Pkg installer, dmg,
or updater may have been corrupted or perhaps is incomplete.
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Maybe you want to see what's inside of a Pkg without installing it?
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Supported files are added on a rolling basis and
maybe the file type Pkg is also already supported.
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The very first step should be to re-download the Pkg or dmg in question,
and always get it from a trusted source(for example, get the installer or update directly from the developer and never from a third party downloads site).