R Observatory: Metrics for fPortfolio version 4023.84

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fPortfolio

4023.84Package record

Rmetrics - Portfolio Selection and Optimization

2packages depend

20.8Kdownloads / year

–test coverage

11/13flavors OK

Overview

About

Maintained by Stefan TheusslCRAN page ↗Repository ↗

A collection of functions to optimize portfolios and to analyze them from different points of view.

Install

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

install.packages("fPortfolio", 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-fportfolio

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-fPortfolio

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-fPortfolio

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

NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Rd files without \usage:
  ‘backtest-getMethods.Rd’
\arguments should not be documented without \usage.

CRAN check page ↗

Slowest check: 3.8 min · r-oldrel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTENow
NOTE12 OK, 1 NOTE2026-07-11
OK13 OK2026-06-15
NOTE12 OK, 1 NOTE2026-06-14
OK13 OK2026-06-10
NOTE12 OK, 1 NOTE2026-06-04

Show 10 earlier changesHide 10 earlier changes

OK13 OK2026-06-02
NOTE12 OK, 1 NOTE2026-05-31
OK13 OK2026-05-24
NOTE12 OK, 1 NOTE2026-05-23
OK13 OK2026-05-21
NOTE12 OK, 1 NOTE2026-05-20
OK13 OK2026-05-13
NOTE12 OK, 1 NOTE2026-05-12
OK13 OK2026-04-30
NOTE10 OK, 4 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 4023.84

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 56includes a package overview page
Examples that run: 100%1 run in a plain check
Exported functions with examples: 0%
Documented parameters: 100%
Return-value docs: 0%
Help pages citing references: 98%

How these are measured

Downloads

20.8K

CRAN downloads in the past year

Rank #3,134 · ~57/day · ~1.7K/mo

Releases R versions

Daily download trend is not available in this view yet.

2.1K30 days

3.9K90 days

20.8K1 year

Compare downloads with other packages →

Also on118 r2u4 autocran591 conda_forge211 c2d4u

How downloads are counted

Repository

r-forge.r-project.org/projects/rmetrics ↗

Responsiveness

not measured

How these are measured

PracticesBeta

Repository r-forge.r-project.org/projects/rmetrics is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.

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

Dependencies

Declared dependencies

18 external dependencies (excludes base and recommended)

Installing fPortfolio adds 49 packages (30 with compiled code, 28 MB of source tarballs). Heaviest: igraph 4.8 MB, cubature 3.2 MB, robustbase 2.2 MB.

Depends (5)

R >= 2.15.1timeDate timeSeries fBasics fAssets

Imports (14)

fCopulae robustbaseMASSRglpk slam Rsolnp quadprog kernlab rneosmethodsgrDevicesgraphicsstatsutils

LinkingTo (0)

none

Suggests (6)

parma Rsymphony dplR bcp fGarch mvoutlier

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

Depends 1 · Imports 1

Depends, Imports or LinkingTo, most downloaded first

iClick RMOPI

How these are counted

Code & Tests

Datasets

People & History

People (5)

Stefan Theussl

Author, Maintainer since 4023.84 (2023) · added in 4023.84

Yohan Chalabi

Author · added in 3011.81

Tobias Setz

Author · added in 3011.81

Diethelm Wuertz

Author

William Chen

Contributor · added in 3042.83

Previously maintained by Tobias Setz (3011.81 to 3042.83.1) and Rmetrics Core Team (201.10059 to 2130.80).

Listed in earlier versions (3)

Show 3 peopleHide 3 people

see the SOURCE file

no longer listed · 201.10059 to 260.72

many others

no longer listed · 201.10059 to 260.72

Rmetrics Core Team

no longer listed · 2100.78 to 3011.81

Releases (19)

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
4023.84Latest
record
2023-04-25 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
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
3042.83.1
record
2020-03-07 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
3042.83
record
2017-11-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
3011.81
record
2014-10-30 · diff ↗ ·
removed 156 exports
.addlegend, .attributesWheel, .baggedEstimator, .bayesSteinEstimator, .cfgFit, .checkSpec, .checkSpecVsConstraints, .checkTargetReturn, .checkWeights, .covRisk, .cvarRglpkArguments, .cvarRisk, .cvarSolveTwoAssets, .donostahEstimator, .getCovRiskBudgets.fPORTFOLIO, .lambdaTailRisk, .ledoitWolfEstimator, .madRglpkArguments, .madSolveTwoAssets, .mvSolveTwoAssets, .notStackedWeightsPlot, .portfolioFrontier, .rglpk, .rglpkArguments, .rglpkControl, .rmtEstimator, .rquadprog, .rquadprogArguments, .rquadprogControl, .rshortExact and 126 more

added 1 export
pattern:^[^\\.]

Show 32 earlier eventsHide 32 earlier events

R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
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
2130.80
record
2011-02-10 · diff ↗
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
2110.79
record
2010-04-17 · diff ↗
R
R 2.10.0 released · 2009-10-26
2100.78
record
2009-09-28 · diff ↗ ·
removed 4 exports
.rsymphony, .rsymphonyArguments, .rsymphonyControl, solveRsymphony

added 6 exports
.baggedEstimator, .bayesSteinEstimator, .donostahEstimator, .ledoitWolfEstimator, .rmtEstimator, .studentEstimator
2100.77
record
2009-04-20 · diff ↗ ·
added 1 export
.checkSpec
2100.76
record
2009-04-17 · diff ↗
R
R 2.9.0 released · 2009-04-17
290.75
record
2009-04-16 · diff ↗ ·
added 9 exports
getA, getControl, getMessages, getOptions, .rsymphony, .rsymphonyArguments, .rsymphonyControl, solveRsymphony, tailoredFrontierPlot
280.74
record
2008-10-27 · diff ↗
280.73
record
2008-10-23 · diff ↗ ·
added 152 exports
.addlegend, .attributesWheel, .cfgFit, .checkSpecVsConstraints, .checkTargetReturn, .checkWeights, cmlLines, cmlPoints, covEstimator, covMcdEstimator, covOGKEstimator, covRisk, .covRisk, covRiskBudgetsLinePlot, covRiskBudgetsPie, covRiskBudgetsPlot, .cvarRglpkArguments, cvarRisk, .cvarRisk, .cvarSolveTwoAssets, efficientPortfolio, eqsumWConstraints, equalWeightsPoints, feasiblePortfolio, .fportfolio.plot.1, .fportfolio.plot.2, .fportfolio.plot.3, .fportfolio.plot.4, .fportfolio.plot.5, .fportfolio.plot.6 and 122 more
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
251.70
record
2007-07-10 · diff ↗
240.10068
record
2007-06-28 · diff ↗
R
R 2.5.0 released · 2007-04-24
R
R 2.4.0 released · 2006-10-03
R
R 2.3.0 released · 2006-04-24
221.10065
record
2006-02-23 · 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: 19 / 21 yrs
License: GPL (>= 2) OSI
Additional repositories: r-forge.r-project.org
Minimum R: ≥ 2.15.1
Bundled data: 539 KB / 12 files
Download size: 714 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("fPortfolio")

Format

Theussl, S., Chalabi, Y., Chen, W., Setz, T., & Wuertz, D. (2023). fPortfolio: Rmetrics - Portfolio Selection and Optimization (Version 4023.84) [Computer software]. https://doi.org/10.32614/CRAN.package.fPortfolio

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 fPortfolio version 4023.84 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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