{ "_id": "6a1ee79cb401979e73411857", "Package": "IndexConstruction", "Type": "Package", "Title": "Index Construction for Time Series Data", "Version": "0.2-1", "Date": "2026-05-18", "Author": "Simon Trimborn ", "Maintainer": "Simon Trimborn ", "LazyLoad": "yes", "LazyData": "true", "Description": "Derivation of indexes for benchmarking purposes. A\nmethodology with flexible number of constituents is\nimplemented. Also functions for market capitalization and\nvolume weighted indexes with fixed number of constituents are\navailable. The main function of the package, indexComp(),\nprovides the derived index, suitable for analysis purposes. The\nfunctions indexUpdate(), indexMemberSelection() and\nindexMembersUpdate() are components of indexComp() and enable\none to construct and continuously update an index, e.g. for\ndisplay on a website. The methodology behind the functions\nprovided gets introduced in Trimborn and Haerdle (2018)\n.", "License": "GPL (>=3)", "Repository": "https://simontrimborn.r-universe.dev", "Date/Publication": "2026-05-18 15:39:43 UTC", "RemoteUrl": "https://github.com/simontrimborn/indexconstruction", "RemoteRef": "HEAD", "RemoteSha": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-19 11:46:49 UTC", "User": "root" }, "MD5sum": "01d68dc3fc4d204df92ac8732202b7e0", "_user": "simontrimborn", "_type": "src", "_file": "IndexConstruction_0.2-1.tar.gz", "_fileid": "538b09f8775ad4b4136b2c971817c8e0764a97c2a33ddf746fbb346d32535c7e", "_filesize": 4726783, "_sha256": "538b09f8775ad4b4136b2c971817c8e0764a97c2a33ddf746fbb346d32535c7e", "_created": "2026-05-19T11:46:49.000Z", "_published": "2026-06-02T14:24:28.798Z", "_distro": "noble", "_jobs": [ { "job": 79093699535, "time": 189, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "WARNING", "artifact": "7082582220" }, { "job": 79093699440, "time": 170, "config": "linux-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "7082576141" }, { "job": 79093699900, "time": 119, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "WARNING", "artifact": "7082559231" }, { "job": 79093699090, "time": 126, "config": "macos-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "7082561563" }, { "job": 79093698583, "time": 181, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7082519499" }, { "job": 79093698254, "time": 107, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7360486793" }, { "job": 79093699120, "time": 150, "config": "windows-devel", "r": "4.7.0", "check": "WARNING", "artifact": "7082569176" }, { "job": 79093699706, "time": 150, "config": "windows-oldrel", "r": "4.5.3", "check": "WARNING", "artifact": "7082569187" }, { "job": 79093699584, "time": 151, "config": "windows-release", "r": "4.6.0", "check": "WARNING", "artifact": "7082569153" } ], "_buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/simontrimborn/indexconstruction", "_commit": { "id": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "author": "Simon Trimborn ", "committer": "Simon Trimborn ", "message": "Fixing some bugs\n", "time": 1779118783 }, "_maintainer": { "name": "Simon Trimborn", "email": "trimborn.econometrics@gmail.com", "login": "simontrimborn", "orcid": "0000-0003-3745-4164", "twitter": "@SimonTrimborn", "description": "", "uuid": 15048149 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10", "role": "Depends" }, { "package": "KernSmooth", "role": "Imports" }, { "package": "fGarch", "role": "Imports" }, { "package": "lubridate", "role": "Imports" }, { "package": "xts", "role": "Imports" }, { "package": "RcppBDT", "role": "Imports" }, { "package": "zoo", "role": "Imports" } ], "_owner": "simontrimborn", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-21", "n": 