R Observatory: Metrics for rolloptim version 1.0.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

rolloptim

1.0.0Package record

Rolling Optimizations

0packages depend

910downloads / year

92.4%test coverage

13/13flavors OK

Overview

About

Maintained by Jason FosterCRAN page ↗GitHub ↗Issues ↗

Analytical computation of rolling optimization for time-series data. The 'rolloptim' package solves constrained quadratic and linear programs in closed form by applying Lagrangian multipliers and the Karush-Kuhn-Tucker conditions (Kuhn and Tucker, 1951, doi:10.1525/9780520411586-036) to perform mean-variance portfolio optimization (Markowitz, 1952, doi:10.1111/j.1540-6261.1952.tb01525.x) over rolling windows. For each window, the analytical solution computes the optimal weights that minimize variance, maximize expected return, minimize residual sum of squares, or maximize quadratic utility, subject to a total-weight equality constraint and box bounds on each weight. Use cases include mean-variance portfolio optimization, expected-return maximization, and constrained regression. The package supports rolling optimizations with constraints via the total, lower, and upper arguments. The implementation accepts rolling moments computed via the 'roll' package and uses 'RcppArmadillo' for linear algebra, with parallelism across windows provided by 'RcppParallel'.

Install

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

install.packages("rolloptim", 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("jasonjfoster/rolloptim")

Development version from jasonjfoster/rolloptim. 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-rolloptim

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-rolloptim

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-rolloptim

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: 3.1 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK7 OK2026-07-12

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.0

READMEYes · 258 wordsVignettesNoNEWSYes · 33% structured · mentions 1.0.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 5includes a package overview page
Examples that run: 100%4 run in a plain check (4 of them under a condition)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 20%

How these are measured

Downloads

910

CRAN downloads in the past year

Rank #15,624 · ~2/day · ~76/mo

Releases R versions

Daily download trend is not available in this view yet.

25530 days

78290 days

9101 year

Compare downloads with other packages →

Also on44 r2u2 autocran

How downloads are counted

Repository

jasonjfoster/rolloptim ↗Account: jasonjfoster

4Stars

0Forks

0Open issues

0Open PRs

0Releases

84Commits

1Commit identities

algorithmsoptimizationpackagerrcpp

84 commits · Last activity 2026-09-02

Responsiveness

How these are sampled

PRs merged (all time): not measured
Median days to close, 50 most recently updated closed issues: 4
Median days to close, 50 most recently updated closed PRs: not measured

Commits over time

2026-07-19 · 832026-09-15 · 84

How these are measured

PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/jasonjfoster/rolloptim on 2026-10-18.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Governance and community (1)

The repository owner accepts GitHub Sponsors

Coverage (1)

Coverage reporting

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Installing rolloptim adds 3 packages (3 with compiled code, 3.5 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, RcppParallel 744 KB.

Depends (1)

R >= 3.5.0

Imports (2)

Rcpp RcppParallel

LinkingTo (3)

Rcpp RcppArmadillo RcppParallel

Suggests (9)

covr CVXR ROI ROI.plugin.glpk ROI.plugin.qpoases ROI.plugin.quadprog roll testthat zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (1)

Jason Foster

Author, Maintainer since 1.0.0 (2026)

Releases (1)

1.0.0Latest
record
2026-07-11 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-07-11
Total releases: 1 / 1 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Download size: 17 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rolloptim")

Format

Foster, J. (2026). rolloptim: Rolling Optimizations (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.rolloptim

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 rolloptim version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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