R Observatory: Metrics for PSGExpress version 3.1.3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2019-07-28. Its history is shown below.

Reason: update had the same check problems as before. ASAN, valgrind and LTO errors '-lgfortran -lstdc++' fails on macOS Installation error on Solaris: unstated requirement of GNU make

Details below reflect version 3.1.3, its last release before removal.

PSGExpress

3.1.3

Portfolio Safeguard: Optimization, Statistics and Risk Management

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Stan Uryasev4 releasesCRAN page ↗

Solves optimization, advanced statistics, and risk management problems. Popular nonlinear functions in financial, statistical, and logistics applications are pre-coded (e.g., Standard Deviation, Entropy, Expected Shortfall (ES), Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Probability of Exceedance (POE), Buffered Probability of Exceedance (bPOE), Partial Moment (PM), Drawdown, Mean-Squared Error, see, the list http://www.aorda.com/html/PSG_Help_HTML/index.html?function.htm ). 'PSGExpress' is the 'Portfolio Safeguard (PSG)' freeware version with the number of variables in functions less or equal to 10, see http://www.aorda.com.

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/PSGExpress/PSGExpress_3.1.3.tar.gz"
pkgFile <- "PSGExpress_3.1.3.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 (3.1.3) 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.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

2

Dependencies · direct

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 91%
Documented parameters: 88%
Return-value docs: 100%
References docs: 76%

Downloads

PSGExpress Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (2)

R >= 3.3Matrix

Imports (1)

methods

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (4)

Maintainer (1)

Stan Uryasev

Author, Maintainer, Copyright holder

Authors (4)

Stan Uryasev

Author, Maintainer, Copyright holder

Grigoriy Zrazhevsky

Author

Viktor Kuzmenko

Author

Alex Zrazhevsky

Author

Copyright holders (1)

Stan Uryasev

Author, Maintainer, Copyright holder

Package Timeline

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

R
R 4.0.0 released · 2020-04-24
archivedRemoved from CRAN
2019-07-28
update had the same check problems as before ASAN, valgrind and LTO errors '-lgfortran -lstdc++' fails on macOS Installation error on Solaris: unstated requirement of GNU make
3.1.3
2019-07-26 · diff ↗
R
R 3.6.0 released · 2019-04-26
archivedRemoved from CRAN
2019-03-31
check problems were not corrected in time Installation failures on parallel make, macOS ASAN, valgrind and rchk errors
3.1.2
2019-03-25 · diff ↗
3.1.1
2019-03-21 · diff ↗
3.1
2019-03-16
R
R 3.5.0 released · 2018-04-23

Package metadata

Total releases: 4
License: GPL (>= 2) OSI
Minimum R: ≥ 3.3
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PSGExpress")

Format

Uryasev, S., Zrazhevsky, G., Kuzmenko, V., & Zrazhevsky, A. (n.d.). PSGExpress: Portfolio Safeguard: Optimization, Statistics and Risk Management (Version 3.1.3) [Computer software]. Retrieved August 15, 2026, from https://CRAN.R-project.org/package=PSGExpress

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 PSGExpress version 3.1.3 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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