R Observatory: Metrics for PortfolioAnalytics version 2.1.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PortfolioAnalytics

2.1.2Package record

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

2packages depend

32.6Kdownloads / year

2.3%test coverage

13/13flavors OK

Overview

About

Maintained by Brian G. PetersonCRAN page ↗GitHub ↗

Portfolio optimization and analysis routines and graphics.

Install

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

install.packages("PortfolioAnalytics", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("braverock/PortfolioAnalytics")

Development version from braverock/PortfolioAnalytics. Installs pak first if it is not already available.

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-portfolioanalytics

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-PortfolioAnalytics

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-PortfolioAnalytics

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: 9.0 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK12 OK2026-04-25
NOTE13 OK, 1 NOTE2026-04-16
WARNING6 OK, 8 WARNING2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.1.2

READMEYes · 1,019 wordsVignettesYes · 8 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 144includes a package overview page
Examples that run: 95%20 run in a plain check · 1 never run
Exported functions with examples: 19%
Documented parameters: 100%
Return-value docs: 64%
Help pages citing references: 7%

Also includes 36 demo scripts (run with demo())

Vignettes (8)

How these are measured

Downloads

32.6K

CRAN downloads in the past year

Rank #3,076 · ~89/day · ~2.7K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.5K30 days

4.2K90 days

32.6K1 year

Compare downloads with other packages →

Also on1.6K r2u9 autocran

How downloads are counted

Repository

braverock/portfolioanalytics ↗Account: braverock

106Stars

48Forks

6Open issues

6Open PRs

0Releases

1,502Commits

16Commit identities

1,502 commits · Last activity 2026-09-19 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 46%
Median days to close, 50 most recently updated closed issues: 1,856
Median days to close, 50 most recently updated closed PRs: 15

Stars over time

2025-09-18 · 922026-08-28 · 106

How these are measured

PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/braverock/portfolioanalytics on 2026-10-21.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux

Coverage (1)

Coverage reporting (Codecov)

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v4 (2026-10-20)

AI coding toolsBeta

An outside contributor's pull request to this repository was written with an AI coding tool.

From outside contributors

Claude Code
Pull requests: 7 from outside contributors, first on 2026-09-10, 7 from forks

How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

34 external dependencies (excludes base and recommended)

Installing PortfolioAnalytics adds 16 packages (10 with compiled code, 7.2 MB of source tarballs). Heaviest: PerformanceAnalytics 5.0 MB, zoo 675 KB, xts 470 KB.

Depends (5)

R >= 4.0.0zoo xts foreach PerformanceAnalytics

Imports (5)

methodsGenSA ROI.plugin.symphony mco pso

LinkingTo (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

Imports 2

Depends, Imports or LinkingTo, most downloaded first

PCRA facmodTS

How these are counted

Code & Tests

Datasets

People & History

People (10)

Brian G. Peterson

Peter Carl

Author, Copyright holder

Ross Bennett

Contributor, Copyright holder

Kris Boudt

Contributor, Copyright holder

Xiaokang Feng

Contributor · added in 2.0.0

Yifu Kang

Contributor · added in 2.0.0

Contributor

Contributor

Contributor

Contributor, Copyright holder · added in 2.0.0

Listed in earlier versions (1)

Peterson

no longer listed · 1.0.3636 to 2.1.2

Releases (6)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
2.1.2Latest
record
2026-04-10 · current release · diff ↗ ·
added 1 export
meaneqs.efficient.frontier
2.1.1
record
2026-02-04 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.1.0
record
2024-12-04 · diff ↗ ·
removed 1 export
meaneqs.efficient.frontier

added 1 export
meancsm.efficient.frontier
2.0.0
record
2024-07-03 · diff ↗ ·
added 13 exports
MycovRobMcd, MycovRobTSGS, backtest.plot, chart.EfficientFrontierCompare, custom.covRob.MM, custom.covRob.Mcd, custom.covRob.Rocke, custom.covRob.TSGS, extract_risk, meaneqs.efficient.frontier, meanrisk.efficient.frontier, opt.outputMvo, plotFrontiers
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
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
unarchivedReturned to CRAN
2018-05-18
1.1.0
record
2018-05-18 · diff ↗ ·
added 2 exports
constraint_v1, constraint_v2
archivedRemoved from CRAN
2018-05-03
check problems were not corrected despite reminders
R
R 3.5.0 released · 2018-04-23

Show 4 earlier eventsHide 4 earlier events

R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.0.3636
record
2015-04-19
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-04-19
Total releases: 6 / 11 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 9.8 KB / 2 files
Download size: 1.1 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PortfolioAnalytics")

Format

Peterson, B. G., Bennett, R., Boudt, K., Carl, P., Feng, X., Kang, Y., Martin, R. D., Varon, H., Yollin, G., & Zhao, X. (2026). PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios (Version 2.1.2) [Computer software]. https://doi.org/10.32614/CRAN.package.PortfolioAnalytics

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 PortfolioAnalytics version 2.1.2 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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