Make check fails on d-p-q-r-tests.R...

I am afraid this does look like a real problem, if a minor one. We have for 
the first problem

x <- 10^(ex <- c(1,2,5*(1:5),50,100,200,300,Inf))
ex <- -c(rev(1/x), ex)
qcauchy(ex, log=TRUE)

The first entry of the result should be Inf and the last -Inf.  From the 
output you have shown us I would guess the last is NaN.

If this is what is going on, it is a problem but a somewhat esoteric one that 
probably reflects a lack of IEC60559 (aka IEEE754) conformance.  It needs 
more hands-on debugging than we can provide on a help list.