Package evaluation to test ValueAtRisk on Julia 1.12.7-DEV.42 (6f510b6086*) started at 2026-06-20T02:32:37.630 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Activating project at `~/.julia/environments/v1.12` Set-up completed after 8.36s ################################################################################ # Installation # Installing ValueAtRisk... Resolving package versions... Installed ARCHModels ─ v2.7.0 Updating `~/.julia/environments/v1.12/Project.toml` [a6faba0b] + ValueAtRisk v1.1.0 Updating `~/.julia/environments/v1.12/Manifest.toml` [47edcb42] + ADTypes v1.22.0 [a4c015fc] + ANSIColoredPrinters v0.0.1 [6d3278bc] + ARCHModels v2.7.0 [7d9f7c33] + Accessors v0.1.44 [79e6a3ab] + Adapt v4.6.1 [66dad0bd] + AliasTables v1.1.3 [4fba245c] + ArrayInterface v7.25.0 [861a8166] + Combinatorics v1.1.0 [38540f10] + CommonSolve v0.2.7 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.18.1 [a33af91c] + CompositionsBase v0.1.2 [187b0558] + ConstructionBase v1.6.0 [a8cc5b0e] + Crayons v4.1.1 [9a962f9c] + DataAPI v1.16.0 [a93c6f00] + DataFrames v1.8.2 ⌅ [864edb3b] + DataStructures v0.18.22 [e2d170a0] + DataValueInterfaces v1.0.0 [8bb1440f] + DelimitedFiles v1.9.1 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.16.0 [a0c0ee7d] + DifferentiationInterface v0.7.18 ⌃ [31c24e10] + Distributions v0.25.123 [ffbed154] + DocStringExtensions v0.9.5 ⌅ [e30172f5] + Documenter v0.27.25 [4e289a0a] + EnumX v1.0.7 [1a297f60] + FillArrays v1.16.0 [6a86dc24] + FiniteDiff v2.31.0 [f6369f11] + ForwardDiff v1.4.1 [38e38edf] + GLM v1.9.5 [34004b35] + HypergeometricFunctions v0.3.28 ⌅ [09f84164] + HypothesisTests v0.10.13 ⌅ [b5f81e59] + IOCapture v0.2.5 [842dd82b] + InlineStrings v1.4.5 [3587e190] + InverseFunctions v0.1.17 [41ab1584] + InvertedIndices v1.3.1 [92d709cd] + IrrationalConstants v0.2.6 [82899510] + IteratorInterfaceExtensions v1.0.0 [692b3bcd] + JLLWrappers v1.8.0 ⌅ [682c06a0] + JSON v0.21.4 [b964fa9f] + LaTeXStrings v1.4.0 ⌃ [d3d80556] + LineSearches v7.5.1 ⌅ [2ab3a3ac] + LogExpFunctions v0.3.29 [1914dd2f] + MacroTools v0.5.16 [e1d29d7a] + Missings v1.2.0 [46d2c3a1] + MuladdMacro v0.2.4 ⌅ [d41bc354] + NLSolversBase v7.10.0 [77ba4419] + NaNMath v1.1.4 ⌅ [429524aa] + Optim v1.13.3 ⌅ [bac558e1] + OrderedCollections v1.8.2 ⌃ [90014a1f] + PDMats v0.11.35 [69de0a69] + Parsers v2.8.6 [2dfb63ee] + PooledArrays v1.4.3 [85a6dd25] + PositiveFactorizations v0.2.4 [aea7be01] + PrecompileTools v1.3.4 [21216c6a] + Preferences v1.5.2 [08abe8d2] + PrettyTables v3.3.2 [43287f4e] + PtrArrays v1.4.0 [1fd47b50] + QuadGK v2.11.3 [189a3867] + Reexport v1.2.2 ⌅ [79098fc4] + Rmath v0.7.1 ⌅ [f2b01f46] + Roots v2.3.0 [91c51154] + SentinelArrays v1.4.10 [efcf1570] + Setfield v1.1.2 [1277b4bf] + ShiftedArrays v2.0.0 [a2af1166] + SortingAlgorithms v1.2.2 [276daf66] + SpecialFunctions v2.8.0 [860ef19b] + StableRNGs v1.0.4 [1e83bf80] + StaticArraysCore v1.4.4 [10745b16] + Statistics v1.11.1 [82ae8749] + StatsAPI v1.8.0 ⌅ [2913bbd2] + StatsBase v0.33.21 ⌅ [4c63d2b9] + StatsFuns v1.5.1 [3eaba693] + StatsModels v0.7.10 [892a3eda] + StringManipulation v0.4.4 [3783bdb8] + TableTraits v1.0.1 [bd369af6] + Tables v1.12.1 [a6faba0b] + ValueAtRisk v1.1.0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 ⌅ [f50d1b31] + Rmath_jll v0.4.3+0 [56f22d72] + Artifacts v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [8ba89e20] + Distributed v1.11.0 [9fa8497b] + Future v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [ac6e5ff7] + JuliaSyntaxHighlighting v1.12.0 [76f85450] + LibGit2 v1.11.