R Observatory: Metrics for fMultivar version 4031.84

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fMultivar

4031.84

Rmetrics - Modeling of Multivariate Financial Return Distributions

7packages depend

32.2Kdownloads / year

49.4%test coverage

11/13checks pass

Overview

About

Maintained by Stefan TheusslFirst published 2005-04-2020 releasesCRAN page ↗

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.

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).

Health

CRAN checks

2NOTE11OK

Failing flavors

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

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

Code health

Yes

Tests · ratio 0.01

49.4%

Coverage · measured lines

8

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 0% structuredCode of conductNoContributing guideNo

Examples that run: 44%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 65%

Downloads

32.2K

CRAN downloads in the past year

Rank #3,054 · ~88/day · ~2.7K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.3K30 days

4.2K90 days

32.2K1 year

Compare downloads with other packages →

Also on194 r2u1.6K conda_forge121 c2d4u

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (8)

fBasics cubature mvtnorm snmethodsgrDevicesgraphicsstats

LinkingTo (0)

none

Suggests (2)

RUnittcltk

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

7direct

3indirect

bifurcatingr fCopulae REFA fAssets latentcor mixedCCA superb

Code & Tests

People & History

People (6)

Maintainer (1)

Stefan Theussl

Author, Maintainer · added in 4021.83

Authors (3)

Stefan Theussl

Author, Maintainer · added in 4021.83

Tobias Setz

Author · added in 3042.80

Diethelm Wuertz

Author

Contributors (3)

Yohan Chalabi

Contributor · added in 3042.80

Martin Maechler

Contributor · added in 4021.83

CRAN team

Contributor · added in 3042.80.2

Listed in earlier versions (4)

see the SOURCE file

no longer listed · 201.10059 to 2152.77

many others

no longer listed · 201.10059 to 2152.77

Rmetrics Core Team

no longer listed · 3011.78

Tobias Setz Yohan Chalabi [ctb]

no longer listed · 3011.78

Package Timeline

20 releases. Pick two to compare their code metrics. R releases are shown for context.

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
2023-07-11 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
4021.83
2022-07-18 · diff ↗
3042.80.2
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
2020-03-07 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
3042.80
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 events

R
R 3.2.0 released · 2015-04-16
3011.78
2014-09-06 · diff ↗
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
2152.77
2012-11-07 · diff ↗
2100.76
2012-10-29 · diff ↗
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
2009-04-16 · diff ↗
270.74
2008-10-27 · diff ↗
270.73
2008-10-23 · diff ↗
R
R 2.8.0 released · 2008-10-20
R
R 2.7.0 released · 2008-04-22
260.72
2007-10-08 · diff ↗
R
R 2.6.0 released · 2007-10-03
260.71
2007-10-02 · diff ↗
251.70
2007-07-10 · diff ↗
R
R 2.5.0 released · 2007-04-24
240.10068
2006-10-22 · diff ↗
240.10067
2006-10-13 · diff ↗
R
R 2.4.0 released · 2006-10-03
R
R 2.3.0 released · 2006-04-24
221.10065
2006-02-22 · diff ↗
220.10063
2005-11-02 · diff ↗
R
R 2.2.0 released · 2005-10-06
201.10060
2005-05-18 · diff ↗
201.10059
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
Installed size: not tracked yet
With dependencies: not tracked yet

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 is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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