Is portvine safe to use?

portvine has no known vulnerabilities on the latest version (1.0.3). DepScope rates its health at 33/100 (critical risk).

What is the latest version of portvine?

The latest version of portvine is 1.0.3, released 2024-01-18.

Does portvine have known vulnerabilities?

No known vulnerabilities on the latest version of portvine.

Is portvine deprecated?

No, portvine is actively maintained. Latest release: 1.0.3 (2024-01-18).

What are alternatives to portvine?

DepScope has no curated alternatives for portvine at this time.

What license does portvine use?

portvine is licensed under MIT + file LICENSE.

portvine

cranv1.0.3

Vine Based (Un)Conditional Portfolio Risk Measure Estimation. Following Sommer (2022) <https://mediatum.ub.tum.de/1658240> portfolio level risk estimates (e.g. Value at Risk, Expected Shortfall) are estimated by modeling each asset univariately by an ARMA-GARCH model and then their cross dependence via a Vine Copula model in a rolling window fashion. One can e

License MIT + file LICENSE0 versions1 maintainers12 deps67 weekly dl

EmanuelSommer/portvine

/ 100

Health

use with caution

[email protected] low health (33/100) — consider alternatives

Low health score (33/100)

Health breakdown0 – 100

0/25

maintenance

0/20

popularity

25/25

security

6/15

maturity

2/15

community

Vulnerabilities

none known

Health History

Dependency Tree

License Audit

Dependencies (12)

checkmate data.table dplyr dtplyr future.apply methods ppcor Rcpp rlang rugarch rvinecopulib tidyr

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/portvine

First published · 2024-01-18 17:39:24

Last updated · 2024-01-18T15:30:02+00:00