Skip to content
DM

Doug Martin

6 packages 1 year on CRAN

Downloads

17.7K

Last 30 days

17.7K

Last 90 days

17.7K

Last year

Top Packages by Downloads

RobStatTM
9.7K
robust
6.9K
PCRA
484
groc
253
facmodCS
213
facmodTS
187

Portfolio Check Status

Aggregate CRAN check results across 2 maintained packages.

14

NOTE

14

OK

Recent Activity

PCRA new v1.2 Mar 10, 2026

Companion to Portfolio Construction and Risk Analysis

RobStatTM new v1.0.11 Mar 10, 2026

Robust Statistics: Theory and Methods

facmodCS new v1.0 Mar 10, 2026

Cross-Section Factor Models

facmodTS new v1.0 Mar 10, 2026

Time Series Factor Models for Asset Returns

groc new v1.0.10 Mar 10, 2026

Generalized Regression on Orthogonal Components

robust new v0.7-5 Mar 10, 2026

Port of the S+ "Robust Library"

Maintained Packages

2 packages

Package Version
PCRA 1.2
facmodTS 1.0

Co-authored Packages

3 packages

Package Version
RobStatTM 1.0.11
robust 0.7-5
facmodCS 1.0

Other Roles

1 package

Package Version
groc 1.0.10