Package: CamelRatiosIndex 1.0.0
John Coker Ayimah
CamelRatiosIndex: Multivariate-Weighted Indexing of CAMEL Ratios for Bank Performance
Computes a composite year-on-year index for bank performance assessment using the CAMEL framework (Capital Adequacy, Asset Quality, Management Efficiency, Earnings, Liquidity). The multivariate weighting scheme employs factor analysis with robust covariance estimation to derive communality-based weights from the correlation matrix of CAMEL ratios. Provides functions for index computation, visualization, and comparison across banks and time periods.The methodology is described in Ayimah et al. (2023a) <doi:10.9734/bpi/mono/978-81-19315-32-1> and Ayimah et al. (2023b) <https://ajtem.com/index.php/ajtem/article/view/53>.
Authors:
CamelRatiosIndex_1.0.0.tar.gz
CamelRatiosIndex_1.0.0.tar.gz(r-4.7-any)CamelRatiosIndex_1.0.0.tar.gz(r-4.6-any)
CamelRatiosIndex_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
CamelRatiosIndex/json (API)
NEWS
| # Install 'CamelRatiosIndex' in R: |
| install.packages('CamelRatiosIndex', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jc-ayimah/camelratiosindex/issues
Pkgdown/docs site:https://jc-ayimah.github.io
- camel_2015 - CAMEL Ratio Data for Ghanaian Banks
- camel_2016 - CAMEL Ratio Data for Ghanaian Banks
- camel_2017 - CAMEL Ratio Data for Ghanaian Banks
- camel_2018 - CAMEL Ratio Data for Ghanaian Banks
- camel_2019 - CAMEL Ratio Data for Ghanaian Banks
- camel_2020 - CAMEL Ratio Data for Ghanaian Banks
- camel_2021 - CAMEL Ratio Data for Ghanaian Banks
- camel_2022 - CAMEL Ratio Data for Ghanaian Banks
Last updated from:b5d5c0484d. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 186 | ||
| source / vignettes | OK | 222 | ||
| linux-release-x86_64 | OK | 133 | ||
| wasm-release | OK | 127 |
Exports:camel_indexplot_camel_index
Dependencies:clicpp11DEoptimRdplyrfarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrmvtnormpcaPPpillarpkgconfigR6RColorBrewerrlangrobustbaserobustfarrcovS7scalestibbletidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| CAMEL Ratio Data for Ghanaian Banks (2015) | camel_2015 |
| CAMEL Ratio Data for Ghanaian Banks (2016) | camel_2016 |
| CAMEL Ratio Data for Ghanaian Banks (2017) | camel_2017 |
| CAMEL Ratio Data for Ghanaian Banks (2018) | camel_2018 |
| CAMEL Ratio Data for Ghanaian Banks (2019) | camel_2019 |
| CAMEL Ratio Data for Ghanaian Banks (2020) | camel_2020 |
| CAMEL Ratio Data for Ghanaian Banks (2021) | camel_2021 |
| CAMEL Ratio Data for Ghanaian Banks (2022) | camel_2022 |
| Compute Multivariate-Weighted CAMEL Index | camel_index |
| Plot CAMEL Index Percentage Differences | autoplot.camel_index plot_camel_index |
| Print Method for camel_index Objects | print.camel_index |
| Summary Method for camel_index Objects | summary.camel_index |
