IndexConstruction
Index Construction for Time Series Data
Description
Derivation of indexes for benchmarking purposes. A methodology with flexible number of constituents is implemented. Also functions for market capitalization and volume weighted indexes with fixed number of constituents are available. The main function of the package, indexComp(), provides the derived index, suitable for analysis purposes. The functions indexUpdate(), indexMemberSelection() and indexMembersUpdate() are components of indexComp() and enable one to construct and continuously update an index, e.g. for display on a website. The methodology behind the functions provided gets introduced in Trimborn and Haerdle (2018) <doi:10.1016/j.jempfin.2018.08.004>.
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| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (15 non-OK)
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
email = "trimborn.econometrics@gmail.com")
as necessary.
Found the following URLs which should use \doi (with the DOI name only):
File ‘IndexComp.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMemberSelection.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMembersUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:72: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:73: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:78: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
email = "trimborn.econometrics@gmail.com")
as necessary.
Found the following URLs which should use \doi (with the DOI name only):
File ‘IndexComp.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMemberSelection.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMembersUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
...[truncated]...
j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
...[truncated]...
j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles
...[truncated]...
Comp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
Code
Structure
Lines of code
1,202
Files
24
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
6
Internal functions
5
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
0%
Unsafe pattern score
2
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
2.10
System requirements
–
C++ standard
–
License
GPL (>= 3)
License flags
SPDX valid, OSI approved
History
Versions
3
First release
2019-03-29
Latest release
2020-06-02
Avg cadence
216 days
Cold removal rate
100%
Dep drift
0
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.