R Observatory: Metrics for portfolio version 0.5-3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

portfolio

0.5-3

Analysing Equity Portfolios

0packages depend

4.1Kdownloads / year

41.7%test coverage

13/13checks pass

Overview

About

Maintained by Daniel GerlancFirst published 2005-11-1718 releasesCRAN page ↗GitHub ↗

Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.

Install

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

install.packages("portfolio", 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("dgerlanc/portfolio")

Development version from dgerlanc/portfolio. 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-portfolio

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-portfolio

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-portfolio

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

Health

CRAN checks

13OK

Slowest check: 2.5 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.28

41.7%

Coverage · measured lines

100%

Documentation · exports

8

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
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 9 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 50%
References docs: 0%

Downloads

4.1K

CRAN downloads in the past year

Rank #11,863 · ~11/day · ~339/mo

Releases R versions

Daily download trend is not available in this view yet.

20130 days

84890 days

4.1K1 year

Compare downloads with other packages →

Also on117 r2u13 autocran87 c2d4u

Repository

GitHub ↗ dgerlanc/portfolio

17Stars

7Forks

0Open issues

0Open PRs

3Releases

20Commits

1Contributors

rportfolio-constructionfinancerisk-modelling

20 commits · Last activity 2024-08-19 · 0% stars, 30d

Stars over time

2025-03-07 · 162026-07-07 · 17

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/dgerlanc/portfolio on 2026-08-09.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (5)

R >= 3.0graphicsgridlatticemethods

Imports (4)

grDevicesnlmestatsutils

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Daniel Gerlanc

Author, Maintainer · added in 0.5-2

Authors (3)

Daniel Gerlanc

Author, Maintainer · added in 0.5-2

Jeff Enos

Author

David Kane

Author

Contributors (1)

Kyle Campbell

Contributor · added in 0.3-0

Listed in earlier versions (1)

with contributions from Daniel Gerlanc

no longer listed · 0.3-0 to 0.5-0

Package Timeline

18 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
0.5-3Latest
2024-08-24 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
0.5-2
2021-07-10 · diff ↗
R
R 4.1.0 released · 2021-05-18
unarchivedReturned to CRAN
2020-08-27
archivedRemoved from CRAN
2020-07-15
check problems were not corrected in time
R
R 4.0.0 released · 2020-04-24
0.5-0
2020-03-14 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03

Show 32 earlier events

R
R 3.2.0 released · 2015-04-16
0.4-7
2015-01-29 · diff ↗
R
R 3.1.0 released · 2014-04-10
0.4-6
2013-07-09 · diff ↗
R
R 3.0.0 released · 2013-04-03
0.4-5
2012-07-23 · 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
0.4-4
2008-11-02 · diff ↗
R
R 2.8.0 released · 2008-10-20
0.4-3
2008-04-22 · diff ↗
R
R 2.7.0 released · 2008-04-22
R
R 2.6.0 released · 2007-10-03
0.4-1
2007-10-02 · diff ↗
R
R 2.5.0 released · 2007-04-24
0.4-0
2007-04-23 · diff ↗
0.3-3
2007-01-17 · diff ↗
0.3-2
2007-01-09 · diff ↗
0.3-1
2006-10-04 · diff ↗
R
R 2.4.0 released · 2006-10-03
0.3-0
2006-10-02 · diff ↗
0.2-2
2006-06-19 · diff ↗
R
R 2.3.0 released · 2006-04-24
0.2-1
2006-04-13 · diff ↗
0.2-0
2006-01-05 · diff ↗
0.1-0
2005-11-17
R
R 2.2.0 released · 2005-10-06

Package metadata

First published: 2005-11-17
Total releases: 18 / 21 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.0
Bundled data: 628 KB / 3 files
Download size: 1.6 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("portfolio")

Format

Gerlanc, D., Campbell, K., Enos, J., & Kane, D. (2024). portfolio: Analysing Equity Portfolios (Version 0.5-3) [Computer software]. https://doi.org/10.32614/CRAN.package.portfolio

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 portfolio version 0.5-3 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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