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Reusable research workflows for macro-financial and cross-asset analysis. The package sits on top of data packages such as 'investdatar' and focuses on transforming existing market and macro data into analysis-ready research tables, factor and indicator constructions, event and regime overlays, sensitivity estimates, scenario comparisons, and research-grade visualization outputs. Portfolio risk-return comparisons use the mean-variance framework of Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>. Research-side volatility simulations include the generalized autoregressive conditional heteroskedasticity model of Bollerslev (1986) <doi:10.1016/0304-4076(86)90063-1>.
| Version: | 0.0.6.2 |
| Depends: | R (≥ 4.1.0) |
| Imports: | data.table (≥ 1.12.4), ggplot2 (≥ 3.5.0), ggrepel, grid, gridExtra, jsonlite, patchwork, quadprog, rlang, scales, stats, utils, yaml, Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | svglite, testthat (≥ 3.0.0) |
| Published: | 2026-10-15 |
| DOI: | 10.32614/CRAN.package.investlabr |
| Author: | Oliver Zhou [aut, cre] |
| Maintainer: | Oliver Zhou <oliver.yxzhou at gmail.com> |
| BugReports: | https://github.com/OliverLDS/investlabr/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/OliverLDS/investlabr |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | investlabr results |
| Reference manual: | investlabr.html , investlabr.pdf |
| Package source: | investlabr_0.0.6.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: investlabr_0.0.6.2.zip |
| macOS binaries: | r-release (arm64): investlabr_0.0.6.2.tgz, r-oldrel (arm64): investlabr_0.0.6.2.tgz, r-release (x86_64): investlabr_0.0.6.2.tgz, r-oldrel (x86_64): investlabr_0.0.6.2.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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