Multivariate-Weighted Indexing of CAMEL Ratios for Bank Performance R package CamelRatiosIndex version 1.0.0 Computes a composite year-on-year index for bank performance assessment using the CAMEL framework (Capital Adequacy, Asset Quality, Management Efficiency, Earnings, Liquidity). The multivariate weighting scheme employs factor analysis with robust covariance estimation to derive communality-based weights from the correlation matrix of CAMEL ratios. Provides functions for index computation, visualization, and comparison across banks and time periods.The methodology is described in Ayimah et al. (2023a) <doi:10.9734/bpi/mono/978-81-19315-32-1> and Ayimah et al. (2023b) <https://ajtem.com/index.php/ajtem/article/view/53>. Software Depends: R (>= 3.5) Imports: cli (>= 3.6.0), dplyr (>= 1.1.0), ggplot2 (>= 3.4.0), robustfa, rrcov, stats, tibble (>= 3.2.0), utils Suggests: knitr, rmarkdown, testthat (>= 3.0.0), vdiffr John Coker Ayimah <jayimah@htu.edu.gh> Comprehensive R Archive Network (CRAN) John Coker Ayimah [aut, cph, cre], George Kyei Agyen [aut, cph], Raymond Achiyaale [aut, cph] MIT + file LICENSE (https://CRAN.R-project.org/package=CamelRatiosIndex/LICENSE) 2026-06-20 application/tgz https://CRAN.R-project.org/package=CamelRatiosIndex doi:10.32614/CRAN.package.CamelRatiosIndex