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
NeedsCompilation: yes
Packaged: 2026-10-06 02:45:56 UTC; runner
Repository: CRAN
Date/Publication: 2026-10-15 17:50:02 UTC