3 } ], "_tags": [], "_stars": 0, "_contributors": [ { "user": "simontrimborn", "count": 3, "uuid": 15048149 } ], "_userbio": { "uuid": 15048149, "type": "user", "name": "Simon Trimborn" }, "_downloads": { "count": 206, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/IndexConstruction" }, "_devurl": "https://github.com/simontrimborn/indexconstruction", "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/IndexConstruction.html", "manual.pdf" ], "_homeurl": "https://github.com/simontrimborn/indexconstruction", "_realowner": "simontrimborn", "_cranurl": true, "_releases": [ { "version": "0.1-1", "date": "2019-03-29" }, { "version": "0.1-2", "date": "2019-10-24" }, { "version": "0.1-3", "date": "2020-06-02" } ], "_exports": [ "indexComp", "indexMemberSelection", "indexMembersUpdate", "indexUpdate", "relativeWeights", "switchDates" ], "_datasets": [ { "name": "market", "title": "Market capitalization data for Cryptocurrencies.", "object": "CryptoData", "class": [ "xts", "zoo" ], "fields": [ "aby", "ac", "acci", "acoin", "adn", "aeon", "aid", "amber", "amp", "ams", "anc", "apc", "apex", "arch", "aur", "banx", "bay", "bbr", "bcn", "bcy", "bitb", "bits", "bitusd", "bitz", "bks", "blc", "blk", "block", "blu", "bob", "bost", "bst", "bta", "btb", "btc", "btcd", "btcs", "btcu", "btg", "btl", "btm", "bts", "bun", "burst", "byc", "cach", "cann", "cap", "cbx", "ccn", "cdn", "cesc", "cinni", "cloak", "clr", "cnmt", "col", "comm", "cpc", "crave", "crbit", "crw", "crypt", "csc", "csd", "cto", "cube", "cure", "cyt", "czc", "dash", "dcr", "debune", "dem", "deur", "dgb", "dgc", "dmd", "doge", "dope", "dvc", "eac", "eags", "efl", "ekn", "emc", "emc2", "etc", "eth", "exe", "exp", "fair", "fc2", "fcn", "fct", "fibre", "fic", "fimk", "flo", "flt", "fly", "frac", "frc", "frk", "frsh", "fst", "ftc", "gaia", "gcn", "gcr", "gemz", "gld", "gmc", "gpc", "grc", "grn", "grs", "gsm", "gsx", "gua", "ham", "hbn", "hlc", "huc", "hvc", "hxx", "hyp", "hyper", "hz", "ifc", "infx", "ioc", "ixc", "jbs", "jlh", "judge", "karma", "knc", "ldoge", "lky", "log", "ltbc", "ltc", "ltcd", "lxc", "maid", "mapc", "maryj", "max", "mcz", "mec", "mi", "min", "mint", "mnc", "moin", "mon", "mona", "moon", "mtc", "mtlmc3", "mtr", "mue", "muse", "MYR", "mzc", "naut", "nav", "nbt", "neos", "net", "neu", "niro", "nlg", "nmc", "nobl", "node", "note", "nsr", "nvc", "nxt", "nxtty", "nxtv", "nyan", "obits", "ok", "omc", "omni", "opal", "orb", "pangea", "pc", "phs", "piggy", "pnd", "pot", "ppc", "prt", "pts", "pxc", "qbk", "qcn", "qora", "qrk", "qtl", "rads", "rbr", "rbt", "rby", "rdd", "rep", "rzr", "sc", "scot", "scrt", "sdc", "sfr", "shibe", "sjcx", "slg", "slr", "sls", "soil", "spr", "ssd", "start", "steps", "str", "stv", "super", "swarm", "swift", "swing", "sxc", "sys", "tco", "tech", "tes", "tips", "tit", "trc", "troll", "tron", "trust", "ttc", "tx", "u", "ufo", "unb", "unity", "uno", "uro", "usde", "usdt", "utc", "util", "via", "vpn", "vrc", "vta", "vtc", "wbb", "wdc", "wkc", "xbot", "xbs", "xc", "xcash", "xce", "xcn", "xco", "xcp", "xcr", "xdn", "xdp", "xdq", "xem", "xlb", "xmg", "xmr", "xpm", "xpy", "xra", "xrp", "xst", "xtc", "xvc", "xvg", "xwc", "ybc", "yoc", "zeit", "zet", "zny", "zrc", "usnbt", "vox", "dbic", "dgd", "agrs", "cab", "kr", "steem", "adz", "sec", "sib", "sts", "club", "lsk", "dao", "leo", "arg", "btsr", "hodl", "shift", "sprts", "waves", "el", "gbt", "mxt", "uis", "wmc", "edrc", "X888", "gb", "rise", "