Design of Risk Parity Portfolios
- CRAN checks, method
Method
Checks and health
CRAN runs every current package through
R CMD checkon a set of machines and publishes a result for each one. The health shown on a package page comes from these results alone.- Problems
- Notes alone never count against a package, but a warning, an error or a failure on any platform is a problem. Open CRAN deadlines are a fact of their own, shown as a clock after the mark, so the mark always says what the checks found.
- Checks only
- Health reflects CRAN's check results and nothing else. Even a package with no tests, no coverage or no recent release can have every platform OK.
- Once a day
- Results are collected once a day from files CRAN publishes. Each platform is one machine set-up, named by its R version, operating system, architecture and compiler, such as r-devel-linux-x86_64-fedora-clang.
- Platforms counted
- The 13 in 3 of 13 is the number of platform rows CRAN published for that package on the day of collection. The set of machines changes over time, so the number is not fixed, and a package missing from a platform counts as neither passing nor failing there.
- OKnotes on 13 of 13
- CRAN 30-day downloads, method
- 1,386−6.1% down on the 30 days before, the worse direction
- Dependent packages, method
Method
Reverse dependencies
Dependent packages are other packages that list this one under
Depends,ImportsorLinkingToin theirDESCRIPTIONfile. Those fields list the packages a package needs to install, so dependents break if this one is archived or broken.- As declared
- The counts follow the declarations as written, not whether a package uses the other one when it runs.
- Suggests apart
- Packages that list this one only under
Suggestsinstall and run without it, and use it for tests, examples or an optional feature. They are counted as Suggested by, never among the dependents, and a package that also lists it under one of the three fields is a dependent and is not counted again. - Zero
- Zero dependents means no current CRAN package declares a need for this one, though some may suggest it. On 28 Oct 2026, 19,572 of the 25,583 current CRAN packages had no dependent package.
- 1none suggest it
- Test coverage, method
Method
Test coverage
Test coverage is measured by downloading each CRAN package's current source file, installing its dependencies, building it and running its tests under covr.
- Almost half of CRAN has no tests to run
- Only CRAN packages are measured. Many have no percentage, most often because the package has no tests, and that blank is a recorded outcome, not missing data.
- NOT_CRAN
- Tests run with NOT_CRAN=true, so tests that skip themselves on CRAN run here, and the figure can differ from what CRAN's own checks see.
- Current version only
- Only the current version is measured, and a new version on CRAN is measured again. Older rows are kept but never filled in later. This is one package's run.
- Never 0%
- On a package page three states stay apart: measured, no tests, and not measured. Neither of the last two is ever shown as 0%.
- 85%of lines run by tests
- Advisories, method
Method
Security advisories
Advisories come from the R Consortium advisory database, a community record of security problems in R packages, as OSV publishes it.
- The copy
- The record is read once a day. The data is published under the Apache License 2.0 and is credited on the advisories list.
- Box under the name
- Under the package's name, a box names any advisory that affects the current release, with its fix or that there is none.
- Ranges
- Advisories state ranges, such as from 0.9.12 up to but not including 1.8.8. Each range is checked against every version CRAN has published, using the version rules R itself uses, so a release that came out after the advisory was written is still caught by its range.
- Not the package
- The rating is for the library flaw itself, not for how exposed the R package is, and it is never added up into a figure for the package.
- None known
About
Method, About Method Licence figures come from the Licences
License field of each package's DESCRIPTION file, read the way R itself reads it. No licence file is opened.tools::analyze_license() and R's own licence database, as CRAN's checks read it.| is read, so one string can offer two families.
Fast design of risk parity portfolios for financial investment. The goal of the risk parity portfolio formulation is to equalize or distribute the risk contributions of the different assets, which is missing if we simply consider the overall volatility of the portfolio as in the mean-variance ...
Full description
Fast design of risk parity portfolios for financial investment. The goal of the risk parity portfolio formulation is to equalize or distribute the risk contributions of the different assets, which is missing if we simply consider the overall volatility of the portfolio as in the mean-variance Markowitz portfolio. In addition to the vanilla formulation, where the risk contributions are perfectly equalized subject to no shortselling and budget constraints, many other formulations are considered that allow for box constraints and shortselling, as well as the inclusion of additional objectives like the expected return and overall variance. See vignette for a detailed documentation and comparison, with several illustrative examples. The package is based on the papers: Y. Feng, and D. P. Palomar (2015). SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design. IEEE Trans. on Signal Processing, vol. 63, no. 19, pp. 5285-5300. <doi:10.1109/TSP.2015.2452219>. F. Spinu (2013), An Algorithm for Computing Risk Parity Weights. <doi:10.2139/ssrn.2297383>. T. Griveau-Billion, J. Richard, and T. Roncalli (2013). A fast algorithm for computing High-dimensional risk parity portfolios. <arXiv:1311.4057>.
- Maintainer
- Daniel P. Palomar
- Licence
- GPL-3
- Latest release
- 1 Jun 2021
- First release
- 25 Dec 2018
More details
- Releases
- 6
- Needs compilation
- Yes
- Date
- 2021-05-31
- RoxygenNote
- 7.1.1
Task views (1)
Subjects (1) Method, SubjectsMethod
Subjects and collections
Subjects are the site's own grouping of CRAN packages, found by clustering. Collections are sets of packages that communities declare, such as the tidyverse.
- Subjects
- Subjects are found by clustering the words of current CRAN packages and the packages they use. No one edits them by hand.
- Collections
- Collections are sets that communities declare, through a package that installs the set or an organization on GitHub. The site finds them by rules.
- Who made each
- Subjects are marked Site and collections Community. Subjects, collections and task views are never mixed in one list.
- The day of the data
- Subjects and collections were last worked out on 22 Oct 2026.
Cite
Package
Run in R for the authors' entry:
citation("riskParityPortfolio")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1109/tsp.2015.2452219.
R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
Balamuta, J. J. (2026). R Observatory: Metrics for riskParityPortfolio version 0.2.2 [Data set]. HJJB, LLC. Data release v2026-10-28. https://doi.org/10.5281/zenodo.21843040
About
From data release v2026-10-28, which the citation names so these numbers can be found later.
Health
No warnings or errors. 13 of 13 check platforms have notes.
r-devel-linux-x86_64-debian-clangThe unreleased R on Linux, x86_64, debian-clang
Note
- Version checked
- 0.2.2
- Time taken
- 127 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-devel-linux-x86_64-debian-gccThe unreleased R on Linux, x86_64, debian-gcc
Note
- Version checked
- 0.2.2
- Time taken
- 110 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-devel-linux-x86_64-fedora-clangThe unreleased R on Linux, x86_64, fedora-clang
Note
- Version checked
- 0.2.2
- Time taken
- 107 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-devel-linux-x86_64-fedora-gccThe unreleased R on Linux, x86_64, fedora-gcc
Note
- Version checked
- 0.2.2
- Time taken
- 102 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-devel-windows-x86_64The unreleased R on Windows, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 235 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-oldrel-macos-arm64The previous release of R on macOS, arm64
Note
- Version checked
- 0.2.2
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-oldrel-macos-x86_64The previous release of R on macOS, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 104 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-oldrel-windows-x86_64The previous release of R on Windows, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 194 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-patched-linux-x86_64The patched release of R on Linux, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 128 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-release-linux-x86_64The current release of R on Linux, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 125 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-release-macos-arm64The current release of R on macOS, arm64
Note
- Version checked
- 0.2.2
- Time taken
- 27 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-release-macos-x86_64The current release of R on macOS, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 124 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
r-release-windows-x86_64The current release of R on Windows, x86_64
Note
- Version checked
- 0.2.2
- Time taken
- 159 s
Rd files: Note
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ?
- 13 Note
Check output (2)
Rd files, Note on 13 platforms
checkRd: (-1) riskParityPortfolio.Rd:163: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:164: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:165: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:166: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:167: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:168: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:169: Lost braces in \itemize; meant \describe ? checkRd: (-1) riskParityPortfolio.Rd:170: Lost braces in \itemize; meant \describe ?
CRAN incoming feasibility, Note on 2 platforms
Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’ Package CITATION file contains call(s) to old-style personList() or as.personList(). Please use c() on person objects instead. Package CITATION file contains call(s) to old-style citEntry(). Please use bibentry() instead. The Description field contains parity portfolios. <arXiv:1311.4057>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Over time
No change since 22 Apr 2026
As a list (3)
| Changed | Worst status | OK | Notes | Warnings | Errors |
|---|---|---|---|---|---|
| 22 Apr 2026 | Note | 0 | 14 | 0 | 0 |
| 18 Apr 2026 | Error | 0 | 13 | 0 | 1 |
| 10 Mar 2026 | Note | 0 | 14 | 0 | 0 |
Since March 2026
Downloads
Method, Downloads Method Download figures count requests logged by each distribution channel. They are not counts of installs or of users, because each channel publishes its own totals and this site reads them.Downloads
- Total downloads in the last 30 days
- 1,398−8.5% down on the 30 days before, the worse directionIt is the sum of 4 channels: CRAN, r2u, autoCRAN and c2d4u.
CRAN rank
3,178 of 26,530
CRAN
1,386 downloads in the last 30 days
- Rank
- 3,178 of 26,530
- Change
- −6.1% down on the 30 days before, the worse direction
It is in the total. Take it out
r2u
2 downloads in the last 30 days
- Rank
- 14,902 of 30,526
- Change
- −88.9% down on the 30 days before, the worse direction
It is in the total. Take it out
autoCRAN
3 downloads in the last 30 days
- Rank
- 17,776 of 29,212
- Change
- −81.3% down on the 30 days before, the worse direction
It is in the total. Take it out
c2d4u, no longer updated
7 downloads in the last 30 days
- Rank
- 2,397 of 7,575
- Change
- −61.1% down on the 30 days before, the worse direction
It is in the total. Take it out
The total is 1,398 downloads in the last 30 days. It is the sum of 4 channels: CRAN, r2u, autoCRAN and c2d4u.
