R Observatory: Metrics for RPESE version 1.2.7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RPESE

1.2.7Package record

Estimates of Standard Errors for Risk and Performance Measures

0packages dependsuggested by 3

48.9Kdownloads / year

1.8%test coverage

13/13flavors OK

Overview

About

Maintained by Anthony ChristidisCRAN page ↗

Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) doi:10.21314/JOR.2020.446.

Changes in 1.2.7

Removed redundant Maintainer field from DESCRIPTION (already specified in Authors@R).
Added Encoding: UTF-8 to DESCRIPTION.
Updated all examples to conditionally check for PerformanceAnalytics availability using requireNamespace(), ensuring compatibility with noSuggests CRAN checks.
Package now compatible with RPEIF 1.2.6 and RPEGLMEN 1.1.5.

From NEWS.md in the release

Install

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

install.packages("RPESE", 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-rpese

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-RPESE

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-RPESE

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: 1.3 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.2.7

READMEYes · 58 wordsVignettesYes · 2 · staticNEWSYes · 67% structured · mentions 1.2.7Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 16
Examples that run: 100%16 run in a plain check (16 of them under a condition)
Exported functions with examples: 100%
Documented parameters: 99%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (2)

How these are measured

Downloads

48.9K

CRAN downloads in the past year

Rank #2,329 · ~134/day · ~4.1K/mo

Releases R versions

Daily download trend is not available in this view yet.

2.9K30 days

7.3K90 days

48.9K1 year

Compare downloads with other packages →

Also on178 r2u7 autocran

How downloads are counted

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Installing RPESE adds 13 packages (11 with compiled code, 11 MB of source tarballs). Heaviest: robustbase 2.2 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.

Depends (0)

none

Imports (6)

xts zoobootRPEIF RPEGLMEN RobStatTM

LinkingTo (0)

none

Suggests (3)

testthat R.rsp PerformanceAnalytics

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 3

Suggests, most downloaded first

PerformanceAnalytics PortfolioAnalytics PCRA

How these are counted

Code & Tests

People & History

People (2)

Anthony Christidis

Author, Maintainer since 1.0 (2019)

Xin Chen

Author

Releases (15)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
unarchivedReturned to CRAN
2026-01-08
1.2.7Latest
record
2026-01-08 · current release · diff ↗
archivedRemoved from CRAN
2025-12-17
requires archived package 'RPEIF'
1.2.6
record
2025-12-03 · diff ↗
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
1.2.5
record
2022-09-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.2.4
record
2021-09-22 · diff ↗
1.2.3
record
2021-06-09 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.2.2
record
2021-05-14 · diff ↗
1.2.1
record
2021-05-07 · diff ↗ ·
removed 1 export
robLoc.SE

added 1 export
robMean.SE
1.2.0
record
2021-03-10 · diff ↗ ·
added 1 export
robLoc.SE

Show 9 earlier eventsHide 9 earlier events

1.1.0
record
2020-10-24 · diff ↗ ·
removed 3 exports
SharpeRatio.SE, SortinoRatio.SE, StdDev.SE

added 4 exports
DSR.SE, SD.SE, SR.SE, SoR.SE
1.0.5
record
2020-06-20 · diff ↗
1.0.4
record
2020-06-17 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.0.3
record
2020-03-16 · diff ↗
1.0.2
record
2020-03-03 · diff ↗
1.0.1
record
2019-12-17 · diff ↗
1.0
record
2019-11-06
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-11-06
Total releases: 15 / 7 yrs
License: GPL (>= 2) OSI
Download size: 316 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RPESE")

Format

Christidis, A., & Chen, X. (2026). RPESE: Estimates of Standard Errors for Risk and Performance Measures (Version 1.2.7) [Computer software]. https://doi.org/10.32614/CRAN.package.RPESE

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 RPESE version 1.2.7 [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.

Report a problem with this page →