R Observatory: Metrics for FER version 0.94

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

FER

0.94

Financial Engineering in R

0packages depend

2.7Kdownloads / year

98.4%test coverage

13/13checks pass

Overview

About

Maintained by Jaehyuk ChoiFirst published 2021-02-193 releasesCRAN page ↗GitHub ↗

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.

Install

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

install.packages("FER", 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("PyFE/FE-R")

Development version from PyFE/FE-R. 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-fer

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-FER

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-FER

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

Health

CRAN checks

13OK

Slowest check: 1.4 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.24

98.4%

Coverage · measured lines

100%

Documentation · exports

2

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 39 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 83%

Downloads

2.7K

CRAN downloads in the past year

Rank #17,917 · ~7/day · ~227/mo

Releases R versions

Daily download trend is not available in this view yet.

14930 days

59590 days

2.7K1 year

Compare downloads with other packages →

Also on91 r2u2 autocran

Repository

GitHub ↗ pyfe/fe-r

16Stars

4Forks

2Open issues

0Open PRs

2Releases

59Commits

2Contributors

black-scholesoption-pricingbachelierfinancial-engineeringmathematical-financequantitative-financederivativesimplied-volatility

License GPL-3.0 · 59 commits · Last activity 2026-06-22 · 0% stars, 30d

Stars over time

2025-06-01 · 132026-07-07 · 16

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/pyfe/fe-r on 2026-08-03.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.3.1

Imports (2)

statsstatmod

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Jaehyuk Choi

Author, Maintainer

Authors (1)

Jaehyuk Choi

Author, Maintainer

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.94Latest
2021-03-05 · current release · diff ↗
0.93
2021-02-21 · diff ↗
0.91
2021-02-19
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2021-02-19
Total releases: 3 / 5 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.3.1
Download size: 26 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("FER")

Format

Choi, J. (2021). FER: Financial Engineering in R (Version 0.94) [Computer software]. https://doi.org/10.32614/CRAN.package.FER

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 FER version 0.94 [Data set]. HJJB, LLC. Data release v2026-08-07. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-07, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →