R Observatory: Metrics for LSMRealOptions version 0.2.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2026-06-15. Its history is shown below.

Reason: issues were not corrected in time

Details below reflect version 0.2.1, its last release before removal.

LSMRealOptions

0.2.1

Value American and Real Options Through LSM Simulation

0packages depend

3.1Kdownloads / year

–test coverage

–checks pass

Overview

About

Maintained by Thomas Aspinall3 releasesCRAN page ↗

The least-squares Monte Carlo (LSM) simulation method is a popular method for the approximation of the value of early and multiple exercise options. 'LSMRealOptions' provides implementations of the LSM simulation method to value American option products and capital investment projects through real options analysis. 'LSMRealOptions' values capital investment projects with cash flows dependent upon underlying state variables that are stochastically evolving, providing analysis into the timing and critical values at which investment is optimal. 'LSMRealOptions' provides flexibility in the stochastic processes followed by underlying assets, the number of state variables, basis functions and underlying asset characteristics to allow a broad range of assets to be valued through the LSM simulation method. Real options projects are further able to be valued whilst considering construction periods, time-varying initial capital expenditures and path-dependent operational flexibility including the ability to temporarily shutdown or permanently abandon projects after initial investment has occurred. The LSM simulation method was first presented in the prolific work of Longstaff and Schwartz (2001) doi:10.1093/rfs/14.1.113.

Install

R (source archive)Ubuntu (r2u)openSUSE (OBS)

url <- "https://cran.r-project.org/src/contrib/Archive/LSMRealOptions/LSMRealOptions_0.2.1.tar.gz"
pkgFile <- "LSMRealOptions_0.2.1.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.2.1) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

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-lsmrealoptions

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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

# 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-LSMRealOptions

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

1

Dependencies · direct

Check history

ERROR2026-06-02
10 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 196 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 50%

Downloads

3.1K

CRAN downloads in the past year

Rank #24,311 · ~8/day · ~258/mo

Releases R versions

Daily download trend is not available in this view yet.

030 days

24990 days

3.1K1 year

Compare downloads with other packages →

Also on105 r2u8 autocran41 c2d4u

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (1)

stats

LinkingTo (0)

none

Suggests (6)

knitr rmarkdown ggplot2 dplyr scales NFCP

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (6)

Maintainer (1)

Thomas Aspinall

Author, Maintainer

Authors (6)

Author, Maintainer

Author

Author

Author

Author

Author

Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

archivedRemoved from CRAN
2026-06-15
issues were not corrected in time
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
0.2.1
2021-06-26 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.2.0
2021-05-04 · diff ↗
0.1.0
2021-01-21
R
R 4.0.0 released · 2020-04-24

Package metadata

Total releases: 3
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 79 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("LSMRealOptions")

Format

Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C., & Vanstone, B. (n.d.). LSMRealOptions: Value American and Real Options Through LSM Simulation (Version 0.2.1) [Computer software]. Retrieved August 14, 2026, from https://CRAN.R-project.org/package=LSMRealOptions

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 LSMRealOptions version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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