R Observatory: Metrics for cvar version 0.6.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

cvar

0.6.1Package record

Compute Expected Shortfall and Value at Risk for Continuous Distributions

1packages depend

153.6Kdownloads / year

89.2%test coverage

13/13flavors OK

Overview

About

Maintained by Georgi N. BoshnakovCRAN page ↗GitHub ↗Website ↗Issues ↗

Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator, probability density function, or data. ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified. The functions are vectorized over the arguments. The computations are done directly from the definitions, see e.g. Acerbi and Tasche (2002) doi:10.1111/1468-0300.00091. Some support for GARCH models is provided, as well.

Changes in 0.6.1

fixed a test failing after a change in the arguments of RNGkind in R-devel =svn r90299=.

From NEWS.md in the release

Install

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

install.packages("cvar", 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("GeoBosh/cvar")

Development version from GeoBosh/cvar. 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-cvar

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-cvar

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-cvar

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: 2.0 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-26
ERROR10 OK, 3 ERROR2026-07-27
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.6.1

READMEYes · 379 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.6.1Citation fileNoWebsiteYes · pkgdown

Help pages: 6includes a package overview page
Examples that run: 80%4 run in a plain check · 1 hold no code
Exported functions with examples: 75%
Documented parameters: 92%
Return-value docs: 75%
Help pages citing references: 17% with a bibliography file

Vignettes (1)

Brief guide to R package cvar PDF

How these are measured

Downloads

153.6K

CRAN downloads in the past year

Rank #1,138 · ~421/day · ~12.8K/mo

Releases R versions

Daily download trend is not available in this view yet.

11.6K30 days

31.1K90 days

153.6K1 year

Compare downloads with other packages →

Also on1.9K r2u17 autocran1.1K conda_forge128 c2d4u

How downloads are counted

Repository

geobosh/cvar ↗Account: GeoBosh

6Stars

3Forks

0Open issues

0Open PRs

0Releases

68Commits

2Commit identities

value-at-riskexpected-shortfallriskquantile-functionslocations-scale-transformationsquantile

68 commits · Last activity 2026-08-25 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): not measured
Median days to close, 50 most recently updated closed issues: 6
Median days to close, 50 most recently updated closed PRs: not measured

Stars over time

2024-08-02 · 62026-07-07 · 6

How these are measured

PracticesBeta

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

Checks run against github.com/geobosh/cvar on 2026-10-11.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)

pkgdown

GitHub Pages site last deployed 2022-11-09 · The repository has a site deploy workflow

pkgdown site last built 2022-11-09, before release 0.6.1 (2026-08-21)

Coverage (1)

Coverage reporting

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing cvar adds 3 packages (1 with compiled code, 1.6 MB of source tarballs). Heaviest: rbibutils 1.1 MB, Rdpack 370 KB, gbutils 164 KB.

Depends (0)

none

Imports (2)

gbutils Rdpack

LinkingTo (0)

none

Suggests (3)

testthat fGarch PerformanceAnalytics

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

52indirect

Imports 1

Depends, Imports or LinkingTo, most downloaded first

fGarch

How these are counted

Code & Tests

People & History

People (1)

Georgi N. Boshnakov

Author, Maintainer since 0.1-1 (2018)

Listed in earlier versions (1)

Boshnakov

no longer listed · 0.2-0 to 0.6.1

Releases (8)

Pick two releases to compare their code metrics.

0.6.1Latest
record
2026-08-21 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.6
record
2025-12-17 · 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
0.5
record
2022-11-03 · diff ↗
0.4.1
record
2022-09-19 · diff ↗
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
0.4-0
record
2019-03-15 · diff ↗
0.3-0
record
2018-10-06 · diff ↗ ·
added 2 exports
GarchModel, sim_garch1c1
0.2-0
record
2018-08-19 · diff ↗
R
R 3.5.0 released · 2018-04-23

Show 2 earlier eventsHide 2 earlier events

0.1-1
record
2018-04-09
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2018-04-09
Total releases: 8 / 8 yrs
License: GPL (>= 2) OSI
Download size: 129 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("cvar")

Format

Boshnakov, G. N. (2026). cvar: Compute Expected Shortfall and Value at Risk for Continuous Distributions (Version 0.6.1) [Computer software]. https://doi.org/10.32614/CRAN.package.cvar

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 cvar version 0.6.1 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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