PortfolioAnalytics

2.1.2

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

2packages depend

42.4Kdownloads / year

2.3%test coverage

13/13checks pass

Overview

About

Maintained by Brian G. PetersonFirst published 2015-04-196 releasesCRAN page ↗GitHub ↗

Portfolio optimization and analysis routines and graphics.

Install

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

install.packages("PortfolioAnalytics", 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("braverock/PortfolioAnalytics")

Development version from braverock/PortfolioAnalytics. 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-portfolioanalytics

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

# 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-PortfolioAnalytics

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

Health

CRAN checks

13OK

Slowest check: 9.2 min · r-devel-linux-x86_64-fedora-clang

Check history

OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-16
13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-03-10
6 OK · 0 NOTE · 8 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

42.4K

CRAN downloads in the past year

Rank #2,872 · ~116/day · ~3.5K/mo

PortfolioAnalytics Releases R versions

Daily download trend is not available in this view yet.

1.4K30 days

5.7K90 days

42.4K1 year

Compare downloads with other packages →

Also on1.5K r2u33 autocran

Repository

GitHub ↗ braverock/portfolioanalytics

105Stars

49Forks

6Open issues

1Open PRs

0Releases

1,496Commits

15Contributors

1,496 commits · Last activity 2026-06-15 · +2.9% stars, 30d

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/braverock/portfolioanalytics on 2026-07-19.

Continuous integration (1)

GitHub Actions

Coverage (1)

Codecov

Git structural (1)

.gitattributes

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

Dependencies

Declared dependencies

34 external dependencies (excludes base and recommended)

Depends (5)

R >= 4.0.0zoo xts foreach PerformanceAnalytics

Imports (5)

methodsGenSA ROI.plugin.symphony mco pso

LinkingTo (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

PCRA facmodTS

Code & Tests

Datasets

People & History

People (10)

Maintainer (1)

Brian G. Peterson

Maintainer, Author, Copyright holder

Authors (2)

Brian G. Peterson

Maintainer, Author, Copyright holder

Peter Carl

Author, Copyright holder

Contributors (8)

Ross Bennett

Contributor, Copyright holder

Kris Boudt

Contributor, Copyright holder

Xiaokang Feng

Contributor · added in 2.0.0

Yifu Kang

Contributor · added in 2.0.0

Contributor

Contributor

Contributor

Contributor, Copyright holder · added in 2.0.0

Brian G. Peterson

Maintainer, Author, Copyright holder

Peter Carl

Author, Copyright holder

Ross Bennett

Contributor, Copyright holder

Kris Boudt

Contributor, Copyright holder

Xinran Zhao

Contributor, Copyright holder · added in 2.0.0

Listed in earlier versions (1)

Peterson

no longer listed · 1.0.3636 to 2.1.2

Package Timeline

6 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
2.1.2Latest
2026-04-10 · current release · diff ↗
2.1.1
2026-02-04 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.1.0
2024-12-04 · diff ↗
2.0.0
2024-07-03 · diff ↗
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
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
1.1.0
2018-05-18 · diff ↗
unarchivedReturned to CRAN
2018-05-18
archivedRemoved from CRAN
2018-05-03
check problems were not corrected despite reminders
R
R 3.5.0 released · 2018-04-23

Show 4 earlier events

R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
1.0.3636
2015-04-19
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-04-19
Total releases: 6 / 11 yrs
License: GPL-3 OSI
Download size: 1.1 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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