Duncan is correct the class is not documented but the generics, methods, and 
constructor functions are documented.  Kevin, I updated both devtools and 
Roxygen2 with the same issue.  I am using R Studio.  I tried refactoring around 
some functions and files whose names were close in the event that there may be 
some conflict.  For now, it is just a warning soI will keep looking for the 
problem and if I can solve it post back here as it must be quite subtle given 
all else is working fine.

Glenn


> On Jul 24, 2016, at 3:27 PM, Kevin Ushey <kevinus...@gmail.com> wrote:
> 
> Did you call `devtools::document()` before building and checking your
> package? Everything looks fine to me with your test example. You
> should also double-check that you have up-to-date versions of the
> devtools and roxygen2 packages.
> 
> It's also worth knowing that nowadays you can generally just use
> `@export` and roxygen2 will do the right thing, depending on what
> object you are trying to export.
> 
> On Sun, Jul 24, 2016 at 10:35 AM, Glenn Schultz <glennmschu...@me.com> wrote:
>> All,
>> 
>> I get the following warning using Roxygen2
>> 
>> * checking for missing documentation entries ... WARNING
>> Undocumented S4 classes:
>>  ‘MortgageEffectiveMeasures’
>> 
>> The code to create and document the class is below
>> 
>>  #' An S4 class MortgageEffectiveMeasures
>>  #'
>>  #' A class of mortgage effective duration and convexity
>>  #' @slot EffDuration A numeric value the Effective Duration
>>  #' @slot EffConvexity A numeric value the Effective Convexity
>>  #' @exportClass MortgageEffectiveMeasures
>>  setClass("MortgageEffectiveMeasures",
>>           representation(
>>           EffDuration = "numeric",
>>           EffConvexity = "numeric"
>>         ))
>> 
>> The constructor function works and returns the class with the expected 
>> result.  The constructor function is documented as well as the generics and 
>> the methods.  So, I am a little puzzled as to why I am getting this warning.
>> 
>> I have tried removing all code and refactoring a code chunk at a time - no 
>> help
>> I remove the @exportClass and as expected I pass RCMD
>> 
>> I have looked at this and refactored it so many times if there is a mistake 
>> (and I missed it early on) I can no longer see it.  But it is a simple class 
>> and is fully documented in my package with the exception of the class.  Any 
>> suggestions as to where I should look next are be appreciated.
>> 
>> Best,
>> Glenn
>> 
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-package-devel

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