R Observatory: Metrics for fMultivar version 4031.84

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fMultivar

4031.84Package record

Rmetrics - Modeling of Multivariate Financial Return Distributions

6packages dependsuggested by 1

26.2Kdownloads / year

49.4%test coverage

11/13flavors OK

Overview

About

Maintained by Stefan TheusslCRAN page ↗Website ↗

A collection of functions inspired by Venables and Ripley (2002) doi:10.1007/978-0-387-21706-2 and Azzalini and Capitanio (1999) arXiv:0911.2093 to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

Install

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

install.packages("fMultivar", 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-fmultivar

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-fMultivar

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-fMultivar

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

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-Project.org>’

The Description field contains
  <arXiv:0911.2093> to manage, investigate and analyze bivariate and
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

CRAN check page ↗

Slowest check: 1.8 min · r-oldrel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTENow
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 4031.84

READMENoVignettesNoNEWSYes · 0% structuredCitation fileNoWebsiteYes

Help pages: 20includes a package overview page
Examples that run: 44%8 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 9 never run
Exported functions with examples: 95%
Documented parameters: not tracked
Return-value docs: not tracked
Help pages citing references: 65%

How these are measured

Downloads

26.2K

CRAN downloads in the past year

Rank #2,922 · ~72/day · ~2.2K/mo

Releases R versions

Daily download trend is not available in this view yet.

2.3K30 days

4.8K90 days

26.2K1 year

Compare downloads with other packages →

Also on281 r2u4 autocran1.5K conda_forge155 c2d4u

How downloads are counted

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing fMultivar adds 14 packages (8 with compiled code, 12 MB of source tarballs). Heaviest: cubature 3.2 MB, Rcpp 1.8 MB, timeSeries 1.4 MB.

Depends (0)

none

Imports (8)

fBasics cubature mvtnorm snmethodsgrDevicesgraphicsstats

LinkingTo (0)

none

Suggests (2)

RUnittcltk

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

6direct

3indirect

Depends 2 · Imports 4

Suggested by 1

Depends, Imports or LinkingTo, most downloaded first

fAssets fCopulae latentcor mixedCCA bifurcatingr REFA

Suggests, most downloaded first

superb

How these are counted

Code & Tests

People & History

People (6)

Stefan Theussl

Author, Maintainer since 4021.83 (2022) · added in 4021.83

Tobias Setz

Author · added in 3042.80

Diethelm Wuertz

Author

Yohan Chalabi

Contributor · added in 3042.80

Martin Maechler

Contributor · added in 4021.83

CRAN team

Contributor · added in 3042.80.2

Previously maintained by Tobias Setz (3011.78 to 3042.80.2) and Yohan Chalabi (2152.77).

Listed in earlier versions (4)

Show 4 peopleHide 4 people

see the SOURCE file

no longer listed · 201.10059 to 2152.77

many others

no longer listed · 201.10059 to 2152.77

Tobias Setz Yohan Chalabi

no longer listed · 3011.78

Rmetrics Core Team

no longer listed · 3011.78

Releases (20)

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
4031.84Latest
record
2023-07-11 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
4021.83
record
2022-07-18 · diff ↗
3042.80.2
record
2022-06-17 · 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
3042.80.1
record
2020-03-07 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
3042.80
record
2017-11-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03

Show 33 earlier eventsHide 33 earlier events

R
R 3.2.0 released · 2015-04-16
3011.78
record
2014-09-06 · diff ↗ ·
removed 51 exports
.TInt, .TOwen, .delliptical2dSlider, .dnorm2d, .gfunc2d, .mvsnorm.plot.1, .mvsnorm.plot.1A, .mvsnorm.plot.1B, .mvsnorm.plot.2, .mvsnorm.plot.3, .mvsnorm.plot.4, .mvsnorm.plot.5, .mvsnormFit, .mvsnormPlot, .mvst.plot.1, .mvst.plot.1A, .mvst.plot.1B, .mvst.plot.2, .mvst.plot.3, .mvst.plot.4, .mvst.plot.5, .mvstFit, .mvstPlot, .pnorm2d, .rnorm2d, contour.gridData, dcauchy2d, delliptical2d, density2d, dmvsnorm and 21 more

added 1 export
pattern:^[^\\.]
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
2152.77
record
2012-11-07 · diff ↗ ·
removed 1 export
pattern:.

added 51 exports
.TInt, .TOwen, .delliptical2dSlider, .dnorm2d, .gfunc2d, .mvsnorm.plot.1, .mvsnorm.plot.1A, .mvsnorm.plot.1B, .mvsnorm.plot.2, .mvsnorm.plot.3, .mvsnorm.plot.4, .mvsnorm.plot.5, .mvsnormFit, .mvsnormPlot, .mvst.plot.1, .mvst.plot.1A, .mvst.plot.1B, .mvst.plot.2, .mvst.plot.3, .mvst.plot.4, .mvst.plot.5, .mvstFit, .mvstPlot, .pnorm2d, .rnorm2d, contour.gridData, dcauchy2d, delliptical2d, density2d, dmvsnorm and 21 more
2100.76
record
2012-10-29 · diff ↗ ·
added 1 export
pattern:.
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
R
R 2.10.0 released · 2009-10-26
R
R 2.9.0 released · 2009-04-17
290.75
record
2009-04-16 · diff ↗
270.74
record
2008-10-27 · diff ↗
270.73
record
2008-10-23 · diff ↗
R
R 2.8.0 released · 2008-10-20
R
R 2.7.0 released · 2008-04-22
260.72
record
2007-10-08 · diff ↗
R
R 2.6.0 released · 2007-10-03
260.71
record
2007-10-02 · diff ↗
251.70
record
2007-07-10 · diff ↗
R
R 2.5.0 released · 2007-04-24
240.10068
record
2006-10-22 · diff ↗
240.10067
record
2006-10-13 · diff ↗
R
R 2.4.0 released · 2006-10-03
R
R 2.3.0 released · 2006-04-24
221.10065
record
2006-02-22 · diff ↗
220.10063
record
2005-11-02 · diff ↗
R
R 2.2.0 released · 2005-10-06
201.10060
record
2005-05-18 · diff ↗
201.10059
record
2005-04-20
R
R 2.1.0 released · 2005-04-18

Package metadata

First published: 2005-04-20
Total releases: 20 / 21 yrs
License: GPL (>= 2) OSI
Download size: 44 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("fMultivar")

Format

Theussl, S., Chalabi, Y., Maechler, M., Setz, T., Wuertz, D., & team, C. (2023). fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions (Version 4031.84) [Computer software]. https://doi.org/10.32614/CRAN.package.fMultivar

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 fMultivar version 4031.84 [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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