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CRAN / Task Views / Empirical Finance
CRAN task view

Empirical Finance

Maintained by Dirk Eddelbuettel · view source ↗

145
Packages
18
Core
2021
Tracked since

Recent additions and removals

20 recent
2026-07-21 Removed LSMRealOptions
2026-07-21 Removed TAQMNGR
2026-06-05 Removed NFCP
2026-05-04 Removed InfoTrad
2026-05-04 Removed reinsureR
2026-04-29 Added vasicekfit
2026-04-23 Added finlabR
2026-04-23 Added talib
2026-03-28 Removed yieldcurve
2026-03-28 Added yieldcurves
2026-03-26 Added yieldcurve
2026-01-13 Removed DriftBurstHypothesis
2026-01-13 Removed DtD
2025-12-28 Added tind
2025-12-17 Removed AssetCorr
2025-12-17 Removed BayesianFactorZoo
2025-12-17 Removed ichimoku
2025-11-07 Added qlcal
2025-11-07 Added tind
2025-11-07 Removed tind

Packages

145 packages
Package Downloads 30d Doc coverage Since
actuar 12,698 100% ≥ 2021-12
backtest 363 100% ≥ 2021-12
bayesGARCH 419 100% ≥ 2021-12
BCC1997 387 ≥ 2021-12
bearishTrader 196 100% 2022-10
BenfordTests 271 ≥ 2021-12
betategarch 350 100% ≥ 2021-12
bidask 336 100% ≥ 2021-12
bizdays 7,105 100% ≥ 2021-12
BLModel 434 100% ≥ 2021-12
bmgarch 590 100% ≥ 2021-12
bondAnalyst 255 100% 2022-08
bullishTrader 221 100% 2022-10
BurStFin 216 100% ≥ 2021-12
BurStMisc 310 ≥ 2021-12
CADFtest 670 100% ≥ 2021-12
car 391,976 100% 2022-03
ChainLadder 3,554 80% ≥ 2021-12
copula 11,070 100% ≥ 2021-12
copulaData 480 ≥ 2021-12
credule 279 100% ≥ 2021-12
crseEventStudy 295 100% ≥ 2021-12
cryptoQuotes 328 100% 2024-01
cvar 7,118 100% ≥ 2021-12
data.table 800,514 93% ≥ 2021-12
derivmkts 408 100% ≥ 2021-12
DOSPortfolio 220 100% ≥ 2021-12
Dowd 282 100% ≥ 2021-12
dyn 423 ≥ 2021-12
dynlm 9,437 100% ≥ 2021-12
epo 199 100% 2023-08
ESG 227 100% ≥ 2021-12
etrm 315 100% ≥ 2021-12
factorstochvol 603 100% ≥ 2021-12
fAssetscore 665 100% ≥ 2021-12
FatTailsR 317 100% ≥ 2021-12
fBasicscore 16,522 99% 2022-03
fBondscore 248 ≥ 2021-12
fCopulaecore 750 ≥ 2021-12
fEGarch 411 99% 2025-06
fExtremescore 595 100% ≥ 2021-12
fGarchcore 7,639 98% ≥ 2021-12
fHMM 309 100% 2023-04
fImportcore 1,956 100% ≥ 2021-12
FinancialMath 354 ≥ 2021-12
finlabR 366 100% 2026-04
fNonlinearcore 450 ≥ 2021-12
forecast 323,898 99% ≥ 2021-12
fPortfoliocore 744 100% ≥ 2021-12
fracdiff 303,306 100% ≥ 2021-12
FRAPO 396 100% ≥ 2021-12
freecurrencyapi 190 100% 2023-05
fRegressioncore 321 2022-03
frenchdata 589 100% 2022-03
fTradingcore 1,647 2022-03
GARCHSK 240 ≥ 2021-12
garchx 461 100% ≥ 2021-12
GCPM 303 100% ≥ 2021-12
gets 538 100% ≥ 2021-12
GetTDData 502 100% ≥ 2021-12
