R Observatory: Metrics for ragtop version 2.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ragtop

2.0.0

Pricing Equity Derivatives with Extensions of Black-Scholes

0packages depend

3.9Kdownloads / year

62.7%test coverage

6/13checks pass

Overview

About

Maintained by Brian K. BoonstraFirst published 2016-09-288 releasesCRAN page ↗

Algorithms to price American and European equity options, convertible bonds and a variety of other financial derivatives. It uses an extension of the usual Black-Scholes model in which jump to default may occur at a probability specified by a power-law link between stock price and hazard rate as found in the paper by Takahashi, Kobayashi, and Nakagawa (2001) doi:10.3905/jfi.2001.319302. We use ideas and techniques from Andersen and Buffum (2002) doi:10.2139/ssrn.355308 and Linetsky (2006) doi:10.1111/j.1467-9965.2006.00271.x.

Install

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

install.packages("ragtop", 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-ragtop

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-ragtop

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-ragtop

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

Health

CRAN checks

2ERROR5NOTE6OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
ERROR r-oldrel-macos-arm64
ERROR r-release-macos-arm64

Slowest check: 15.7 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.27

62.7%

Coverage · measured lines

100%

Documentation · exports

4

Dependencies · direct

Check history

ERROR2026-07-09
11 OK · 0 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE
OK2026-06-21
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-03-10
11 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE

Documentation

READMEYes · 250 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 91%
Return-value docs: 59%
References docs: 0%

Downloads

3.9K

CRAN downloads in the past year

Rank #6,462 · ~11/day · ~325/mo

Releases R versions

Daily download trend is not available in this view yet.

29930 days

1.3K90 days

3.9K1 year

Compare downloads with other packages →

Also on107 r2u27 autocran1.2K conda_forge73 c2d4u

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (4)

futile.loggermethodsstatsutils

LinkingTo (0)

none

Suggests (15)

BondValuation ggplot2 knitr limSolve lubridateMASSMatrixR.cache RColorBrewer reshape2 rmarkdown roxygen2 stringr testthat treasury

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Brian K. Boonstra

Author, Maintainer

Authors (1)

Brian K. Boonstra

Author, Maintainer

Listed in earlier versions (2)

Boonstra

no longer listed · 1.2.0

Brian K.

no longer listed · 1.2.1 to 2.0.0

Package Timeline

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

2.0.0Latest
2026-07-09 · current release · diff ↗
1.3.1
2026-06-20 · diff ↗
1.2.1
2026-06-15 · diff ↗
R
R 4.6.0 released · 2026-04-24
1.2.0
2025-07-10 · diff ↗
unarchivedReturned to CRAN
2025-07-10
archivedRemoved from CRAN
2025-06-02
requires archived package 'limSolve'
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
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
1.1.1
2020-03-03 · diff ↗
1.1.0
2019-05-20 · diff ↗
R
R 3.6.0 released · 2019-04-26

Show 5 earlier events

1.0.0
2018-12-15 · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
0.5
2016-09-28
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-09-28
Total releases: 8 / 10 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5
Bundled data: 9.8 KB / 1 file
Download size: 158 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ragtop")

Format

Boonstra, B. K. (2026). ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes (Version 2.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ragtop

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 ragtop version 2.0.0 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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