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. 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 <[EMAIL PROTECTED]> 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@r-project.org mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-devel > > > > > ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel