R Observatory: Metrics for quarks version 1.1.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

quarks

1.1.6Package record

Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall

0packages depend

5Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Sebastian LetmatheCRAN page ↗

Enables the user to calculate Value at Risk (VaR) and Expected Shortfall (ES) by means of various types of historical simulation. Currently plain-, age-, volatility-weighted- and filtered historical simulation are implemented in this package. Volatility weighting can be carried out via an exponentially weighted moving average model (EWMA) or other GARCH-type models. The performance can be assessed via Traffic Light Test, Coverage Tests and Loss Functions. The methods of the package are described in Gurrola-Perez, P. and Murphy, D. (2015) https://EconPapers.repec.org/RePEc:boe:boeewp:0525 as well as McNeil, J., Frey, R., and Embrechts, P. (2015) https://ideas.repec.org/b/pup/pbooks/10496.html.

Changes in 1.1.6

minor improvements of the ShinyApp (runFTS) for downloading data from Yahoo Finance
added the option to select data frequency

From NEWS.md in the release

Install

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

install.packages("quarks", 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-quarks

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-quarks

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-quarks

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: 2.5 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.6

READMEYes · 533 wordsVignettesNoNEWSYes · 100% structured · mentions 1.1.6Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 18
Examples that run: 100%9 run in a plain check
Exported functions with examples: 90%
Documented parameters: 88%
Return-value docs: 100%
Help pages citing references: 11%

How these are measured

Downloads

5K

CRAN downloads in the past year

Rank #9,677 · ~14/day · ~413/mo

Releases R versions

Daily download trend is not available in this view yet.

36630 days

1K90 days

5K1 year

Compare downloads with other packages →

Also on161 r2u3 autocran

How downloads are counted

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Installing quarks adds 120 packages (67 with compiled code, 80 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bslib 5.6 MB.

Depends (1)

R >= 2.10

Imports (11)

dygraphs ggplot2graphicsprogress rugarch shiny shinyjs smootsstatsyfR xts

LinkingTo (0)

none

Suggests (0)

none

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)

Sebastian Letmathe

Author, Maintainer since 1.0.0 (2021)

Releases (19)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.1.6Latest
record
2026-01-10 · current release · diff ↗
1.1.5
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2025-10-13 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.1.4
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2024-06-08 · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.1.3
record
2022-08-31 · diff ↗ ·
added 1 export
runFTSdata
1.1.2
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2022-06-20 · diff ↗
1.1.1
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2022-06-13 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.1.0
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2022-03-31 · diff ↗ ·
added 4 exports
cvgtest, lossfun, plop, trftest
1.0.11
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2022-01-09 · diff ↗
1.0.10
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2021-11-21 · diff ↗
1.0.9
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2021-09-06 · diff ↗
1.0.8
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2021-09-03 · diff ↗

Show 10 earlier eventsHide 10 earlier events

1.0.7
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2021-09-02 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.0.6
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2021-04-25 · diff ↗ ·
added 1 export
fhs
1.0.5
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2021-03-01 · diff ↗
1.0.4
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2021-02-21 · diff ↗
1.0.3
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2021-02-20 · diff ↗
1.0.2
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2021-02-20 · diff ↗
1.0.1
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2021-02-18 · diff ↗
1.0.0
record
2021-02-17
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2021-02-17
Total releases: 19 / 5 yrs
License: GPL-3 OSI
Minimum R: ≥ 2.10
Bundled data: 1.3 MB / 6 files
Download size: 3.0 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("quarks")

Format

Letmathe, S. (2026). quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall (Version 1.1.6) [Computer software]. https://doi.org/10.32614/CRAN.package.quarks

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 quarks version 1.1.6 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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