RiskPortfolios

Computation of Risk-Based Portfolios

v2.1.7 · May 16, 2021 · GPL (>= 2)

Description

Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.

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CRAN Check Status

4 NOTE

10 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	39.9s
r-devel-linux-x86_64-debian-gcc	NOTE	29.5s
r-devel-linux-x86_64-fedora-clang	NOTE	64.2s
r-devel-linux-x86_64-fedora-gcc	NOTE	60.1s
r-devel-macos-arm64	OK	13s
r-devel-windows-x86_64	OK	177s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	34s
r-oldrel-windows-x86_64	OK	69s
r-patched-linux-x86_64	OK	37.1s
r-release-linux-x86_64	OK	36s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	39s
r-release-windows-x86_64	OK	56s

Check details (4 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.

Check History

NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.

Dependency Network

Version History

new 2.1.7 Mar 10, 2026

updated 2.1.7 ← 2.1.5 diff May 15, 2021

updated 2.1.5 ← 2.1.4 diff Apr 21, 2021

updated 2.1.4 ← 2.1.3 diff Apr 19, 2020

updated 2.1.3 ← 2.1.2 diff Apr 18, 2020

updated 2.1.2 ← 2.1.1 diff Aug 29, 2018

new 2.1.1 Feb 4, 2017