R Observatory: Metrics for IndexConstruction version 0.2-1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

IndexConstruction

0.2-1Package record

Index Construction for Time Series Data

0packages depend

2.7Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Simon TrimbornCRAN page ↗

Derivation of indexes for benchmarking purposes. A methodology with flexible number of constituents is implemented. Also functions for market capitalization and volume weighted indexes with fixed number of constituents are available. The main function of the package, indexComp(), provides the derived index, suitable for analysis purposes. The functions indexUpdate(), indexMemberSelection() and indexMembersUpdate() are components of indexComp() and enable one to construct and continuously update an index, e.g. for display on a website. The methodology behind the functions provided gets introduced in Trimborn and Haerdle (2018) doi:10.1016/j.jempfin.2018.08.004.

Install

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

install.packages("IndexConstruction", 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-indexconstruction

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-IndexConstruction

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-IndexConstruction

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: 3.3 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-10-15
NOTE14 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2-1

READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 9
Examples that run: 100%6 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 67%

How these are measured

Downloads

2.7K

CRAN downloads in the past year

Rank #13,609 · ~7/day · ~221/mo

Releases R versions

Daily download trend is not available in this view yet.

42530 days

85990 days

2.7K1 year

Compare downloads with other packages →

Also on116 r2u3 autocran

How downloads are counted

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing IndexConstruction adds 20 packages (11 with compiled code, 23 MB of source tarballs). Heaviest: BH 14 MB, Rcpp 1.8 MB, timeSeries 1.4 MB.

Depends (1)

R >= 2.10

Imports (6)

KernSmoothfGarch lubridate xts RcppBDT zoo

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Simon Trimborn

Author, Maintainer since 0.1-1 (2019)

Releases (4)

Pick two releases to compare their code metrics.

0.2-1Latest
record
2026-09-30 · current release · diff ↗
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
0.1-3
record
2020-06-02 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.1-2
record
2019-10-24 · diff ↗ ·
removed 12 exports
IndexComp, SwitchDates, IndexUpdate, RelativeWeights, IndexMemberSelection, IndexMembersUpdate, CRIX, ECRIX, EFCRIX, LCRIX, LECRIX, LEFCRIX

added 6 exports
indexComp, switchDates, indexUpdate, relativeWeights, indexMemberSelection, indexMembersUpdate
R
R 3.6.0 released · 2019-04-26
0.1-1
record
2019-03-29
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2019-03-29
Total releases: 4 / 7 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 2.10
Bundled data: 3.8 MB / 1 file
Download size: 3.8 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("IndexConstruction")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

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 IndexConstruction version 0.2-1 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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