dispositionEffect

1.0.1

Analysis of Disposition Effect on Financial Portfolios

0packages depend

2.5Kdownloads / year

95.3%test coverage

8/13checks pass

Overview

About

Maintained by Marco ZanottiFirst published 2021-08-022 releasesCRAN page ↗GitHub ↗

Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.

Install

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

install.packages("dispositionEffect", 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("marcozanotti/dispositionEffect")

Development version from marcozanotti/dispositionEffect. 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-dispositioneffect

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-dispositionEffect

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-dispositionEffect

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

Health

CRAN checks

4ERROR1NOTE8OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc
ERROR r-oldrel-macos-arm64
ERROR r-oldrel-macos-x86_64
ERROR r-release-macos-arm64
ERROR r-release-macos-x86_64

Slowest check: 3.7 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.34

95.3%

Coverage · measured lines

96%

Documentation · exports

Dependencies · direct

Check history

ERROR2026-03-10
9 OK · 0 NOTE · 0 WARNING · 5 ERROR · 0 FAILURE

Documentation

READMEYes · 310 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: not tracked
Documented parameters: 100%
Return-value docs: 100%
References docs: 5%

Downloads

2.5K

CRAN downloads in the past year

Rank #17,139 · ~7/day · ~209/mo

Releases R versions

Daily download trend is not available in this view yet.

15130 days

62590 days

2.5K1 year

Compare downloads with other packages →

Also on122 r2u10 autocran

Repository

GitHub ↗ marcozanotti/dispositioneffect

4Stars

1Forks

5Open issues

0Open PRs

1Releases

308Commits

5Contributors

rstats-packagefinancebehavioral-economicseconomicseconometricstime-seriesfinancial-analysisfinancial-markets

308 commits · Last activity 2022-05-30 · 0% stars, 30d

Stars over time

2024-04-29 · 42026-07-07 · 4

Repository practices

Upstream repositoryBeta

5 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/marcozanotti/dispositioneffect on 2026-08-02.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

Show all practices

Coverage (1)

Codecov

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

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (5)

dplyr purrr lubridate magrittr progress

LinkingTo (0)

none

Suggests (16)

devtools knitr rmarkdown roxygen2 testthat covr tidyr skimr ggplot2 ggridges furrr future foreach doParallelparallelbench

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Marco Zanotti

Author, Maintainer

Authors (2)

Marco Zanotti

Author, Maintainer

Lorenzo Mazzucchelli

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
1.0.1Latest
2022-05-30 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
1.0.0
2021-08-02
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-08-02
Total releases: 2 / 5 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 352 KB / 5 files
Download size: 1.0 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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