Other packages > Find by keyword >

investlabr  

Research Workflows for Macro and Cross-Asset Analysis
View on CRAN: Click here


Download and install investlabr package within the R console
Install from CRAN:
install.packages("investlabr")

Install from Github:
library("remotes")
install_github("cran/investlabr")

Install by package version:
library("remotes")
install_version("investlabr", "0.0.6.2")



Attach the package and use:
library("investlabr")
Maintained by
Oliver Zhou
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-10-15
Latest Update: 2026-10-15
Description:
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>.
How to cite:
Oliver Zhou (2026). investlabr: Research Workflows for Macro and Cross-Asset Analysis. R package version 0.0.6.2, https://cran.r-project.org/web/packages/investlabr. Accessed 24 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited investlabr R package
View investlabr citation profile
Other R packages that investlabr depends, imports, suggests or enhances
Complete documentation for investlabr
Functions, R codes and Examples using the investlabr R package
Full investlabr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

givitiR  
The GiViTI Calibration Test and Belt
Functions to assess the calibration of logistic regression models with the GiViTI (Gruppo Italiano p ...
Download / Learn more Package Citations See dependency  
gemlog  
File Conversion for "Gem Infrasound Logger"
Reads data files from the 'Gem infrasound logger' for analysis and converts to segy format (which is ...
Download / Learn more Package Citations See dependency  
climwin  
Climate Window Analysis
Contains functions to detect and visualise periods of climate sensitivity (climate windows) for a g ...
Download / Learn more Package Citations See dependency  
FDRsampsize  
Compute Sample Size that Meets Requirements for Average Power and FDR
Defines a collection of functions to compute average power and sample size for studies that use the ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
magicfor  
Magic Functions to Obtain Results from for Loops
Magic functions to obtain results from for loops. ...
Download / Learn more Package Citations See dependency  

29,080

R Packages

247,686

Dependencies

77,281

Author Associations

29,081

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA