Last minute fixes (causing errors) for CRAN submission.

DESCRIPTION

@@ -32,7 +32,6 @@ URL: https://CRAN.R-project.org/package=riskParityPortfolio,
 BugReports: https://github.com/dppalomar/riskParityPortfolio/issues
 License: GPL-3
 Encoding: UTF-8
-LazyData: true
 LinkingTo:
     Rcpp,
     RcppEigen
@@ -47,7 +46,6 @@ Suggests:
     knitr,
     ggplot2,
     numDeriv,
-    pagedown,
     portfolioBacktest,
     prettydoc,
     rmarkdown,

README.Rmd

@@ -49,7 +49,7 @@ The latest stable version of **riskParityPortfolio** is available at https://CRA
 
 The latest development version of **riskParityPortfolio** is available at https://github.com/dppalomar/riskParityPortfolio.
 
-**Check out the documentation here: [https://mirca.github.io/riskParityPortfolio](https://mirca.github.io/riskParityPortfolio).**
+**Check out the documentation here: [https://mirca.github.io/riskParityPortfolio](https://mirca.github.io/riskParityPortfolio/).**
 
 ## Installation
 To install the latest stable version of **riskParityPortfolio** from CRAN, run the following commands in R:

README.md

@@ -1,3 +1,4 @@
+
 # riskParityPortfolio
 
 [![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/riskParityPortfolio)](https://CRAN.R-project.org/package=riskParityPortfolio)
@@ -23,7 +24,7 @@ The latest stable version of **riskParityPortfolio** is available at https://CRA
 
 The latest development version of **riskParityPortfolio** is available at https://github.com/dppalomar/riskParityPortfolio.
 
-**Check out the documentation here: [https://mirca.github.io/riskParityPortfolio](https://mirca.github.io/riskParityPortfolio).**
+**Check out the documentation here: [https://mirca.github.io/riskParityPortfolio](https://mirca.github.io/riskParityPortfolio/).**
 
 ## Installation
 To install the latest stable version of **riskParityPortfolio** from CRAN, run the following commands in R:

R_buildignore/developer_commands.R

@@ -22,39 +22,39 @@ vignette(package = "riskParityPortfolio")
 ##
 devtools::load_all()  #or Ctrl-Shift-L
 devtools::document()  #or Ctrl-Shift-L (to generate all documentation via roxygen)
-devtools::install()
-#devtools::install(build_vignettes = TRUE)
+devtools::install(build_vignettes = TRUE)
 library(riskParityPortfolio)
+#tools::showNonASCIIfile("fit_mvt.R")
 
 
 # Code tests (https://codecov.io/gh/mirca/riskParityPortfolio)
 devtools::test()
-covr::package_coverage()  # coverage of tests
+#covr::package_coverage()  # coverage of tests
 
 
 # Compress pdf vignettes
 #tools::compactPDF("vignettes/slides-RFinance2019.pdf", gs_quality = "ebook")
 #tools::compactPDF("vignettes/slides-ConvexOptimizationCourseHKUST.pdf", gs_quality = "ebook")
 
 
-# CRAN check and submission (http://r-pkgs.had.co.nz/release.html)
+# CRAN check and submission (https://r-pkgs.org/release.html)
 #  checklist: https://kalimu.github.io/post/checklist-for-r-package-submission-to-cran/
-devtools::check()
-rcmdcheck::rcmdcheck()
+devtools::check()  # run_dont_test = TRUE
+rcmdcheck::rcmdcheck()  # build_args = "--run-donttest"
 devtools::build()
-#devtools::revdep(pkg = "riskParityPortfolio")  # to check reverse dependencies
 #devtools::check_win_release()  #to check under windows
 #R CMD build .  # this is to generate tarball
 #R CMD build . --compact-vignettes=gs+qpdf  
-#R CMD check riskParityPortfolio_0.2.1.tar.gz --as-cran --run-donttest  # this is before submission to CRAN
-#R CMD install riskParityPortfolio_0.2.1.tar.gz
+#R CMD check riskParityPortfolio_0.2.2.tar.gz --as-cran --run-donttest  # this is before submission to CRAN
+#R CMD install riskParityPortfolio_0.2.2.tar.gz
 #submit the tarball directly via the webform: https://cran.r-project.org/submit.html
 
 
+
 ## Reverse dependencies
 # tools::dependsOnPkgs("riskParityPortfolio")
 # tools::package_dependencies("riskParityPortfolio", reverse = TRUE)
 # devtools::revdep(pkg = "riskParityPortfolio") 
-# revdepcheck::revdep_check()  #source("https://install-github.me/r-lib/revdepcheck")
+# revdepcheck::revdep_check()  #devtools::install_github("r-lib/revdepcheck")
 # remotes::package_deps("riskParityPortfolio")