{ "_id": "6a3a27986265ec60d6201083", "Package": "RiskPortfolios", "Version": "2.1.7", "Date": "2021-05-16", "Title": "Computation of Risk-Based Portfolios", "Authors@R": "c(person(\"David\", \"Ardia\", role = c(\"aut\", \"cre\", \"cph\"),\nemail = \"david.ardia.ch@gmail.com\", comment = c(ORCID = \"0000-0003-2823-782X\")),\nperson(\"Kris\", \"Boudt\", role = \"aut\"),\nperson(\"Jean-Philippe\", \"Gagnon-Fleury\", role = \"aut\"))", "Maintainer": "David Ardia ", "Description": "Collection of functions designed to compute risk-based\nportfolios as described in Ardia et al. (2017)\n and Ardia et al. (2017)\n.", "License": "GPL (>= 2)", "BugReports": "https://github.com/ArdiaD/RiskPortfolios/issues", "URL": "https://github.com/ArdiaD/RiskPortfolios", "NeedsCompilation": "no", "Author": "David Ardia [aut, cre, cph]\n(), Kris Boudt [aut],\nJean-Philippe Gagnon-Fleury [aut]", "RoxygenNote": "7.1.1", "Config/pak/sysreqs": "cmake", "Repository": "https://ardiad.r-universe.dev", "Date/Publication": "2021-05-16 15:40:27 UTC", "RemoteUrl": "https://github.com/ardiad/riskportfolios", "RemoteRef": "HEAD", "RemoteSha": "9a8b3bda32fbc0f758e3eb454399754f42755389", "Packaged": { "Date": "2026-06-23 06:17:18 UTC", "User": "root" }, "MD5sum": "de486bea3c1f42b5d06cc7ab968afda4", "_user": "ardiad", "_type": "src", "_file": "RiskPortfolios_2.1.7.tar.gz", "_fileid": "36f4abe4c25aacd235dd13aebc9c1ea575cb5afa17cf991e9362f358c7aaab9e", "_filesize": 230892, "_sha256": "36f4abe4c25aacd235dd13aebc9c1ea575cb5afa17cf991e9362f358c7aaab9e", "_created": "2026-06-23T06:17:18.000Z", "_published": "2026-06-23T06:28:40.560Z", "_distro": "noble", "_jobs": [ { "job": 82889369484, "time": 125, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "NOTE", "artifact": "7812942025" }, { "job": 82889369511, "time": 651, "config": "linux-release-x86_64", "r": "4.6.0", "check": "NOTE", "artifact": "7813083001" }, { "job": 82889369485, "time": 72, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "NOTE", "artifact": "7812927932" }, { "job": 82889369512, "time": 91, "config": "macos-release-arm64", "r": "4.6.0", "check": "NOTE", "artifact": "7812932438" }, { "job": 82888988179, "time": 168, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7812907619" }, { "job": 82889369468, "time": 92, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7812933455" }, { "job": 82889369505, "time": 71, "config": "windows-devel", "r": "4.7.0", "check": "NOTE", "artifact": "7812927733" }, { "job": 82889369504, "time": 69, "config": "windows-oldrel", "r": "4.5.3", "check": "NOTE", "artifact": "7812927031" }, { "job": 82889369499, "time": 72, "config": "windows-release", "r": "4.6.0", "check": "NOTE", "artifact": "7812927474" } ], "_buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/ardiad/riskportfolios", "_commit": { "id": "9a8b3bda32fbc0f758e3eb454399754f42755389", "author": "David Ardia ", "committer": "David Ardia ", "message": "Vignette removed\n", "time": 1621179627 }, "_maintainer": { "name": "David Ardia", "email": "david.ardia.ch@gmail.com", "login": "ardiad", "orcid": "0000-0003-2823-782X", "description": "Professor in Quantitative Finance", "uuid": 11246455 }, "_registered": true, "_dependencies": [ { "package": "MASS", "role": "Imports" }, { "package": "quadprog", "role": "Imports" }, { "package": "nloptr", "role": "Imports" }, { "package": "testthat", "role": "Suggests" } ], "_owner": "ardiad", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_topics": [ "covariance", "optimization", "portfolio", "portfolio-optimization", "risk" ], "_stars": 54, "_contributors": [ { "user": "ardiad", "count": 73, "uuid": 11246455 }, { "user": "arfon", "count": 1, "uuid": 4483 } ], "_userbio": { "uuid": 11246455, "type": "user", "name": "David Ardia", "followers": 154, "description": "Professor in Quantitative Finance" }, "_downloads": { "count": 505, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/RiskPortfolios" }, "_devurl": "https://github.com/ardiad/riskportfolios", "_searchresults": 70, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/RiskPortfolios.html", "manual.pdf" ], "_homeurl": "https://github.com/ardiad/riskportfolios", "_realowner": "ardiad", "_cranurl": true, "_releases": [ { "version": "2.1.1", "date": "2017-02-05" }, { "version": "2.1.2", "date": "2018-08-30" }, { "version": "2.1.3", "date": "2020-04-19" }, { "version": "2.1.4", "date": "2020-04-20" }, { "version": "2.1.5", "date": "2021-04-22" }, { "version": "2.1.7", "date": "2021-05-16" } ], "_exports": [ "covEstimation", "meanEstimation", "optimalPortfolio", "semidevEstimation" ], "_datasets": [ { "name": "Industry_10", "title": "Industry Portfolios", "object": "Industry_10", "file": "Industry_10.rda", "class": [ "matrix", "array" ], "fields": [ "NoDur", "Durbl", "Manuf", "Enrgy", "HiTec", "Telcm", "Shops", "Hlth", "Utils", "Other" ], "rows": 252, "table": true, "tojson": true } ], "_help": [ { "page": "covEstimation", "title": "Covariance matrix estimation", "topics": [ "covEstimation" ] }, { "page": "Industry_10", "title": "Industry Portfolios", "topics": [ "Industry_10" ] }, { "page": "meanEstimation", "title": "Estimation of mean returns", "topics": [ "meanEstimation" ] }, { "page": "optimalPortfolio", "title": "Optimal portfolio", "topics": [ "optimalPortfolio" ] }, { "page": "RiskPortfolios", "title": "RiskPortfolios: Computation of risk-based portfolios in R", "topics": [ "RiskPortfolios" ] }, { "page": "semidevEstimation", "title": "Estimation of the semideviation", "topics": [ "semidevEstimation" ] } ], "_readme": "https://github.com/ardiad/riskportfolios/raw/HEAD/README.md", "_rundeps": [ "MASS", "nloptr", "quadprog" ], "_score": 5.276461804173245, "_indexed": true, "_nocasepkg": "riskportfolios", "_universes": [ "ardiad" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "2.1.7", "date": "2026-06-23T06:19:25.000Z", "distro": "noble", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "b205037675f8536d963228c0983fa16e656d80d831370a1732f13e15cda8cfd0", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.6.0", "os": "linux", "version": "2.1.7", "date": "2026-06-23T06:28:11.000Z", "distro": "noble", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "72ef692d2769455ed4ec459bb24656edf454c3839ee89657448891c4870d8714", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.5.3", "os": "mac", "version": "2.1.7", "date": "2026-06-23T06:18:40.000Z", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "dc5ac9b0dbc97bee067dcc80ba6f32a6446667d8865eee003b1b54d71d1136fb", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.6.0", "os": "mac", "version": "2.1.7", "date": "2026-06-23T06:18:51.000Z", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "a56cc64eb37b188c2170d1d4e03f7b3823ec6b5bac62b6e8d778a865b575346d", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.6.0", "os": "wasm", "version": "2.1.7", "date": "2026-06-23T06:19:09.000Z", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "bb7afd093199e0fccbdfce63d813c1e6d34d967a99c1db4715c261ba52e5abb5", "status": "success", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.7.0", "os": "win", "version": "2.1.7", "date": "2026-06-23T06:18:28.000Z", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "b7f0b39a87ba8ab5676feb2709cde8ebb4533805badb624b427118b2a13e25fe", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.5.3", "os": "win", "version": "2.1.7", "date": "2026-06-23T06:18:25.000Z", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "afd3f5c371f121bfe263ed4c90271f1e2875865d9633c96c5c92a09aa60a2bc2", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" }, { "r": "4.6.0", "os": "win", "version": "2.1.7", "date": "2026-06-23T06:18:26.000Z", "commit": "9a8b3bda32fbc0f758e3eb454399754f42755389", "fileid": "afdfe49c5d5dad658e56189cd90222a6bc924ede3467dd4770d4df92aa2d96ca", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/28006296125" } ] }