JOSS: https://github.com/ArdiaD/RiskPortfolios
covariance optimization portfolio portfolio-optimization risk
Score: 16.221646690501228
Last synced: about 2 hours ago
JSON representation
Repository metadata:
Functions for the construction of risk-based portfolios
- Host: GitHub
- URL: https://github.com/ArdiaD/RiskPortfolios
- Owner: ArdiaD
- License: gpl-2.0
- Created: 2016-05-27T12:52:33.000Z (over 10 years ago)
- Default Branch: master
- Last Pushed: 2026-08-21T17:52:36.000Z (about 1 month ago)
- Last Synced: 2026-08-28T10:08:36.097Z (about 1 month ago)
- Topics: covariance, optimization, portfolio, portfolio-optimization, risk
- Language: R
- Size: 1.24 MB
- Stars: 54
- Watchers: 4
- Forks: 19
- Open Issues: 9
-
Metadata Files:
- Readme: README.md
- Changelog: NEWS
- Contributing: CONTRIBUTING.md
- License: COPYING
Owner metadata:
- Name: David Ardia
- Login: ArdiaD
- Email:
- Kind: user
- Description: Professor in Quantitative Finance
- Website: www.davidardia.com
- Location: Canada
- Twitter:
- Company: HEC Montréal
- Icon url: https://avatars.githubusercontent.com/u/11246455?u=7ca77ca41830444e8dd86c952b0807e7dac1a3e6&v=4
- Repositories: 5
- Last Synced at: 2026-09-28T22:57:45.652Z
- Profile URL: https://github.com/ArdiaD
GitHub Events
Total
- Fork event: 1
- Issue comment event: 2
- Issues event: 2
- Watch event: 2
- Total: 7
Last Year
- Total: 0
Committers metadata
Last synced: 1 day ago
Total Commits: 84
Total Committers: 4
Avg Commits per committer: 21.0
Development Distribution Score (DDS): 0.155
Commits in past year: 4
Committers in past year: 1
Avg Commits per committer in past year: 4.0
Development Distribution Score (DDS) in past year: 0.0
| Name | Commits | |
|---|---|---|
| ardiad | d****h@g****m | 71 |
| Jean-Philippe Gagnon Fleury | J****y@M****l | 10 |
| ArdiaD | d****a@f****a | 2 |
| Arfon Smith | a****n | 1 |
Issue and Pull Request metadata
Last synced: 1 day ago
Total issues: 17
Total pull requests: 3
Average time to close issues: 3 days
Average time to close pull requests: about 5 hours
Total issue authors: 8
Total pull request authors: 3
Average comments per issue: 0.35
Average comments per pull request: 0.33
Merged pull request: 2
Bot issues: 0
Bot pull requests: 0
Past year issues: 0
Past year pull requests: 0
Past year average time to close issues: N/A
Past year average time to close pull requests: N/A
Past year issue authors: 0
Past year pull request authors: 0
Past year average comments per issue: 0
Past year average comments per pull request: 0
Past year merged pull request: 0
Past year bot issues: 0
Past year bot pull requests: 0
Top Issue Authors
- ArdiaD (9)
- tschm (2)
- rjvelasquezm (1)
- mirca (1)
- haansn08 (1)
- Lumpen95 (1)
- galaad1 (1)
- PierreLequeux (1)
Top Pull Request Authors
- mirca (1)
- jpgaf (1)
- arfon (1)
Top Issue Labels
- enhancement (6)
- help wanted (1)
- bug (1)
Top Pull Request Labels
Package metadata
- Total packages: 1
-
Total downloads:
- cran: 606 last-month
- Total docker downloads: 43,390
- Total dependent packages: 3
- Total dependent repositories: 1
- Total versions: 7
- Total maintainers: 1
cran.r-project.org: RiskPortfolios
Computation of Risk-Based Portfolios
- Homepage: https://github.com/ArdiaD/RiskPortfolios
- Documentation: http://cran.r-project.org/web/packages/RiskPortfolios/RiskPortfolios.pdf
- Licenses: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
- Latest release: 2.1.8 (published about 1 month ago)
- Last Synced: 2026-09-28T19:36:29.597Z (1 day ago)
- Versions: 7
- Dependent Packages: 3
- Dependent Repositories: 1
- Downloads: 606 Last month
- Docker Downloads: 43,390
-
Rankings:
- Docker downloads count: 0.579%
- Forks count: 4.105%
- Stargazers count: 6.83%
- Dependent packages count: 10.873%
- Average: 11.558%
- Downloads: 22.979%
- Dependent repos count: 23.981%
- Maintainers (1)
Dependencies
- MASS * imports
- nloptr * imports
- quadprog * imports
- testthat * suggests