PCRA

Companion to Portfolio Construction and Risk Analysis

v1.2 · Aug 29, 2023 · GPL-2

Description

A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets.

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14 NOTE

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	84.6s
r-devel-linux-x86_64-debian-gcc	NOTE	58s
r-devel-linux-x86_64-fedora-clang	NOTE	128.2s
r-devel-linux-x86_64-fedora-gcc	NOTE	147.5s
r-devel-macos-arm64	NOTE	28s
r-devel-windows-x86_64	NOTE	110s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	61s
r-oldrel-windows-x86_64	NOTE	131s
r-patched-linux-x86_64	NOTE	77.4s
r-release-linux-x86_64	NOTE	74.8s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	86s
r-release-windows-x86_64	NOTE	109s

Check details (18 non-OK)

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

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

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

for unstated dependencies in ‘demo’

'::' or ':::' imports not declared from:
  ‘MASS’ ‘tensr’
'library' or 'require' calls not declared from:
  ‘MASS’ ‘facmodCS’ ‘fit.models’ ‘sandwich’

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

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

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

for unstated dependencies in ‘demo’

'::' or ':::' imports not declared from:
  ‘MASS’ ‘tensr’
'library' or 'require' calls not declared from:
  ‘MASS’ ‘facmodCS’ ‘fit.models’ ‘sandwich’

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-linux-x86_64-fedora-gcc

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-macos-arm64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-windows-x86_64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-oldrel-macos-x86_64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-oldrel-windows-x86_64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-patched-linux-x86_64

for unstated dependencies in ‘demo’

'::' or ':::' imports not declared from:
  ‘MASS’ ‘tensr’
'library' or 'require' calls not declared from:
  ‘MASS’ ‘facmodCS’ ‘fit.models’ ‘sandwich’

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-linux-x86_64

for unstated dependencies in ‘demo’

'::' or ':::' imports not declared from:
  ‘MASS’ ‘tensr’
'library' or 'require' calls not declared from:
  ‘MASS’ ‘facmodCS’ ‘fit.models’ ‘sandwich’

NOTE r-release-macos-arm64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

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

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

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

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-patched-linux-x86_64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-macos-arm64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-macos-x86_64

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checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) getPCRAData.Rd:28: Lost braces in \itemize; meant \describe ?
checkRd: (-1) getPCRAData.Rd:29: Lost braces in \itemize; meant \describe ?

Reverse Dependencies (3)

suggests

PortfolioAnalytics facmodCS robustGarch

Dependency Network

Version History

new 1.2 Mar 9, 2026

Maintainer

Doug Martin

Dependencies

Depends

R (>= 4.0.0)

Imports

PerformanceAnalytics PortfolioAnalytics boot methods xts zoo lattice corpcor data.table quadprog RobStatTM robustbase R.cache

Suggests

R.rsp

Compilation

No compilation needed

First Published

Mar 9, 2026

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