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RiskPortfolios

Computation of Risk-Based Portfolios

v2.1.7 · May 16, 2021 · GPL (>= 2)
CRAN GitHub Mirror

Description

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>.

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CRAN Check Status

4 NOTE
10 OK
Show all 14 flavors
Flavor Status
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 NOTE
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.
NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.
OK r-devel-macos-arm64

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                r-oldrel-windows-x86_64
              

              
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                r-patched-linux-x86_64
              

              
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                OK
                r-release-linux-x86_64
              

              
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                OK
                r-release-macos-arm64
              

              
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                OK
                r-release-macos-x86_64
              

              
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                OK
                r-release-windows-x86_64
              

              
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Check History

        

          

            
              NOTE
              
                10 OK ·                 4 NOTE ·                 0 WARNING ·                 0 ERROR ·                 0 FAILURE              
              Mar 9, 2026
            
            

              

                

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

                
CRAN incoming feasibility

                
Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

              

              

                

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

                
CRAN incoming feasibility

                
Maintainer: ‘David Ardia <david.ardia.ch@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

              

              

                

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

                
dependencies in R code

                
Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.

              

              

                

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

                
dependencies in R code

                
Namespace in Imports field not imported from: ‘MASS’
  All declared Imports should be used.

              

            

          

        

      


      

      
      

        
Dependency Network

        

          
            

            
            
            Dependencies
            
            Reverse dependencies

            
            
            
            

            

            
            
              
              MASS
            
            
              
              quadprog
            
            
              
              nloptr
            

            

            
            
            RiskPortfolios
          
        

      


      
      

        
Version History

        

          

            new
            2.1.7
            Mar 9, 2026