R Observatory: Metrics for Dowd version 0.12

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

Dowd

0.12Package record

Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk

0packages depend

3.3Kdownloads / year

4.3%test coverage

11/13flavors OK

Overview

About

Maintained by Dinesh AcharyaCRAN page ↗

'Kevin Dowd's' book Measuring Market Risk is a widely read book in the area of risk measurement by students and practitioners alike. As he claims, 'MATLAB' indeed might have been the most suitable language when he originally wrote the functions, but, with growing popularity of R it is not entirely valid. As 'Dowd's' code was not intended to be error free and were mainly for reference, some functions in this package have inherited those errors. An attempt will be made in future releases to identify and correct them. 'Dowd's' original code can be downloaded from www.kevindowd.org/measuring-market-risk/. It should be noted that 'Dowd' offers both 'MMR2' and 'MMR1' toolboxes. Only 'MMR2' was ported to R. 'MMR2' is more recent version of 'MMR1' toolbox and they both have mostly similar function. The toolbox mainly contains different parametric and non parametric methods for measurement of market risk as well as backtesting risk measurement methods.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("Dowd", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-dowd

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-Dowd

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-Dowd

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Dinesh Acharya <dines.acharya@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Dinesh",
                    family = "Acharya",
                    role = c("aut", "cre"),
                    email = "dines.acharya@gmail.com")
as necessary.

CRAN check page ↗

Slowest check: 3.9 min · r-oldrel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTENow
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.12

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 148includes a package overview page
Examples that run: 100%147 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 58%
Help pages citing references: 100%

How these are measured

Downloads

3.3K

CRAN downloads in the past year

Rank #10,109 · ~9/day · ~278/mo

Releases R versions

Daily download trend is not available in this view yet.

44330 days

98490 days

3.3K1 year

Compare downloads with other packages →

Also on97 r2u8 autocran146 c2d4u

How downloads are counted

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Installing Dowd adds 29 packages (17 with compiled code, 21 MB of source tarballs). Heaviest: ggplot2 6.0 MB, colorspace 2.0 MB, Rcpp 1.8 MB.

Depends (4)

R >= 3.0.0bootstrapMASSforecast

Imports (0)

none

LinkingTo (0)

none

Suggests (2)

PerformanceAnalytics testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (from the free-text Author field) (1)

Dinesh Acharya

Maintainer since 0.1 (2015)

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
0.12Latest
record
2016-03-11 · current release · diff ↗
archivedRemoved from CRAN
2015-11-21
check problems were not corrected despite reminders
0.1
record
2015-09-01
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-09-01
Total releases: 2 / 11 yrs
License: GPL
Minimum R: ≥ 3.0.0
Download size: 120 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("Dowd")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for Dowd version 0.12 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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