R Observatory: Metrics for NMOF version 2.11-0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

NMOF

2.11-0Package record

Numerical Methods and Optimization in Finance

5packages dependsuggested by 2

10.9Kdownloads / year

15.8%test coverage

8/13flavors OK

Overview

About

Maintained by Enrico SchumannCRAN page ↗SourceHut ↗Website ↗

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.

Changes in 2.11-0

'Ritter' has been adapted to new file format and allows to pass parameters to 'download.file'
'trackingPortfolio' keeps column names of the input data
new function 'PBO', for computing probability of backtest overfitting, as descrived in Bailey et al. (2017; https://doi.org/10.21314/JCF.2016.322 )

From NEWS in the release

Install

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

install.packages("NMOF", 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-nmof

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-NMOF

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-NMOF

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

5NOTE8OK

Check messages

NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64

Found calls to structure() using deprecated special names:
  NMOF/inst/doc/portfolio.R (.Dim: 1, .Dimnames: 1)
  NMOF/man/minvar.Rd (.Dim: 1, .Dimnames: 1)
'.Dim' should be changed to 'dim'.
'.Dimnames' should be changed to 'dimnames'.

CRAN check page ↗

Slowest check: 5.6 min · r-release-windows-x86_64

Status changes

NOTE8 OK, 5 NOTE2026-09-08
ERROR8 OK, 4 NOTE, 1 ERROR2026-09-07
NOTE10 OK, 3 NOTE2026-07-16
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.11-0

READMEYes · 227 wordsVignettesYes · 10 · dynamicNEWSYes · 0% structured · mentions 2.11-0Citation fileYes · cites a publicationWebsiteYes

Help pages: 54 (1 internal)includes a package overview page
Examples that run: 94%50 run in a plain check (4 of them under a condition) · 1 only when donttest examples are enabled (R CMD check --as-cran) · 2 never run
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 100%

Vignettes (10)

How these are measured

Downloads

10.9K

CRAN downloads in the past year

Rank #3,809 · ~30/day · ~906/mo

Releases R versions

Daily download trend is not available in this view yet.

92830 days

2.5K90 days

10.9K1 year

Compare downloads with other packages →

Also on1.1K r2u10 autocran173 c2d4u

How downloads are counted

Repository

enricoschumann/nmof ↗Account: enricoschumann

39Stars

9Forks

0Open issues

0Open PRs

0Releases

705Commits

3Commit identities

optimizationheuristicssimulated-annealinggenetic-algorithmdifferential-evolutionthreshold-acceptingrparticle-swarm-optimization

705 commits · Last activity 2026-08-20 · 0% stars, 30d · Default branch at 2.12-0, ahead of CRAN 2.11-0 (checked 2026-10-11)

Responsiveness

How these are sampled

PRs merged (all time): not measured
Median days to close, 50 most recently updated closed issues: 14
Median days to close, 50 most recently updated closed PRs: not measured

Stars over time

2025-09-30 · 372026-07-07 · 39

How these are measured

PracticesBeta

Checks run against github.com/enricoschumann/nmof on 2026-10-11.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Installing NMOF adds no packages beyond those that come with R.

Depends (1)

R >= 3.5

Imports (5)

grDevicesgraphicsparallelstatsutils

LinkingTo (0)

none

Suggests (10)

MASSPMwR RUnit Rglpk datetimeutils openxlsx quadprog readxl tinytest zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

5direct

0indirect

Imports 5

Suggested by 2

Depends, Imports or LinkingTo, most downloaded first

PMwR gbif.range MaxMC landmulti MLFDR

Suggests, most downloaded first

MSCMT neighbours

How these are counted

Code & Tests

Datasets

People & History

People (1)

Enrico Schumann

Author, Maintainer since 0.20-0 (2011)

Releases (30)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
2.11-0Latest
record
2025-10-20 · current release · diff ↗ ·
added 1 export
PBO
R
R 4.5.0 released · 2025-04-11
2.10-1
record
2024-11-03 · diff ↗
2.10-0
record
2024-10-20 · diff ↗ ·
added 1 export
approxBondReturn
R
R 4.4.0 released · 2024-04-24
2.8-0
record
2023-10-20 · diff ↗ ·
added 1 export
minMAD
R
R 4.3.0 released · 2023-04-21
2.7-1
record
2022-10-20 · diff ↗
2.7-0
record
2022-08-19 · diff ↗ ·
added 2 exports
barrierOptionEuropean, maxSharpe
2.5-1
record
2022-05-13 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.5-0
record
2021-10-20 · diff ↗ ·
added 1 export
Ritter
R
R 4.1.0 released · 2021-05-18
2.4-1
record
2021-04-10 · diff ↗
2.4-0
record
2021-04-01 · diff ↗

Show 31 earlier eventsHide 31 earlier events

2.3-1
record
2021-01-19 · diff ↗
2.2-2
record
2020-10-20 · diff ↗ ·
added 2 exports
minCVaR, trackingPortfolio
R
R 4.0.0 released · 2020-04-24
2.1-0
record
2020-04-06 · diff ↗
2.0-1
record
2019-10-20 · diff ↗ ·
added 2 exports
greedySearch, randomReturns
R
R 3.6.0 released · 2019-04-26
1.6-0
record
2019-04-01 · diff ↗ ·
added 4 exports
French, Shiller, mvFrontier, mvPortfolio
1.4-3
record
2018-06-26 · diff ↗
1.4-1
record
2018-05-08 · diff ↗ ·
added 1 export
convexity
R
R 3.5.0 released · 2018-04-23
1.2-2
record
2017-10-20 · diff ↗ ·
added 7 exports
CPPI, SA.info, SAopt, bundFuture, bundFutureImpliedRate, divRatio, minvar
R
R 3.4.0 released · 2017-04-21
0.40-0
record
2016-10-20 · diff ↗ ·
added 3 exports
tfEggholder, xtContractValue, xtTickValue
R
R 3.3.0 released · 2016-05-03
0.36-2
record
2015-10-20 · diff ↗ ·
added 2 exports
LS.info, pm
0.34-2
record
2015-05-07 · diff ↗
R
R 3.2.0 released · 2015-04-16
0.34-1
record
2015-02-03 · diff ↗
0.34-0
record
2014-11-05 · diff ↗ ·
added 5 exports
colSubset, duration, TA.info, callMerton, drawdown
R
R 3.1.0 released · 2014-04-10
0.28-2
record
2013-09-06 · diff ↗
0.28-0
record
2013-06-10 · diff ↗ ·
added 5 exports
gbb, gbm, putCallParity, vanillaBond, ytm
R
R 3.0.0 released · 2013-04-03
0.27-0
record
2012-11-29 · diff ↗ ·
added 3 exports
vanillaOptionAmerican, vanillaOptionEuropean, vanillaOptionImpliedVol
0.25-4
record
2012-07-08 · diff ↗ ·
added 3 exports
resampleC, showChapterNames, showExample
R
R 2.15.0 released · 2012-03-30
0.23-1
record
2012-03-04 · diff ↗
0.22-0
record
2011-12-10 · diff ↗ ·
added 6 exports
callCF, cfBates, cfBSM, cfHeston, cfMerton, cfVG
R
R 2.14.0 released · 2011-10-31
0.20-0
record
2011-10-20
R
R 2.13.0 released · 2011-04-13

Package metadata

First published: 2011-10-20
Total releases: 30 / 15 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5
Bundled data: 745 KB / 3 files
Download size: 1.9 MB

Appears in task views

Empirical Finance Optimization and Mathematical Programming Reproducible Research

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("NMOF")

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 NMOF version 2.11-0 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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