R Observatory: Metrics for finlabR version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

finlabR

1.0.0

Portfolio Analytics and Simulation Toolkit

0packages depend

1.6Kdownloads / year

6.0%test coverage

13/13checks pass

Overview

About

Maintained by Suyash JindalFirst published 2026-04-221 releasesCRAN page ↗

Tools for portfolio construction and risk analytics, including mean-variance optimization, conditional value at risk (expected shortfall) minimization, risk parity, regime clustering, correlation analysis, Monte Carlo simulation, and option pricing. Includes utilities for portfolio evaluation, clustering, and risk reporting. Methods are based in part on Markowitz (1952) doi:10.1111/j.1540-6261.1952.tb01525.x, Rockafellar and Uryasev (2000) doi:10.21314/JOR.2000.038, Maillard et al. (2010) doi:10.3905/jpm.2010.36.4.060, Black and Scholes (1973) doi:10.1086/260062, and Cox et al. (1979) doi:10.1016/0304-405X(79)90015-1.

Install

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

install.packages("finlabR", 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-finlabr

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-finlabR

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-finlabR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.4 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.01

6.0%

Coverage · measured lines

100%

Documentation · exports

11

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-08
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-23
6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 95 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 98%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

1.6K

CRAN downloads in the past year

Rank #8,085 · ~4/day · ~135/mo

Releases R versions

Daily download trend is not available in this view yet.

17330 days

1.1K90 days

1.6K1 year

Compare downloads with other packages →

Also on55 r2u15 autocran

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (11)

statsutilsquadprog ggplot2 PerformanceAnalytics zooclassquantmod reshape2 mclust shiny

LinkingTo (0)

none

Suggests (12)

bslib TTR DT xts yfR cryptoQuotes tidyquant Rtsne umap testthat knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Suyash Jindal

Author, Maintainer

Authors (1)

Suyash Jindal

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.0Latest
2026-04-22 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-04-22
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 46 KB / 1 file
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("finlabR")

Format

Jindal, S. (2026). finlabR: Portfolio Analytics and Simulation Toolkit (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.finlabR

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 finlabR version 1.0.0 [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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