R Observatory: Metrics for ffp version 0.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ffp

0.2.2Package record

Fully Flexible Probabilities for Stress Testing and Portfolio Construction

0packages depend

3.1Kdownloads / year

85.4%test coverage

13/13flavors OK

Overview

About

Maintained by Bernardo ReckziegelCRAN page ↗GitHub ↗Issues ↗

Implements numerical entropy-pooling for portfolio construction and scenario analysis as described in Meucci, Attilio (2008) and Meucci, Attilio (2010) doi:10.2139/ssrn.1696802.

Changes in 0.2.2

Added relative_entropy() to compute the relative entropy between two distributions;
entropy-pooling() runs about to 30-60% faster (#19);
view_on_marginal_distribution() restricts just the first two moments of the distribution;
Small changes in the documentation files.

From NEWS.md in the release

Install

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

install.packages("ffp", 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("Reckziegel/FFP")

Development version from Reckziegel/FFP. 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-ffp

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-ffp

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-ffp

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

13OK

CRAN check page ↗

Slowest check: 2.7 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.2

READMEYes · 419 wordsVignettesYes · 2 · dynamicNEWSYes · 67% structured · mentions 0.2.2Citation fileNo

Help pages: 32 (6 internal)
Examples that run: 92%23 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 92%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 3%

Vignettes (2)

How does EP work? HTML
Views

How these are measured

Downloads

3.1K

CRAN downloads in the past year

Rank #13,074 · ~9/day · ~260/mo

Releases R versions

Daily download trend is not available in this view yet.

33230 days

87990 days

3.1K1 year

Compare downloads with other packages →

Also on67 r2u6 autocran

How downloads are counted

Repository

reckziegel/ffp ↗Account: Reckziegel

21Stars

3Forks

0Open issues

0Open PRs

4Releases

85Commits

1Commit identities

entropy-poolingscenariosrisk-managementviewsflexible-probabilitiesbayesian-inferenceportolio-optimization

85 commits · Last activity 2022-09-29 · 0% stars, 30d · Default branch at 0.2.2.9000, ahead of CRAN 0.2.2 (checked 2026-10-21)

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 89
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-09-11 · 182026-09-19 · 21

How these are measured

PracticesBeta

14 development-tooling and community-health practices detected across 6 families in the upstream repository

Checks run against github.com/reckziegel/ffp on 2026-10-21.

Continuous integration (5)

GitHub ActionsR CMD check workflowTravis CI (config file)AppVeyorCircleCI

The R CMD check workflow runs on Linux

Governance and community (2)

Contributing guideIssue templates

Docs source (4)

README.Rmdpkgdown

GitHub Pages site last deployed 2022-09-29 · The repository has a site deploy workflow

Coverage (1)

Coverage reporting (Codecov)

Show all practicesHide 2 practices

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

28 external dependencies (excludes base and recommended)

Installing ffp adds 42 packages (22 with compiled code, 36 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, nloptr 2.1 MB.

Depends (1)

R >= 2.10

Imports (20)

assertthat dplyr forcats ggdist ggplot2 lubridate magrittrmethodsmvtnorm purrr (>= 0.3.4)rlang scales stringr (>= 1.4.1)statstibble tidyr vctrs (>= 0.4.1)nloptr crayon NlcOptim

LinkingTo (0)

none

Suggests (10)

copula covr ghyp knitr markdown rmarkdown roxygen2 spelling testthat xts

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 (1)

Bernardo Reckziegel

Author, Maintainer since 0.1.0 (2021)

Releases (4)

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
0.2.2Latest
record
2022-09-29 · current release · diff ↗ ·
added 1 export
relative_entropy
R
R 4.2.0 released · 2022-04-22
0.2.1
record
2022-03-24 · diff ↗
0.2.0
record
2022-02-17 · diff ↗ ·
removed 1 export
Fit2Moms

added 12 exports
bind_views, entropy_pooling, ffp_moments, fit_to_moments, view_on_copula, view_on_correlation, view_on_covariance, view_on_joint_distribution, view_on_marginal_distribution, view_on_mean, view_on_rank, view_on_volatility
0.1.0
record
2021-07-14
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-07-14
Total releases: 4 / 5 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 2.10
Bundled data: 56 KB / 2 files
Download size: 337 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ffp")

Format

Reckziegel, B. (2022). ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction (Version 0.2.2) [Computer software]. https://doi.org/10.32614/CRAN.package.ffp

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 ffp version 0.2.2 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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