RiskPortfolios

2.1.7

Computation of Risk-Based Portfolios

0packages depend

10.5Kdownloads / year

87.8%test coverage

9/13checks pass

Overview

About

Maintained by David ArdiaFirst published 2017-02-056 releasesCRAN page ↗GitHub ↗

Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) doi:10.1007/s10479-017-2474-7 and Ardia et al. (2017) doi:10.21105/joss.00171.

Install

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

install.packages("RiskPortfolios", 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("ArdiaD/RiskPortfolios")

Development version from ArdiaD/RiskPortfolios. 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-riskportfolios

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-RiskPortfolios

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-RiskPortfolios

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

Slowest check: 1.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.23

87.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 173 wordsVignettesNopkgdown siteNoNEWSYes · 0% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 83%

Downloads

10.5K

CRAN downloads in the past year

Rank #7,413 · ~29/day · ~873/mo

Releases R versions

Daily download trend is not available in this view yet.

30330 days

1.3K90 days

10.5K1 year

Compare downloads with other packages →

Also on122 r2u3 autocran49 c2d4u

Repository

GitHub ↗ ardiad/riskportfolios

54Stars

19Forks

8Open issues

1Open PRs

1Releases

88Commits

4Contributors

riskoptimizationportfolioportfolio-optimizationcovariance

License GPL-2.0 · 88 commits · Last activity 2021-05-16

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/ardiad/riskportfolios on 2026-08-02.

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (3)

MASSquadprog nloptr

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (3)

Maintainer (1)

David Ardia

Author, Maintainer, Copyright holder

Authors (3)

David Ardia

Author, Maintainer, Copyright holder

Kris Boudt

Author

Jean-Philippe Gagnon-Fleury

Author

David Ardia

Author, Maintainer, Copyright holder

Package Timeline

6 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
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
2.1.7Latest
2021-05-16 · current release · diff ↗
2.1.5
2021-04-22 · diff ↗
R
R 4.0.0 released · 2020-04-24
2.1.4
2020-04-20 · diff ↗
2.1.3
2020-04-19 · diff ↗
R
R 3.6.0 released · 2019-04-26
2.1.2
2018-08-30 · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
2.1.1
2017-02-05

Show 1 earlier events

R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2017-02-05
Total releases: 6 / 9 yrs
License: GPL (>= 2) OSI
Bundled data: 5.8 KB / 1 file
Download size: 52 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

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