RMOPI

1.1

Risk Management and Optimization for Portfolio Investment

0packages depend

2.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Wei LingFirst published 2022-08-192 releasesCRAN page ↗

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) doi:10.1137/080718061).

Install

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

install.packages("RMOPI", 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-rmopi

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-RMOPI

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-RMOPI

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

Health

CRAN checks

13OK

Slowest check: 5.5 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 98%
Return-value docs: 100%
References docs: 24%

Downloads

2.7K

CRAN downloads in the past year

Rank #16,333 · ~7/day · ~222/mo

Releases R versions

Daily download trend is not available in this view yet.

19230 days

70190 days

2.7K1 year

Compare downloads with other packages →

Also on95 r2u5 autocran

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (5)

ggplot2 tibble lubridate timeSeries xts

Imports (6)

MASSPerformanceAnalytics TTR fPortfolio rugarch timeDate

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Wei Ling

Author, Maintainer

Authors (2)

Wei Ling

Author, Maintainer

Yang Liu

Author

Package Timeline

2 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
1.1Latest
2022-08-22 · current release · diff ↗
1.0
2022-08-19
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-08-19
Total releases: 2 / 4 yrs
License: GPL (>= 2) OSI
Download size: 15 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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