KB
Kris Boudt
9 packages
21 years on CRAN
On CRAN since Aug 2005 (20 years) · last active 8 years ago
0000-0002-1000-5142
Downloads
52.4K
Last 30 days
181K
Last 90 days
766.9K
Last year
Average trend: -3.1% (30d vs prior 30d)
Top Packages by Downloads
PerformanceAnalytics
28.4K
DEoptim
17.1K
Portfolio Check Status
Aggregate CRAN check results across 1 maintained package.
13
OK
Recent Activity
Econometric Tools for Performance and Risk Analysis
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Global Optimization by Differential Evolution in C++
Global Optimization by Differential Evolution
Markov-Switching GARCH Models
Luck-Corrected Peer Performance Analysis in R
Econometric Tools for Performance and Risk Analysis
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Global Optimization by Differential Evolution in C++
Computation of Risk-Based Portfolios
Maintained Packages
1 package
| Package | Version |
|---|---|
| highfrequency | 1.0.3 |
Co-authored Packages
3 packages
| Package | Version |
|---|---|
| sentometrics | 1.0.1 |
| RiskPortfolios | 2.1.7 |
| PeerPerformance | 2.3.2 |
Contributions
5 packages
| Package | Version |
|---|---|
| PerformanceAnalytics | 2.1.0 |
| DEoptim | 2.2-8 |
| PortfolioAnalytics | 2.1.2 |
| RcppDE | 0.1.9 |
| MSGARCH | 2.51 |