R Observatory: Metrics for FRAPO version 0.4-2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

FRAPO

0.4-2Package record

Financial Risk Modelling and Portfolio Optimisation with R

1packages dependsuggested by 1

6.2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Bernhard PfaffCRAN page ↗

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Install

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

install.packages("FRAPO", 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-frapo

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-FRAPO

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-FRAPO

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

13OK

CRAN check page ↗

Slowest check: 2.2 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.4-2

READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 44
Examples that run: 88%37 run in a plain check · 5 never run
Exported functions with examples: 95%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 45%

How these are measured

Downloads

6.2K

CRAN downloads in the past year

Rank #6,038 · ~17/day · ~520/mo

Releases R versions

Daily download trend is not available in this view yet.

46130 days

1.4K90 days

6.2K1 year

Compare downloads with other packages →

Also on148 r2u5 autocran214 c2d4u

How downloads are counted

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Installing FRAPO adds 7 packages (5 with compiled code, 4.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, timeSeries 1.4 MB, RcppArmadillo 1.0 MB.

Depends (5)

R >= 3.1.3methodscccp Rglpk timeSeries

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Imports 1

Suggested by 1

Depends, Imports or LinkingTo, most downloaded first

iClick

Suggests, most downloaded first

CLA

How these are counted

Code & Tests

Datasets

People & History

People (1)

Bernhard Pfaff

Author, Maintainer since 0.3-6 (2012)

Listed in earlier versions (5)

Show 5 peopleHide 5 people

Stephen Boyd

no longer listed · 0.3-6 to 0.3-8

Herve Lebret

no longer listed · 0.3-6 to 0.3-8

Miguel Sousa Lobo

no longer listed · 0.3-6 to 0.3-8

Lieven Vandenberge

no longer listed · 0.3-6

Lieven Vandenberghe

no longer listed · 0.3-7 to 0.3-8

Releases (6)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.4-2Latest
record
2026-01-25 · current release · diff ↗
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
0.4-1
record
2016-12-12 · diff ↗
0.4-0
record
2016-08-23 · diff ↗ ·
removed 5 exports
PERC2, Socp, SocpControl, SocpPhase1, SocpPhase2
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10

Show 5 earlier eventsHide 5 earlier events

0.3-8
record
2013-06-19 · diff ↗ ·
added 1 export
PERC2
0.3-7
record
2013-06-08 · diff ↗ ·
removed 1 export
PERC2
R
R 3.0.0 released · 2013-04-03
0.3-6
record
2012-12-06
R
R 2.15.0 released · 2012-03-30

Package metadata

First published: 2012-12-06
Total releases: 6 / 14 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.1.3
Bundled data: 1.6 MB / 17 files
Download size: 1.6 MB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' entry:

citation("FRAPO")

The package provides a citation file, so citation() returns the authors' own entry.

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 FRAPO version 0.4-2 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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