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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "investlabr" in publications use:'
type: software
license: MIT
title: 'investlabr: Research Workflows for Macro and Cross-Asset Analysis'
version: 0.0.6.2
abstract: 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) <https://doi.org/10.1111/j.1540-6261.1952.tb01525.x>.
  Research-side volatility simulations include the generalized autoregressive conditional
  heteroskedasticity model of Bollerslev (1986) <https://doi.org/10.1016/0304-4076(86)90063-1>.
authors:
- family-names: Zhou
  given-names: Oliver
  email: oliver.yxzhou@gmail.com
repository: https://cran.r-universe.dev
repository-code: https://github.com/OliverLDS/investlabr
commit: 0424180883e7fa6a572c003e35dee7fe414c21d6
url: https://github.com/OliverLDS/investlabr
date-released: '2026-10-15'
contact:
- family-names: Zhou
  given-names: Oliver
  email: oliver.yxzhou@gmail.com