R Observatory: Metrics for PortfolioOptim version 1.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PortfolioOptim

1.1.1Package record

Small/Large Sample Portfolio Optimization

0packages depend

3.1Kdownloads / year

86.4%test coverage

13/13flavors OK

Overview

About

Maintained by Andrzej PalczewskiCRAN page ↗

Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio.

Install

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

install.packages("PortfolioOptim", 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-portfoliooptim

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-PortfolioOptim

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 51 s · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK12 OK2026-04-25
NOTE11 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.1

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 6 (4 internal)
Examples that run: 100%2 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 33%

How these are measured

Downloads

3.1K

CRAN downloads in the past year

Rank #11,633 · ~8/day · ~255/mo

Releases R versions

Daily download trend is not available in this view yet.

34030 days

93690 days

3.1K1 year

Compare downloads with other packages →

Also on89 r2u82 c2d4u

How downloads are counted

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Installing PortfolioOptim adds 1 package (1 with compiled code, 8.6 KB of source tarballs). Heaviest: Rsymphony 8.6 KB.

Depends (1)

R >= 3.3.0

Imports (1)

Rsymphony

LinkingTo (0)

none

Suggests (3)

mvtnorm Rglpk testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (2)

Andrzej Palczewski

Author, Maintainer since 1.0.3 (2017)

Aleksandra Dabrowska

Contributor

Releases (2)

Pick two releases to compare their code metrics.

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
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
1.1.1Latest
record
2019-02-07 · current release · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.0.3
record
2017-04-20
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2017-04-20
Total releases: 2 / 9 yrs
License: GNU General Public License version 3
Minimum R: ≥ 3.3.0
Download size: 13 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PortfolioOptim")

Format

Palczewski, A., & Dabrowska, A. (2019). PortfolioOptim: Small/Large Sample Portfolio Optimization (Version 1.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.PortfolioOptim

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 PortfolioOptim version 1.1.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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