NMOF

2.11-0

Numerical Methods and Optimization in Finance

6packages depend

13.8Kdownloads / year

15.8%test coverage

9/13checks pass

Overview

About

Maintained by Enrico SchumannFirst published 2011-10-2030 releasesCRAN page ↗SourceHut ↗

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.

Install

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

install.packages("NMOF", 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-nmof

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-NMOF

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-NMOF

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

Health

CRAN checks

4NOTE9OK

Failing flavors

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

Slowest check: 5.6 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.00

15.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-16
10 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 227 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 0% structuredCode of conductNoContributing guideNo

Examples that run: 94%
Documented parameters: 100%
Return-value docs: 100%
References docs: 100%

Downloads

13.8K

CRAN downloads in the past year

Rank #4,088 · ~38/day · ~1.1K/mo

Releases R versions

Daily download trend is not available in this view yet.

63930 days

2.2K90 days

13.8K1 year

Compare downloads with other packages →

Also on661 r2u2 autocran63 c2d4u

Repository

GitHub ↗ enricoschumann/nmof

39Stars

9Forks

0Open issues

0Open PRs

0Releases

704Commits

3Contributors

optimizationheuristicssimulated-annealinggenetic-algorithmdifferential-evolutionthreshold-acceptingrparticle-swarm-optimization

704 commits · Last activity 2025-12-24 · +2.6% stars, 30d

Stars over time

2025-02-25 · 362026-07-07 · 39

Repository practices

Upstream repositoryBeta

Checks run against github.com/enricoschumann/nmof on 2026-07-31.

No development-tooling practices detected in the upstream repository.

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

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (5)

grDevicesgraphicsparallelstatsutils

LinkingTo (0)

none

Suggests (10)

MASSPMwR RUnit Rglpk datetimeutils openxlsx quadprog readxl tinytest zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

6direct

0indirect

MLFDR MaxMC PMwR landmulti MSCMT neighbours

Code & Tests

People & History

People (1)

Maintainer (1)

Enrico Schumann

Author, Maintainer

Authors (1)

Enrico Schumann

Author, Maintainer

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
2.11-0Latest
2025-10-20 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
2.10-1
2024-11-03 · diff ↗
2.10-0
2024-10-20 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.8-0
2023-10-20 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.7-1
2022-10-20 · diff ↗
2.7-0
2022-08-19 · diff ↗
2.5-1
2022-05-13 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.5-0
2021-10-20 · diff ↗
R
R 4.1.0 released · 2021-05-18
2.4-1
2021-04-10 · diff ↗
2.4-0
2021-04-01 · diff ↗

Show 31 earlier events

2.3-1
2021-01-19 · diff ↗
2.2-2
2020-10-20 · diff ↗
R
R 4.0.0 released · 2020-04-24
2.1-0
2020-04-06 · diff ↗
2.0-1
2019-10-20 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.6-0
2019-04-01 · diff ↗
1.4-3
2018-06-26 · diff ↗
1.4-1
2018-05-08 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.2-2
2017-10-20 · diff ↗
R
R 3.4.0 released · 2017-04-21
0.40-0
2016-10-20 · diff ↗
R
R 3.3.0 released · 2016-05-03
0.36-2
2015-10-20 · diff ↗
0.34-2
2015-05-07 · diff ↗
R
R 3.2.0 released · 2015-04-16
0.34-1
2015-02-03 · diff ↗
0.34-0
2014-11-05 · diff ↗
R
R 3.1.0 released · 2014-04-10
0.28-2
2013-09-06 · diff ↗
0.28-0
2013-06-10 · diff ↗
R
R 3.0.0 released · 2013-04-03
0.27-0
2012-11-29 · diff ↗
0.25-4
2012-07-08 · diff ↗
R
R 2.15.0 released · 2012-03-30
0.23-1
2012-03-04 · diff ↗
0.22-0
2011-12-10 · diff ↗
R
R 2.14.0 released · 2011-10-31
0.20-0
2011-10-20
R
R 2.13.0 released · 2011-04-13

Package metadata

First published: 2011-10-20
Total releases: 30 / 15 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5
Bundled data: 745 KB / 3 files
Download size: 1.9 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance Optimization and Mathematical Programming Reproducible Research

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