Over time
Dependencies
- Needs
- 6
- Dependent packages
- 1
- Suggested by
- 0
Needs (6)
Dependent packages (1)
| Package | Title | Downloads in 30 days |
|---|---|---|
| ConnectednessApproach | Connectedness Approach | 1,215 |
Code
Method, Code Method Code metrics come from reading the released source of each package version. The package is never installed, loaded or run.Code metrics
README, vignettes, a NEWS file and the shares read from its help pages. Files kept only in the repository, such as a pkgdown configuration or CI files, are read by the repository scan instead.
- Functions
- 75
- Public exports
- 2
- Lines of R code
- 1,241
- Median complexity
- 1
Functions (75)
Size and composition
Lines by kind (2,496)
| Kind | Lines | Share |
|---|---|---|
| R code | 1,241 | 50% |
| Tests | 452 | 18% |
| Documentation | 316 | 13% |
| Guides | 18 | 0.7% |
| Compiled code | 469 | 19% |
Lines by language
| Language | Lines | Share |
|---|---|---|
| R | 1,693 | 68% |
| C++ | 413 | 17% |
| Rd | 316 | 13% |
| C | 56 | 2% |
| Other | 18 | 0.7% |
Languages are counted from file extensions.
- Files
- 48
- R functions
- 54
- Compiled functions
- 21
Complexity
- Median
- 1
- Mean
- 3.04
- Highest
- 56
- Median lines per function
- 6
About complexity
Cyclomatic complexity counts the independent paths through a function: 1 is a straight line, higher is harder to test. R functions only.
Call graph figures
- R functions
- 54
- Calls
- 25
- Unconnected
- 23
- Groups
- 8
Growth (6 releases)
Release changes
Tests
The tests ran and coverage was measured.
- Lines run by tests
- 84.7%
- Expressions run by tests
- 85.7%
- Test cases
- 30
- Exports named in tests
- 50%
Coverage by file (5)
Coverage run
- Lines counted
- 594
- Lines the tests ran
- 485
- Tests passed
- Yes
- Measured with
- covr 3.6.5 on R 4.6.1
Test suite
- Has tests
- Yes
- Test frameworks
- testthat
- Test cases
- 30
- Lines of tests
- 452
- Test lines per line of code
- 0.36
Documentation
- Exports documented
- 100%
- Arguments documented
- 100%
- Return value documented
- 50%
- Help pages with examples
- 66.7%
- Examples run in checks
- 100%
Guides (3)
Other documentation
- README
- Yes, 440 words
- Release notes file
- Yes
- Help pages
- 3
- Lines of documentation
- 316
People
Method, People Method People on the site are the names packages give them in their Author and maintainer identity
DESCRIPTION files: authors from the author list, and the maintainer from the Maintainer field. Spellings of one name become one person only where the rules below allow it, and when in doubt the rules keep people apart.
Maintainer since 0.1.0 (2018), author
Author
Repository
Method, figures by host Method Repository signals are the figures read from the source repository a package links to: stars, forks, issues, commits, releases and the time issues take to close. They are read from GitHub, GitLab, Codeberg and Bitbucket.Repository signals
URL and BugReports fields of its DESCRIPTION file. Read-only mirrors, the cran and bioc accounts on GitHub and git.bioconductor.org, are left out.
dppalomar / riskparityportfolio on github.com
- Stars
- 122no change on 30 days ago
- Forks
- 31
- Open issues
- 9
- Last commit
- 15 Nov 2022
Activity
- Commits
- 750
- Open pull requests
- 0
- Tagged releases
- 6
- Latest tagged release
- v0.2.2, 1 Jun 2021
- In development
- Default branch at 0.2.2.9000, ahead of CRAN 0.2.2 (checked 2026-10-25)
- Issues closed in
- 19 days (median)
- Pull requests closed in
- –
- Pull requests merged
- –
- Created
- 21 Aug 2018
- Licence file reads as
- GPL-3.0
Development practices (9)
| Kind | Found |
|---|---|
| Continuous integration | GitHub Actions |
| Governance and community | Issue templates The repository owner accepts GitHub Sponsors |
| Docs source | README.Rmd |
| Coverage | Coverage reporting |
| Reproducibility and dev environment | Makefile |
| CRAN release process | cran-comments.md |
| Lint, format, editor | RStudio project |
| Git structural | .gitattributes |
Method, repository practices Method Beta Each week a scan of the public source repository a package links to looks for the tools a maintainer has set up, and the Repository section lists the findings. Repositories on GitHub and GitLab are scanned.Repository practices
R CMD build reads .Rbuildignore and leaves out files used only in development, such as .github/, .lintr, renv/, a Dockerfile and cran-comments.md, so the released source file holds almost none of them. The repository is the one place these files stay visible.
History
Method, History Method Archived is built from CRAN's archive records, its list of check deadlines and Bioconductor's package records. Every figure is counted to 28 Oct 2026, the day the data was read.Packages leaving