R Observatory: Metrics for OptionsPdf version 0.9

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2012-02-04. Its history is shown below.

Details below reflect version 0.9, its last release before removal.

OptionsPdf

0.9Package record

This package estimates a mix of lognormal distributions from interest-rate option data.

0packages depend

–downloads / year

–test coverage

–flavors OK

Overview

About

Maintained by Paolo ZagagliaCRAN page ↗

This package provides the estimation of implied probability density functions (pdf) from options data. The pdf's take the form of a mix of lognormal distributions. The methods used in the routines are discussed in the paper: Soderlind, P., and L. E. O. Svensson (1997), "New Techniques to Extract Market Expectations from Financial Instruments", Journal of Monetary Economics, 40, 383-429. The user should kindly notice that this package is the R port of the Matlab routines originally distributed by P. Soderlind, and freely available from: http://home.datacomm.ch/paulsoderlind/

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/OptionsPdf/OptionsPdf_0.9.tar.gz"
pkgFile <- "OptionsPdf_0.9.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 (0.9) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.9

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 5includes a package overview page
Examples that run: 100%5 run in a plain check
Exported functions with examples: 100%
Documented parameters: not tracked
Return-value docs: not tracked
Help pages citing references: 80%

Also includes 1 demo script (run with demo())

How these are measured

Downloads

OptionsPdf Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

How downloads are counted

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (2)

R >= 2.14.1matlab

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (1)

Paolo Zagaglia

Contributor

Maintainer since 0.9 (2012)

Releases (1)

R
R 2.15.0 released · 2012-03-30
0.9archived
2012-02-04
0.9
record
2012-02-02
R
R 2.14.0 released · 2011-10-31

Package metadata

First published: 2012-02-02
Total releases: 1 / 14 yrs
License: GPL-3 OSI
Minimum R: ≥ 2.14.1

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("OptionsPdf")

Format

Zagaglia, P. (n.d.). OptionsPdf: This package estimates a mix of lognormal distributions from interest-rate option data. (Version 0.9) [Computer software]. Retrieved October 27, 2026, from https://CRAN.R-project.org/package=OptionsPdf

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 OptionsPdf version 0.9 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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