Yes, the .ana extension is required; CDP uses a fixed set of custom file formats for all its frequency domain data, each identified by its extension, e.g. .ana, .env, .pch etc. Internally they are all WAVE format files.
The reported error suggests that this is an earlier version of the program which requires the environment variable CDP_SOUND_EXT to be set (to wav). The recently updated v7.1 sources on Github have removed this requirement. You can test this by setting the environment variable directly at the console ("export CDP_SOUND_EXT=wav") and then running pvoc. If the progam then runs, you know that it is an older version. The variable is effectively obsolete these days now that all Apple machines are Intel-based.