Hierarchical Risk Clustering Portfolio Allocation Strategies R package HierPortfolios version 1.0.2 Machine learning hierarchical risk clustering portfolio allocation strategies. The implemented methods are: Hierarchical risk parity (De Prado, 2016) <DOI: 10.3905/jpm.2016.42.4.059>. Hierarchical clustering-based asset allocation (Raffinot, 2017) <DOI: 10.3905/jpm.2018.44.2.089>. Hierarchical equal risk contribution portfolio (Raffinot, 2018) <DOI: 10.2139/ssrn.3237540>. A Constrained Hierarchical Risk Parity Algorithm with Cluster-based Capital Allocation (Pfitzingera and Katzke, 2019) <https://www.ekon.sun.ac.za/wpapers/2019/wp142019/wp142019.pdf>. Software Depends: R (>= 3.6.0) Imports: fastcluster, cluster Carlos Trucios <ctrucios@unicamp.br> Comprehensive R Archive Network (CRAN) Carlos Trucios [aut, cre] (ORCID: <https://orcid.org/0000-0001-8746-8877>), Moon Jun Kwon [aut], São Paulo Research Foundation (FAPESP), grant 2022/09122-0 [fnd], Programa de Incentivo a Novos Docentes da UNICAMP (PIND), grant 2525/23 [fnd] GPL-2 2025-09-12 application/tgz https://CRAN.R-project.org/package=HierPortfolios doi:10.32614/CRAN.package.HierPortfolios