ghyp 701 100% ≥ 2021-12
gmm 13,558 100% ≥ 2021-12
gogarch 281 100% ≥ 2021-12
greeks 477 92% ≥ 2021-12
HDShOP 255 100% ≥ 2021-12
highfrequency 1,350 100% ≥ 2021-12
IBrokers 344 92% ≥ 2021-12
lgarch 316 100% ≥ 2021-12
lifecontingencies 806 92% ≥ 2021-12
lmForc 225 100% 2022-01
lmtest 368,026 65% ≥ 2021-12
longmemo 2,764 100% ≥ 2021-12
LSMonteCarlo 250 ≥ 2021-12
markovchain 5,317 100% ≥ 2021-12
MarkowitzR 240 100% ≥ 2021-12
monobin 345 100% ≥ 2021-12
MSGARCH 542 100% ≥ 2021-12
mvtnorm 367,570 100% ≥ 2021-12
NetworkRiskMeasures 386 100% ≥ 2021-12
nlme 140,222 100% ≥ 2021-12
NMOF 681 100% ≥ 2021-12
nvmix 480 98% ≥ 2021-12
obAnalytics 240 100% ≥ 2021-12
OptHedging 163 100% ≥ 2021-12
OptionPricing 226 100% ≥ 2021-12
pa 310 100% ≥ 2021-12
parma 379 100% ≥ 2021-12
pbo 254 100% ≥ 2021-12
PeerPerformance 288 100% ≥ 2021-12
PerformanceAnalyticscore 23,636 100% ≥ 2021-12
PortfolioOptim 268 100% ≥ 2021-12
qlcal 895 100% 2025-11
qrmdata 524 ≥ 2021-12
qrmtools 573 100% ≥ 2021-12
quantmod 129,238 100% ≥ 2021-12
Rblpapi 1,837 100% ≥ 2021-12
Rcmdr 17,833 100% ≥ 2021-12
RcppQuantuccia 286 100% ≥ 2021-12
restimizeapi 202 100% ≥ 2021-12
rib 228 100% 2022-11
Risk 174 ≥ 2021-12
riskParityPortfolio 1,331 100% ≥ 2021-12
RiskPortfolios 358 100% ≥ 2021-12
riskSimul 230 100% ≥ 2021-12
RM2006 187 ≥ 2021-12
Rmfrac 321 100% 2025-09
rmgarch 3,159 100% 2022-03
RND 163 ≥ 2021-12
RQuantLib 1,284 100% ≥ 2021-12
RTL 504 98% ≥ 2021-12
sandwich 235,269 100% ≥ 2021-12
sde 2,529 100% ≥ 2021-12
SharpeR 341 100% ≥ 2021-12
Sim.DiffProc 624 100% ≥ 2021-12
simfinapi 391 100% ≥ 2021-12
stochvol 2,008 100% ≥ 2021-12
stockAnalyst 180 100% 2022-09
strand 336 100% ≥ 2021-12
strucchange 37,200 96% ≥ 2021-12
SVDNF 375 100% 2022-11
talib 358 100% 2026-04
tidyquant 12,010 99% ≥ 2021-12
timeDatecore 311,148 100% ≥ 2021-12
timeSeriescore 22,656 100% ≥ 2021-12
timsac 583 100% ≥ 2021-12
tind 243 85% 2025-12
tis 7,615 100% ≥ 2021-12
tsDyn 2,696 100% ≥ 2021-12
tseriescore 92,127 100% ≥ 2021-12
tseriesChaos 2,004 100% ≥ 2021-12
TTR 140,846 100% ≥ 2021-12
tvm 385 100% ≥ 2021-12
ufRisk 308 100% 2022-01
urcacore 291,894 95% ≥ 2021-12
VaRES 266 2023-04
vars 21,253 36% ≥ 2021-12
vasicekfit 260 100% 2026-04
volatilityTrader 196 100% 2022-10
vrtest 298 100% 2022-07
wavelets 3,225 ≥ 2021-12
waveslim 4,853 2022-03
wavethresh 4,814 0% ≥ 2021-12
xtscore 364,632 90% ≥ 2021-12
yieldcurves 259 100% 2026-03
zoocore 690,923 100% ≥ 2021-12

Membership from the CRAN Task Views project. A “≥ YYYY-MM” join date means membership predates the view repo’s first observed commit.