onec", "bsty", "nxs", "XMY", "htc", "lbc", "mmnxt", "trump", "xaur", "adcn", "bxc", "cj", "cmt", "creva", "esp", "gmx", "ion", "mojo", "myc", "putin", "unc", "xbc", "zne", "ans", "bic", "BLOCKPAY", "ntc", "scn", "xbts", "xzc", "xlm", "zec", "X1st", "ardr", "atx", "cadastral", "calc", "edr", "icoo", "jobs", "pip", "sngls", "strat", "wex", "icn", "lkk", "sh", "gnt", "peerplays", "psb", "vrs", "vsl", "xci", "xre", "zcl", "arc", "game", "bcc", "grt", "pasc", "pivx", "xspec", "xbb", "ubq", "cage", "gbyte", "golos", "heat", "lmc", "nxc", "bip", "hkg", "incnt", "luna", "PEPECASH", "vidz", "vrm", "xen", "xhi", "safex" ], "rows": 1091, "table": true, "tojson": false }, { "name": "price", "title": "Pricing data for Cryptocurrencies.", "object": "CryptoData", "class": [ "xts", "zoo" ], "fields": [ "aby", "ac", "acci", "acoin", "adn", "aeon", "aid", "amber", "amp", "ams", "anc", "apc", "apex", "arch", "aur", "banx", "bay", "bbr", "bcn", "bcy", "bitb", "bits", "bitusd", "bitz", "bks", "blc", "blk", "block", "blu", "bob", "bost", "bst", "bta", "btb", "btc", "btcd", "btcs", "btcu", "btg", "btl", "btm", "bts", "bun", "burst", "byc", "cach", "cann", "cap", "cbx", "ccn", "cdn", "cesc", "cinni", "cloak", "clr", "cnmt", "col", "comm", "cpc", "crave", "crbit", "crw", "crypt", "csc", "csd", "cto", "cube", "cure", "cyt", "czc", "dash", "dcr", "debune", "dem", "deur", "dgb", "dgc", "dmd", "doge", "dope", "dvc", "eac", "eags", "efl", "ekn", "emc", "emc2", "etc", "eth", "exe", "exp", "fair", "fc2", "fcn", "fct", "fibre", "fic", "fimk", "flo", "flt", "fly", "frac", "frc", "frk", "frsh", "fst", "ftc", "gaia", "gcn", "gcr", "gemz", "gld", "gmc", "gpc", "grc", "grn", "grs", "gsm", "gsx", "gua", "ham", "hbn", "hlc", "huc", "hvc", "hxx", "hyp", "hyper", "hz", "ifc", "infx", "ioc", "ixc", "jbs", "jlh", "judge", "karma", "knc", "ldoge", "lky", "log", "ltbc", "ltc", "ltcd", "lxc", "maid", "mapc", "maryj", "max", "mcz", "mec", "mi", "min", "mint", "mnc", "moin", "mon", "mona", "moon", "mtc", "mtlmc3", "mtr", "mue", "muse", "MYR", "mzc", "naut", "nav", "nbt", "neos", "net", "neu", "niro", "nlg", "nmc", "nobl", "node", "note", "nsr", "nvc", "nxt", "nxtty", "nxtv", "nyan", "obits", "ok", "omc", "omni", "opal", "orb", "pangea", "pc", "phs", "piggy", "pnd", "pot", "ppc", "prt", "pts", "pxc", "qbk", "qcn", "qora", "qrk", "qtl", "rads", "rbr", "rbt", "rby", "rdd", "rep", "rzr", "sc", "scot", "scrt", "sdc", "sfr", "shibe", "sjcx", "slg", "slr", "sls", "soil", "spr", "ssd", "start", "steps", "str", "stv", "super", "swarm", "swift", "swing", "sxc", "sys", "tco", "tech", "tes", "tips", "tit", "trc", "troll", "tron", "trust", "ttc", "tx", "u", "ufo", "unb", "unity", "uno", "uro", "usde", "usdt", "utc", "util", "via", "vpn", "vrc", "vta", "vtc", "wbb", "wdc", "wkc", "xbot", "xbs", "xc", "xcash", "xce", "xcn", "xco", "xcp", "xcr", "xdn", "xdp", "xdq", "xem", "xlb", "xmg", "xmr", "xpm", "xpy", "xra", "xrp", "xst", "xtc", "xvc", "xvg", "xwc", "ybc", "yoc", "zeit", "zet", "zny", "zrc", "usnbt", "vox", "dbic", "dgd", "agrs", "cab", "kr", "steem", "adz", "sec", "sib", "sts", "club", "lsk", "dao", "leo", "arg", "btsr", "hodl", "shift", "sprts", "waves", "el", "gbt", "mxt", "uis", "wmc", "edrc", "X888", "gb", "rise", "onec", "bsty", "nxs", "XMY", "htc", "lbc", "mmnxt", "trump", "xaur", "adcn", "bxc", "cj", "cmt", "creva", "esp", "gmx", "ion", "mojo", "myc", "putin", "unc", "xbc", "zne", "ans", "bic", "BLOCKPAY", "ntc", "scn", "xbts", "xzc", "xlm", "zec", "X1st", "ardr", "atx", "cadastral", "calc", "edr", "icoo", "jobs", "pip", "sngls", "strat", "wex", "icn", "lkk", "sh", "gnt", "peerplays", "psb", "vrs", "vsl", "xci", "xre", "zcl", "arc", "game", "bcc", "grt", "pasc", "pivx", "xspec", "xbb", "ubq", "cage", "gbyte", "golos", "heat", "lmc", "nxc", "bip", "hkg", "incnt", "luna", "PEPECASH", "vidz", "vrm", "xen", "xhi", "safex" ], "rows": 