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DM

Doug Martin

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

Downloads

21.1K

Last 30 days

77K

Last 90 days

357.9K

Last year

Average trend: +32.4% (30d vs prior 30d)

Top Packages by Downloads

robust
10.8K
RobStatTM
8.8K
PCRA
555
groc
345
facmodCS
322
facmodTS
307

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

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

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"

groc updated v1.0.9 Feb 24, 2024

Generalized Regression on Orthogonal Components

robust updated v0.7-4 Feb 3, 2024

Port of the S+ "Robust Library"

robust updated v0.7-3 Dec 4, 2023

Port of the S+ "Robust Library"

RobStatTM updated v1.0.8 Nov 27, 2023

Robust Statistics: Theory and Methods

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