R Observatory: Metrics for Dowd version 0.12

Balamuta, James Joseph

Dowd

0.12

Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk

0packages depend

3.1Kdownloads / year

4.3%test coverage

11/13checks pass

Overview

About

Maintained by Dinesh AcharyaFirst published 2015-09-012 releasesCRAN page ↗

'Kevin Dowd's' book Measuring Market Risk is a widely read book in the area of risk measurement by students and practitioners alike. As he claims, 'MATLAB' indeed might have been the most suitable language when he originally wrote the functions, but, with growing popularity of R it is not entirely valid. As 'Dowd's' code was not intended to be error free and were mainly for reference, some functions in this package have inherited those errors. An attempt will be made in future releases to identify and correct them. 'Dowd's' original code can be downloaded from www.kevindowd.org/measuring-market-risk/. It should be noted that 'Dowd' offers both 'MMR2' and 'MMR1' toolboxes. Only 'MMR2' was ported to R. 'MMR2' is more recent version of 'MMR1' toolbox and they both have mostly similar function. The toolbox mainly contains different parametric and non parametric methods for measurement of market risk as well as backtesting risk measurement methods.

Install

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

install.packages("Dowd", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

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-dowd

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-Dowd

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-Dowd

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 3.9 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.03

4.3%

Coverage · measured lines

100%

Documentation · exports

3

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 58%
References docs: 100%

Downloads

3.1K

CRAN downloads in the past year

Rank #12,080 · ~9/day · ~261/mo

Releases R versions

Daily download trend is not available in this view yet.

20830 days

81890 days

3.1K1 year

Compare downloads with other packages →

Also on126 r2u5 autocran65 c2d4u

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (4)

R >= 3.0.0bootstrapMASSforecast

Imports (0)

none

LinkingTo (0)

none

Suggests (2)

PerformanceAnalytics testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)

Dinesh Acharya

no longer listed · 0.1 to 0.12

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

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R 4.6.0 released · 2026-04-24
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R 4.2.0 released · 2022-04-22
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R 3.6.0 released · 2019-04-26
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R 3.5.0 released · 2018-04-23
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R 3.4.0 released · 2017-04-21
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R 3.3.0 released · 2016-05-03
0.12Latest
2016-03-11 · current release · diff ↗
archivedRemoved from CRAN
2015-11-21
check problems were not corrected despite reminders
0.1
2015-09-01
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-09-01
Total releases: 2 / 11 yrs
License: GPL
Minimum R: ≥ 3.0.0
Download size: 120 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Start here. This is the citation for the package itself.

citation("Dowd")

CRAN DOI

https://doi.org/10.32614/CRAN.package.Dowd

This is the citation for the package. It is not a citation for the R Observatory.

Cite this page

Use this when the claim is about a measurement on this page.

BibTeX

@misc{robservatoryDowd,
  author    = {Balamuta, James Joseph},
  title     = {{R} {Observatory}: Metrics for {Dowd} version 0.12},
  year      = {2026},
  publisher = {HJJB, LLC},
  url       = {https://r-observatory.thecoatlessprofessor.com/packages/Dowd},
  note      = {Data set. Data release v2026-08-05}
}

APA

Balamuta, J. J. (2026). R Observatory: Metrics for Dowd version 0.12 [Data set]. HJJB, LLC. Data release v2026-08-05. https://r-observatory.thecoatlessprofessor.com/packages/Dowd

RIS

TY  - DATA
AU  - Balamuta, James Joseph
TI  - R Observatory: Metrics for Dowd version 0.12
PY  - 2026
PB  - HJJB, LLC
N1  - Data release v2026-08-05
UR  - https://r-observatory.thecoatlessprofessor.com/packages/Dowd
ER  -

In prose

These package metrics were obtained from the R Observatory (Balamuta, 2026), data release v2026-08-05, https://r-observatory.thecoatlessprofessor.com/packages/Dowd.

Bound to data release v2026-08-05, which is what makes the numbers on this page reproducible. See how to cite.

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