R Observatory: Metrics for dispositionEffect version 1.0.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

dispositionEffect

1.0.1Package record

Analysis of Disposition Effect on Financial Portfolios

0packages depend

2.7Kdownloads / year

95.3%test coverage

9/13flavors OK

Overview

About

Maintained by Marco ZanottiCRAN page ↗GitHub ↗Website ↗Issues ↗

Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.

Changes in 1.0.1

Minor bug fix.

From NEWS.md in the release

Install

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

install.packages("dispositionEffect", 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("marcozanotti/dispositionEffect")

Development version from marcozanotti/dispositionEffect. 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-dispositioneffect

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-dispositionEffect

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-dispositionEffect

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

4ERROR9OK

Check messages

ERRORtestsr-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-release-macos-arm64, r-release-macos-x86_64

r-oldrel-macos-arm64

Running ‘testthat.R’ [4s/4s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(dispositionEffect)
  --------------------------------------------
  The dispositionEffect is the first R package to perform behavioural analysis on financial data.
  Use citation('dispositionEffect') to cite the package.
  Learn more at: https://marcozanotti.github.io/dispositionEffect/index.html
  --------------------------------------------
  > 
  > test_check("dispositionEffect")
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  
  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure ('test-paper_compute.R:46:2'): paper_compute works (method = duration) ──
  paper_compute(...) not equal to res[, c(1, 14:17)].
  Component "PG_duration": Mean relative difference: 0.06666667
  Component "PL_duration": Mean relative difference: 0.06666667
  ── Failure ('test-paper_compute.R:52:2'): paper_compute works (method = all) ───
  pap
...[truncated]...
28 == 1
  ── Failure ('test-realized_duration.R:141:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [1] 29 - 28 == 1
  
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  Error: Test failures
  Execution halted

r-oldrel-macos-x86_64

Running ‘testthat.R’ [7s/10s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(dispositionEffect)
  --------------------------------------------
  The dispositionEffect is the first R package to perform behavioural analysis on financial data.
  Use citation('dispositionEffect') to cite the package.
  Learn more at: https://marcozanotti.github.io/dispositionEffect/index.html
  --------------------------------------------
  > 
  > test_check("dispositionEffect")
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  
  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure ('test-paper_compute.R:46:2'): paper_compute works (method = duration) ──
  paper_compute(...) not equal to res[, c(1, 14:17)].
  Component "PG_duration": Mean relative difference: 0.1764706
  Component "PL_duration": Mean relative difference: 0.1764706
  ── Failure ('test-paper_compute.R:52:2'): paper_compute works (method = all) ───
  pape
...[truncated]...
28 == 3
  ── Failure ('test-realized_duration.R:141:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [2] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [2] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [1] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [2] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
  realized_duration(...) not equal to c(...).
  1/4 mismatches
  [1] 31 - 28 == 3
  
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  Error: Test failures
  Execution halted

r-release-macos-arm64

Running ‘testthat.R’ [3s/3s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(dispositionEffect)
  --------------------------------------------
  The dispositionEffect is the first R package to perform behavioural analysis on financial data.
  Use citation('dispositionEffect') to cite the package.
  Learn more at: https://marcozanotti.github.io/dispositionEffect/index.html
  --------------------------------------------
  > 
  > test_check("dispositionEffect")
  Saving _problems/test-paper_compute-48.R
  Saving _problems/test-paper_compute-54.R
  Saving _problems/test-portfolio_compute-10.R
  Saving _problems/test-portfolio_compute-11.R
  Saving _problems/test-realized_compute-81.R
  Saving _problems/test-realized_compute-93.R
  Saving _problems/test-realized_duration-23.R
  Saving _problems/test-realized_duration-26.R
  Saving _problems/test-realized_duration-29.R
  Saving _problems/test-realized_duration-32.R
  Saving _problems/test-re
...[truncated]...
ed_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  Error:
  ! Test failures.
  Execution halted

