RPESE

1.2.7

Estimates of Standard Errors for Risk and Performance Measures

3packages depend

65.3Kdownloads / year

1.8%test coverage

12/13checks pass

Overview

About

Maintained by Anthony ChristidisFirst published 2019-11-0615 releasesCRAN page ↗

Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) doi:10.21314/JOR.2020.446.

Install

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

install.packages("RPESE", 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-rpese

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-RPESE

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-RPESE

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

Health

CRAN checks

1NOTE12OK

Failing flavors

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

Slowest check: 1.4 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.01

1.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 58 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 99%
Return-value docs: 100%
References docs: 0%

Downloads

65.3K

CRAN downloads in the past year

Rank #2,006 · ~179/day · ~5.4K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.9K30 days

11.5K90 days

65.3K1 year

Compare downloads with other packages →

Also on206 r2u

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (6)

xts zoobootRPEIF RPEGLMEN RobStatTM

LinkingTo (0)

none

Suggests (3)

testthat R.rsp PerformanceAnalytics

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

PCRA PerformanceAnalytics PortfolioAnalytics

Code & Tests

People & History

People (2)

Maintainer (1)

Anthony Christidis

Author, Maintainer

Authors (2)

Anthony Christidis

Author, Maintainer

Xin Chen

Author

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
1.2.7Latest
2026-01-08 · current release · diff ↗
unarchivedReturned to CRAN
2026-01-08
archivedRemoved from CRAN
2025-12-17
requires archived package 'RPEIF'
1.2.6
2025-12-03 · diff ↗
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
1.2.5
2022-09-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.2.4
2021-09-22 · diff ↗
1.2.3
2021-06-09 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.2.2
2021-05-14 · diff ↗
1.2.1
2021-05-07 · diff ↗
1.2.0
2021-03-10 · diff ↗

Show 9 earlier events

1.1.0
2020-10-24 · diff ↗
1.0.5
2020-06-20 · diff ↗
1.0.4
2020-06-17 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.0.3
2020-03-16 · diff ↗
1.0.2
2020-03-03 · diff ↗
1.0.1
2019-12-17 · diff ↗
1.0
2019-11-06
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-11-06
Total releases: 15 / 7 yrs
License: GPL (>= 2) OSI
Download size: 316 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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