dirk.eddelbuettel.com -- To UNSUBSCRIBE, email to [email protected] with a subject of "unsubscribe". Trouble? Contact [email protected]
