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DM

Doug Martin

6 packages 21 years on CRAN On CRAN since May 2006 (20 years) · last active 2 years ago

Downloads

23.1K

Last 30 days

77.8K

Last 90 days

356.9K

Last year

Average trend: +20.4% (30d vs prior 30d)

Top Packages by Downloads

robust
12.2K
RobStatTM
9.6K
PCRA
500
groc
292
facmodCS
268
facmodTS
247

Portfolio Check Status

Aggregate CRAN check results across 2 maintained packages.

26

OK

Recent Activity

PCRA updated v1.2.1 Mar 13, 2026

Companion to Portfolio Construction and Risk Analysis

PCRA new v1.2 Mar 10, 2026

Companion to Portfolio Construction and Risk Analysis

RobStatTM new v1.0.11 Mar 10, 2026

Robust Statistics: Theory and Methods

facmodCS new v1.0 Mar 10, 2026

Cross-Section Factor Models

facmodTS new v1.0 Mar 10, 2026

Time Series Factor Models for Asset Returns

groc new v1.0.10 Mar 10, 2026

Generalized Regression on Orthogonal Components

robust new v0.7-5 Mar 10, 2026

Port of the S+ "Robust Library"

RobStatTM updated v1.0.11 Oct 16, 2024

Robust Statistics: Theory and Methods

groc updated v1.0.10 Oct 10, 2024

Generalized Regression on Orthogonal Components

robust updated v0.7-5 Aug 16, 2024

Port of the S+ "Robust Library"

Maintained Packages

2 packages

Package Version
PCRA 1.2.1
facmodTS 1.0

Co-authored Packages

3 packages

Package Version
robust 0.7-5
RobStatTM 1.0.11
facmodCS 1.0

Other Roles

1 package

Package Version
groc 1.0.10