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.12.0 [56ddb016] + Logging v1.11.0 [d6f4376e] + Markdown v1.11.0 [a63ad114] + Mmap v1.11.0 [ca575930] + NetworkOptions v1.3.0 [de0858da] + Printf v1.11.0 [3fa0cd96] + REPL v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.12.0 [f489334b] + StyledStrings v1.11.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [8dfed614] + Test v1.11.0 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1 [e37daf67] + LibGit2_jll v1.9.0+0 [29816b5a] + LibSSH2_jll v1.11.3+1 [4536629a] + OpenBLAS_jll v0.3.29+0 [05823500] + OpenLibm_jll v0.8.7+0 [458c3c95] + OpenSSL_jll v3.5.6+0 [bea87d4a] + SuiteSparse_jll v7.8.3+2 [8e850b90] + libblastrampoline_jll v5.15.0+0 Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m` Building ARCHModels → `~/.julia/scratchspaces/44cfe95a-1eb2-52ea-b672-e2afdf69b78f/c4c2a968150d20017670ce21919772a81e749a1c/build.log` Installation completed after 12.62s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompiling packages... 11902.8 ms ✓ StatsModels 26435.3 ms ✓ GLM 258622.5 ms ✓ ARCHModels 14514.5 ms ✓ ValueAtRisk 4 dependencies successfully precompiled in 327 seconds. 127 already precompiled. 14 dependencies precompiled but different versions are currently loaded (Base64, Dates, JuliaSyntaxHighlighting, LibGit2, LibGit2_jll, LibSSH2_jll, Logging, Markdown, NetworkOptions, OpenSSL_jll, Printf, StyledStrings, TOML and UUIDs). Restart julia to access the new versions. Otherwise, 48 dependents of these packages may trigger further precompilation to work with the unexpected versions. Precompilation completed after 346.26s ################################################################################ # Testing # Testing ValueAtRisk Status `/tmp/jl_2bPOeD/Project.toml` [6d3278bc] ARCHModels v2.7.0 ⌃ [31c24e10] Distributions v0.25.123 ⌅ [e30172f5] Documenter v0.27.25 ⌅ [09f84164] HypothesisTests v0.10.13 ⌅ [429524aa] Optim v1.13.3 [189a3867] Reexport v1.2.2 ⌅ [2913bbd2] StatsBase v0.33.21 [a6faba0b] ValueAtRisk v1.1.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_2bPOeD/Manifest.toml` [47edcb42] ADTypes v1.22.0 [a4c015fc] ANSIColoredPrinters v0.0.1 [6d3278bc] ARCHModels v2.7.0 [7d9f7c33] Accessors v0.1.44 [79e6a3ab] Adapt v4.6.1 [66dad0bd] AliasTables v1.1.3 [4fba245c] ArrayInterface v7.25.0 [861a8166] Combinatorics v1.1.0 [38540f10] CommonSolve v0.2.7 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.18.1 [a33af91c] CompositionsBase v0.1.2 [187b0558] ConstructionBase v1.6.0 [a8cc5b0e] Crayons v4.1.1 [9a962f9c] DataAPI v1.16.0 [a93c6f00] DataFrames v1.8.2 ⌅ [864edb3b] DataStructures v0.18.22 [e2d170a0] DataValueInterfaces v1.0.0 [8bb1440f] DelimitedFiles v1.9.1 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.16.0 [a0c0ee7d] DifferentiationInterface v0.7.18 ⌃ [31c24e10] Distributions v0.25.123 [ffbed154] DocStringExtensions v0.9.5 ⌅ [e30172f5] Documenter v0.27.25 [4e289a0a] EnumX v1.0.7 [1a297f60] FillArrays v1.16.0 [6a86dc24] FiniteDiff v2.31.0 [f6369f11] ForwardDiff v1.4.1 [38e38edf] GLM v1.9.5 [34004b35] HypergeometricFunctions v0.3.28 ⌅ [09f84164] HypothesisTests v0.10.13 ⌅ [b5f81e59] IOCapture v0.2.5 [842dd82b] InlineStrings v1.4.5 [3587e190] InverseFunctions v0.1.17 [41ab1584] InvertedIndices v1.3.1 [92d709cd] IrrationalConstants v0.2.6 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.8.0 ⌅ [682c06a0] JSON v0.21.4 [b964fa9f] LaTeXStrings v1.4.0 ⌃ [d3d80556] LineSearches v7.5.1 ⌅ [2ab3a3ac] LogExpFunctions v0.3.29 [1914dd2f] MacroTools v0.5.16 [e1d29d7a] Missings v1.2.0 [46d2c3a1] MuladdMacro v0.2.4 ⌅ [d41bc354] NLSolversBase v7.10.0 [77ba4419] NaNMath v1.1.4 ⌅ [429524aa] Optim v1.13.3 ⌅ [bac558e1] OrderedCollections v1.8.2 ⌃ [90014a1f] PDMats v0.11.35 [69de0a69] Parsers v2.8.6 [2dfb63ee] PooledArrays v1.4.3 [85a6dd25] PositiveFactorizations v0.2.4 [aea7be01] PrecompileTools v1.3.4 [21216c6a] Preferences v1.5.2 [08abe8d2] PrettyTables v3.3.2 [43287f4e] PtrArrays v1.4.0 [1fd47b50] QuadGK v2.11.3 [189a3867] Reexport v1.2.2 ⌅ [79098fc4] Rmath v0.7.1 ⌅ [f2b01f46] Roots v2.3.0 [91c51154] SentinelArrays v1.4.10 [efcf1570] Setfield v1.1.2 [1277b4bf] ShiftedArrays v2.0.0 [a2af1166] SortingAlgorithms v1.2.2 [276daf66] SpecialFunctions v2.8.0 [860ef19b] StableRNGs v1.0.4 [1e83bf80] StaticArraysCore v1.4.4 [10745b16] Statistics v1.11.1 [82ae8749] StatsAPI v1.8.0 ⌅ [2913bbd2] StatsBase v0.33.21 ⌅ [4c63d2b9] StatsFuns v1.5.1 [3eaba693] StatsModels v0.7.10 [892a3eda] StringManipulation v0.4.4 [3783bdb8] TableTraits v1.0.1 [bd369af6] Tables v1.12.1 [a6faba0b] ValueAtRisk v1.1.0 [efe28fd5] OpenSpecFun_jll v0.5.6+0 ⌅ [f50d1b31] Rmath_jll v0.4.3+0 [56f22d72] Artifacts v1.11.0 [2a0f44e3] Base64 v1.11.0 [ade2ca70] Dates v1.11.0 [8ba89e20] Distributed v1.11.0 [9fa8497b] Future v1.11.0 [b77e0a4c] InteractiveUtils v1.11.0 [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0 [76f85450] LibGit2 v1.11.0 [8f399da3] Libdl v1.11.0 [37e2e46d] LinearAlgebra v1.12.0 [56ddb016] Logging v1.11.0 [d6f4376e] Markdown v1.11.0 [a63ad114] Mmap v1.11.0 [ca575930] NetworkOptions v1.3.0 [de0858da] Printf v1.11.0 [3fa0cd96] REPL v1.11.0 [9a3f8284] Random v1.11.0 [ea8e919c] SHA v0.7.0 [9e88b42a] Serialization v1.11.0 [6462fe0b] Sockets v1.11.0 [2f01184e] SparseArrays v1.12.0 [f489334b] StyledStrings v1.11.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [8dfed614] Test v1.11.0 [cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.3.0+1 [e37daf67] LibGit2_jll v1.9.0+0 [29816b5a] LibSSH2_jll v1.11.3+1 [4536629a] OpenBLAS_jll v0.3.29+0 [05823500] OpenLibm_jll v0.8.7+0 [458c3c95] OpenSSL_jll v3.5.6+0 [bea87d4a] SuiteSparse_jll v7.8.3+2 [8e850b90] libblastrampoline_jll v5.15.0+0 Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. Testing Running tests... Precompiling packages... 11038.9 ms ✓ Distributions → DistributionsTestExt 1 dependency successfully precompiled in 14 seconds. 50 already precompiled. 50 dependencies precompiled but different versions are currently loaded (AliasTables, Base64, Compat, Compat → CompatLinearAlgebraExt, CompilerSupportLibraries_jll, DataAPI, DataStructures, Dates, Distributions, DocStringExtensions, FillArrays, FillArrays → FillArraysPDMatsExt, FillArrays → FillArraysSparseArraysExt, FillArrays → FillArraysStatisticsExt, HypergeometricFunctions, InteractiveUtils, IrrationalConstants, JLLWrappers, JuliaSyntaxHighlighting, LogExpFunctions, Logging, Markdown, Missings, OpenLibm_jll, OpenSpecFun_jll, OrderedCollections, PDMats, Preferences, Printf, PtrArrays, QuadGK, Reexport, Rmath, Rmath_jll, Serialization, SortingAlgorithms, SparseArrays, SpecialFunctions, Statistics, Statistics → SparseArraysExt, StatsAPI, StatsBase, StatsFuns, StyledStrings, SuiteSparse, SuiteSparse_jll, TOML, Test, UUIDs and Unicode). Restart julia to access the new versions. Otherwise, 1 dependent of these packages may trigger further precompilation to work with the unexpected versions. Precompiling packages... 