Package: investlabr
Title: Research Workflows for Macro and Cross-Asset Analysis
Version: 0.0.6.2
Authors@R: person("Oliver", "Zhou", email = "oliver.yxzhou@gmail.com",
                 role = c("aut", "cre"))
Author: Oliver Zhou [aut, cre]
Maintainer: Oliver Zhou <oliver.yxzhou@gmail.com>
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>.
License: MIT + file LICENSE
URL: https://github.com/OliverLDS/investlabr
BugReports: https://github.com/OliverLDS/investlabr/issues
Encoding: UTF-8
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)
Config/testthat/edition: 3
Config/roxygen2/version: 8.0.0
Repository: https://oliverlds.r-universe.dev
Date/Publication: 2026-10-06 02:44:06 UTC
RemoteUrl: https://github.com/oliverlds/investlabr
RemoteRef: HEAD
RemoteSha: e9a4baea538bbaaa164b8b351c96aff67f8115dc
NeedsCompilation: yes
Packaged: 2026-10-16 12:55:52 UTC; root