Skip to content

dispositionEffect

Analysis of Disposition Effect on Financial Portfolios

v1.0.1 · May 30, 2022 · MIT + file LICENSE
CRAN GitHub Mirror

Description

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.

Downloads

275

Last 30 days

15339th

677

Last 90 days

2.4K

Last year

Trend: +27.9% (30d vs prior 30d)

CRAN Check Status

5 ERROR
9 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 ERROR
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 ERROR
r-oldrel-macos-x86_64 ERROR
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 ERROR
r-release-macos-x86_64 ERROR
r-release-windows-x86_64 OK
Check details (5 non-OK)
ERROR r-devel-macos-arm64

tests

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
ERROR r-oldrel-macos-arm64

tests

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
ERROR r-oldrel-macos-x86_64

tests

Running ‘testthat.R’ [7s/9s]
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) ───
  paper
...[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
ERROR r-release-macos-arm64

tests

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
ERROR r-release-macos-x86_64

tests

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

Check History

ERROR 9 OK · 0 NOTE · 0 WARNING · 5 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-devel-macos-arm64

tests

Running ‘testthat.R’ [2s/2s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(dispositionEffect)
  --------------------------------------------
  The dispositionEffect is the first R package to perfor
...[truncated]...
: 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
ERROR r-release-macos-arm64

tests

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 perfor
...[truncated]...
t-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
ERROR r-release-macos-x86_64

tests

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 perfo
...[truncated]...
t-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
ERROR r-oldrel-macos-arm64

tests

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 perfor
...[truncated]...
t-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
ERROR r-oldrel-macos-x86_64

tests

Running ‘testthat.R’ [7s/9s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(testthat)
  > library(dispositionEffect)
  --------------------------------------------
  The dispositionEffect is the first R package to perfor
...[truncated]...
t-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

Dependency Network

Dependencies Reverse dependencies dplyr purrr lubridate magrittr progress dispositionEffect

Version History

new 1.0.1 Mar 10, 2026
updated 1.0.1 ← 1.0.0 diff May 29, 2022
new 1.0.0 Aug 1, 2021