12516.9 ms ✓ Documenter 1 dependency successfully precompiled in 13 seconds. 27 already precompiled. 18 dependencies precompiled but different versions are currently loaded (Base64, Dates, DocStringExtensions, InteractiveUtils, JuliaSyntaxHighlighting, Logging, Markdown, Mmap, PrecompileTools, Preferences, Printf, REPL, Serialization, StyledStrings, TOML, Test, UUIDs and Unicode). Restart julia to access the new versions. Otherwise, 5 dependents of these packages may trigger further precompilation to work with the unexpected versions. ┌ Warning: Terminated early due to NaN in Hessian. └ @ Optim ~/.julia/packages/Optim/gmigl/src/multivariate/optimize/optimize.jl:121 predict: Test Failed at /home/pkgeval/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:25 Expression: isapprox(predict(CAViaR_sym(test_lvls), BG96), [1.1948822219187047, 0.8192804874236312], rtol = 0.0001) Evaluated: isapprox([1.1948676740395834, 0.8218318455271143], [1.1948822219187047, 0.8192804874236312]; rtol = 0.0001) Stacktrace: [1] top-level scope @ ~/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:12 [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.12/Test/src/Test.jl:1777 [inlined] [3] macro expansion @ ~/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:25 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.12/Test/src/Test.jl:680 [inlined] predict: Test Failed at /home/pkgeval/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:26 Expression: isapprox(predict(CAViaR_asym(test_lvls), BG96), [1.2069491626655224, 0.8872412502254272], rtol = 0.0001) Evaluated: isapprox([1.2068902321615809, 0.8848568973586918], [1.2069491626655224, 0.8872412502254272]; rtol = 0.0001) Stacktrace: [1] top-level scope @ ~/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:12 [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.12/Test/src/Test.jl:1777 [inlined] [3] macro expansion @ ~/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:26 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.12/Test/src/Test.jl:680 [inlined] Test Summary: | Pass Fail Total Time predict | 11 2 13 1m59.9s RNG of the outermost testset: Xoshiro(0x83b84f196c696dde, 0x28d0685f433e15fd, 0xa5cb468ca2f1bc3e, 0x4a0807088c6adf24, 0x415a1a323bc87707) ERROR: LoadError: Some tests did not pass: 11 passed, 2 failed, 0 errored, 0 broken. in expression starting at /home/pkgeval/.julia/packages/ValueAtRisk/4tqdN/test/runtests.jl:11 Testing failed after 172.66s ERROR: LoadError: Package ValueAtRisk errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.12/Pkg/src/Types.jl:68 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.12/Pkg/src/Operations.jl:2538 [3] test @ /opt/julia/share/julia/stdlib/v1.12/Pkg/src/Operations.jl:2387 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.12/Pkg/src/API.jl:552 [5] test(pkgs::Vector{PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.12/Pkg/src/API.jl:169 [6] test(pkgs::Vector{String}; kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.12/Pkg/src/API.jl:157 [7] test @ /opt/julia/share/julia/stdlib/v1.12/Pkg/src/API.jl:157 [inlined] [8] #test#81 @ /opt/julia/share/julia/stdlib/v1.12/Pkg/src/API.jl:156 [inlined] [9] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:223 [10] include(mod::Module, _path::String) @ Base ./Base.jl:306 [11] exec_options(opts::Base.JLOptions) @ Base ./client.jl:317 [12] _start() @ Base ./client.jl:550 in expression starting at /PkgEval.jl/scripts/evaluate.jl:214 PkgEval failed after 560.33s: package has test failures