r-release-macos-x86_64

Running ‘testthat.R’ [9s/15s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(dispositionEffect)
  --------------------------------------------
  The dispositionEffect is the first R package to perform behavioural analysis on financial data.
  Use citation('dispositionEffect') to cite the package.
  Learn more at: https://marcozanotti.github.io/dispositionEffect/index.html
  --------------------------------------------
  > 
  > test_check("dispositionEffect")
  Saving _problems/test-paper_compute-48.R
  Saving _problems/test-paper_compute-54.R
  Saving _problems/test-portfolio_compute-10.R
  Saving _problems/test-portfolio_compute-11.R
  Saving _problems/test-realized_compute-81.R
  Saving _problems/test-realized_compute-93.R
  Saving _problems/test-realized_duration-23.R
  Saving _problems/test-realized_duration-26.R
  Saving _problems/test-realized_duration-29.R
  Saving _problems/test-realized_duration-32.R
  Saving _problems/test-r
...[truncated]...
ed_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 31 - 28 == 3
  ── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 31 - 28 == 3
  
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  Error:
  ! Test failures.
  Execution halted

CRAN check page ↗

Slowest check: 3.1 min · r-release-macos-x86_64

Status changes

ERROR9 OK, 4 ERRORNow
ERROR9 OK, 5 ERROR2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.1

READMEYes · 310 wordsVignettesYes · 4 · dynamicNEWSYes · 100% structured · mentions 1.0.1Citation fileNoWebsiteYes · pkgdown

Help pages: 21 (8 internal)includes a package overview page
Examples that run: no examples
Exported functions with examples: 0%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 5%

Vignettes (4)

How these are measured

Downloads

2.7K

CRAN downloads in the past year

Rank #15,917 · ~7/day · ~224/mo

Releases R versions

Daily download trend is not available in this view yet.

31230 days

77090 days

2.7K1 year

Compare downloads with other packages →

Also on82 r2u5 autocran

How downloads are counted

Repository

marcozanotti/dispositioneffect ↗Account: marcozanotti

4Stars

1Forks

5Open issues

0Open PRs

1Releases

308Commits

5Commit identities

rstats-packagefinancebehavioral-economicseconomicseconometricstime-seriesfinancial-analysisfinancial-markets

308 commits · Last activity 2022-05-30 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 3
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2024-04-29 · 42026-07-07 · 4

How these are measured

PracticesBeta

9 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/marcozanotti/dispositioneffect on 2026-10-18.

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 (4)

README.Rmdpkgdown

GitHub Pages site last deployed 2022-05-30 · The repository has a site deploy workflow

pkgdown site last built 2022-05-30

Coverage (1)

Coverage reporting (Codecov)

CRAN release process (1)

cran-comments.md

Show all practicesHide 1 practice

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Installing dispositionEffect adds 23 packages (12 with compiled code, 6.5 MB of source tarballs). Heaviest: vctrs 1.0 MB, dplyr 902 KB, rlang 766 KB.

Depends (1)

R >= 3.5.0

Imports (5)

dplyr purrr lubridate magrittr progress

LinkingTo (0)

none

Suggests (16)

devtools knitr rmarkdown roxygen2 testthat covr tidyr skimr ggplot2 ggridges furrr future foreach doParallelparallelbench

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (2)

Marco Zanotti

Author, Maintainer since 1.0.0 (2021)

Lorenzo Mazzucchelli

Author

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
1.0.1Latest
record
2022-05-30 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
1.0.0
record
2021-08-02
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-08-02
Total releases: 2 / 5 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 352 KB / 5 files
Download size: 1.0 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("dispositionEffect")

Format

Zanotti, M., & Mazzucchelli, L. (2022). dispositionEffect: Analysis of Disposition Effect on Financial Portfolios (Version 1.0.1) [Computer software]. https://doi.org/10.32614/CRAN.package.dispositionEffect

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 dispositionEffect version 1.0.1 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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