finlabR

1.0.0

Portfolio Analytics and Simulation Toolkit

0packages depend

1.5Kdownloads / year

6.0%test coverage

13/13checks pass

Overview

About

Maintained by Suyash JindalFirst published 2026-04-221 releasesCRAN page ↗

Tools for portfolio construction and risk analytics, including mean-variance optimization, conditional value at risk (expected shortfall) minimization, risk parity, regime clustering, correlation analysis, Monte Carlo simulation, and option pricing. Includes utilities for portfolio evaluation, clustering, and risk reporting. Methods are based in part on Markowitz (1952) doi:10.1111/j.1540-6261.1952.tb01525.x, Rockafellar and Uryasev (2000) doi:10.21314/JOR.2000.038, Maillard et al. (2010) doi:10.3905/jpm.2010.36.4.060, Black and Scholes (1973) doi:10.1086/260062, and Cox et al. (1979) doi:10.1016/0304-405X(79)90015-1.

Install

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

install.packages("finlabR", 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-finlabr

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

# 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-finlabR

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

Health

CRAN checks

13OK

Slowest check: 3.4 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.01

6.0%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-08
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-23
6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 95 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 98%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

1.5K

CRAN downloads in the past year

Rank #7,522 · ~4/day · ~126/mo

Releases R versions

Daily download trend is not available in this view yet.

32330 days

1.3K90 days

1.5K1 year

Compare downloads with other packages →

Also on23 r2u31 autocran

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (11)

statsutilsquadprog ggplot2 PerformanceAnalytics zooclassquantmod reshape2 mclust shiny

LinkingTo (0)

none

Suggests (12)

bslib TTR DT xts yfR cryptoQuotes tidyquant Rtsne umap testthat knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Suyash Jindal

Author, Maintainer

Authors (1)

Suyash Jindal

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.0Latest
2026-04-22 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-04-22
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 46 KB / 1 file
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

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