1091, "table": true, "tojson": false }, { "name": "vol", "title": "Volume data for Cryptocurrencies.", "object": "CryptoData", "class": [ "xts", "zoo" ], "fields": [ "aby", "ac", "acci", "acoin", "adn", "aeon", "aid", "amber", "amp", "ams", "anc", "apc", "apex", "arch", "aur", "banx", "bay", "bbr", "bcn", "bcy", "bitb", "bits", "bitusd", "bitz", "bks", "blc", "blk", "block", "blu", "bob", "bost", "bst", "bta", "btb", "btc", "btcd", "btcs", "btcu", "btg", "btl", "btm", "bts", "bun", "burst", "byc", "cach", "cann", "cap", "cbx", "ccn", "cdn", "cesc", "cinni", "cloak", "clr", "cnmt", "col", "comm", "cpc", "crave", "crbit", "crw", "crypt", "csc", "csd", "cto", "cube", "cure", "cyt", "czc", "dash", "dcr", "debune", "dem", "deur", "dgb", "dgc", "dmd", "doge", "dope", "dvc", "eac", "eags", "efl", "ekn", "emc", "emc2", "etc", "eth", "exe", "exp", "fair", "fc2", "fcn", "fct", "fibre", "fic", "fimk", "flo", "flt", "fly", "frac", "frc", "frk", "frsh", "fst", "ftc", "gaia", "gcn", "gcr", "gemz", "gld", "gmc", "gpc", "grc", "grn", "grs", "gsm", "gsx", "gua", "ham", "hbn", "hlc", "huc", "hvc", "hxx", "hyp", "hyper", "hz", "ifc", "infx", "ioc", "ixc", "jbs", "jlh", "judge", "karma", "knc", "ldoge", "lky", "log", "ltbc", "ltc", "ltcd", "lxc", "maid", "mapc", "maryj", "max", "mcz", "mec", "mi", "min", "mint", "mnc", "moin", "mon", "mona", "moon", "mtc", "mtlmc3", "mtr", "mue", "muse", "MYR", "mzc", "naut", "nav", "nbt", "neos", "net", "neu", "niro", "nlg", "nmc", "nobl", "node", "note", "nsr", "nvc", "nxt", "nxtty", "nxtv", "nyan", "obits", "ok", "omc", "omni", "opal", "orb", "pangea", "pc", "phs", "piggy", "pnd", "pot", "ppc", "prt", "pts", "pxc", "qbk", "qcn", "qora", "qrk", "qtl", "rads", "rbr", "rbt", "rby", "rdd", "rep", "rzr", "sc", "scot", "scrt", "sdc", "sfr", "shibe", "sjcx", "slg", "slr", "sls", "soil", "spr", "ssd", "start", "steps", "str", "stv", "super", "swarm", "swift", "swing", "sxc", "sys", "tco", "tech", "tes", "tips", "tit", "trc", "troll", "tron", "trust", "ttc", "tx", "u", "ufo", "unb", "unity", "uno", "uro", "usde", "usdt", "utc", "util", "via", "vpn", "vrc", "vta", "vtc", "wbb", "wdc", "wkc", "xbot", "xbs", "xc", "xcash", "xce", "xcn", "xco", "xcp", "xcr", "xdn", "xdp", "xdq", "xem", "xlb", "xmg", "xmr", "xpm", "xpy", "xra", "xrp", "xst", "xtc", "xvc", "xvg", "xwc", "ybc", "yoc", "zeit", "zet", "zny", "zrc", "usnbt", "vox", "dbic", "dgd", "agrs", "cab", "kr", "steem", "adz", "sec", "sib", "sts", "club", "lsk", "dao", "leo", "arg", "btsr", "hodl", "shift", "sprts", "waves", "el", "gbt", "mxt", "uis", "wmc", "edrc", "X888", "gb", "rise", "onec", "bsty", "nxs", "XMY", "htc", "lbc", "mmnxt", "trump", "xaur", "adcn", "bxc", "cj", "cmt", "creva", "esp", "gmx", "ion", "mojo", "myc", "putin", "unc", "xbc", "zne", "ans", "bic", "BLOCKPAY", "ntc", "scn", "xbts", "xzc", "xlm", "zec", "X1st", "ardr", "atx", "cadastral", "calc", "edr", "icoo", "jobs", "pip", "sngls", "strat", "wex", "icn", "lkk", "sh", "gnt", "peerplays", "psb", "vrs", "vsl", "xci", "xre", "zcl", "arc", "game", "bcc", "grt", "pasc", "pivx", "xspec", "xbb", "ubq", "cage", "gbyte", "golos", "heat", "lmc", "nxc", "bip", "hkg", "incnt", "luna", "PEPECASH", "vidz", "vrm", "xen", "xhi", "safex" ], "rows": 1091, "table": true, "tojson": false } ], "_help": [ { "page": "IndexComp", "title": "Index derivation for price and liquidity indices", "topics": [ "indexComp" ] }, { "page": "IndexMemberSelection", "title": "Number of Index Members Derivation", "topics": [ "indexMemberSelection" ] }, { "page": "IndexMembersUpdate", "title": "Reevaluation of Index constituents weights", "topics": [ "indexMembersUpdate" ] }, { "page": "IndexUpdate", "title": "Updating an existing index with new index values", "topics": [ "indexUpdate" ] }, { "page": "marketData", "title": "Market capitalization data for Cryptocurrencies.", "topics": [ "market" ] }, { "page": "priceData", "title": "Pricing data for Cryptocurrencies.", "topics": [ "price" ] }, { "page": "RelativeWeights", "title": "Retrieving the relative weights of the assets in the index", "topics": [ "relativeWeights" ] }, { "page": "SwitchDates", "title": "Deriving the dates on which the index constituents are going to be reevaluated", "topics": [ "switchDates" ] }, { "page": "volData", "title": "Volume data for Cryptocurrencies.", "topics": [ "vol" ] } ], "_rundeps": [ "BH", "cpp11", "cvar", "fastICA", "fBasics", "fGarch", "gbutils", "generics", "gss", "KernSmooth", "lattice", "lubridate", "MASS", "Matrix", "rbibutils", "Rcpp", "RcppBDT", "Rdpack", "spatial", "stabledist", "timechange", "timeDate", "timeSeries", "xts", "zoo" ], "_score": 2, "_indexed": true, "_nocasepkg": "indexconstruction", "_universes": [ "simontrimborn" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2-1", "date": "2026-05-19T11:49:21.000Z", "distro": "noble", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "db807441d1199023f29fe53331b7d61e3130e0b347eb8bd03dd0c9f764a51a3f", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.6.0", "os": "linux", "version": "0.2-1", "date": "2026-05-19T11:49:06.000Z", "distro": "noble", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "0f41eb7bca2c14571177fb0028b17973ffccb3738795558e371ddbe2fd050c11", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.5.3", "os": "mac", "version": "0.2-1", "date": "2026-05-19T11:48:33.000Z", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "e226d484ce966ecce3496944baead8c5f508469674cfd3c90950a15411b765b8", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.6.0", "os": "mac", "version": "0.2-1", "date": "2026-05-19T11:48:37.000Z", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "0d60e17295fa9b1a7c72fbcddd3469def5846429f057c0d1759a5973688b0e72", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.7.0", "os": "win", "version": "0.2-1", "date": "2026-05-19T11:48:33.000Z", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "8c8ba24f47875d1ce9d63e6419af9c9aa07050bdb95eb822848da96a4cc4ee46", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.5.3", "os": "win", "version": "0.2-1", "date": "2026-05-19T11:48:35.000Z", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "e373d7d949fe347458d872a73c5e5f861b8a5a945daa4b971f4d3b9894b4811e", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.6.0", "os": "win", "version": "0.2-1", "date": "2026-05-19T11:48:35.000Z", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "ff5eb3cb30215f042b7e7aa63fcbb52b5d9f2c5754f756261c25dd3d61bf1dd1", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" }, { "r": "4.6.0", "os": "wasm", "version": "0.2-1", "date": "2026-06-02T14:23:37.000Z", "commit": "7d10738d17a48eec54f2ae3c1c8d4eb27184c197", "fileid": "2c9a64ab5f7ee9ffc3d48f6d6aa148cdebb729cadb205be119a165ad1b615cc8", "status": "success", "buildurl": "https://github.com/r-universe/simontrimborn/actions/runs/26094938623" } ] }