R Observatory: Metrics for qrmdata version 2025-07-24-3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

qrmdata

2025-07-24-3

Data Sets for Quantitative Risk Management Practice

3packages depend

11Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Marius HofertFirst published 2016-05-295 releasesCRAN page ↗

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Install

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

install.packages("qrmdata", 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-qrmdata

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-qrmdata

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-qrmdata

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

Health

CRAN checks

13OK

Slowest check: 1.7 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

1

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
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 10%

Downloads

11K

CRAN downloads in the past year

Rank #5,163 · ~30/day · ~918/mo

Releases R versions

Daily download trend is not available in this view yet.

32430 days

1.5K90 days

11K1 year

Compare downloads with other packages →

Also on399 r2u35 autocran51 c2d4u

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (1)

xts

LinkingTo (0)

none

Suggests (3)

knitr qrmtoolslattice

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

gnn nvmix zenplots

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Marius Hofert

Author, Maintainer

Authors (3)

Marius Hofert

Author, Maintainer

Kurt Hornik

Author

Alexander J. McNeil

Author · added in 2019-12-03-1

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
2025-07-24-3Latest
2025-09-10 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
2024-03-04-2
2024-03-04 · diff ↗
R
R 4.3.0 released · 2023-04-21
2022-05-31-1
2022-06-01 · 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
2019-12-03-1
2019-12-06 · 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
2016-01-03-1
2016-05-29
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-05-29
Total releases: 5 / 10 yrs
License: GPL-2 | GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 11 MB / 40 files
Download size: 11 MB
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("qrmdata")

Format

Hofert, M., Hornik, K., & McNeil, A. J. (2025). qrmdata: Data Sets for Quantitative Risk Management Practice (Version 2025-07-24-3) [Computer software]. https://doi.org/10.32614/CRAN.package.qrmdata

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 qrmdata version 2025-07-24-3 [Data set]. HJJB, LLC. Data release v2026-08-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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