High-Performance Open-Source Archive
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>.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5) |
| Imports: | cli (≥ 3.6.0), dplyr (≥ 1.1.0), ggplot2 (≥ 3.4.0), robustfa, rrcov, stats, tibble (≥ 3.2.0), utils |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0), vdiffr |
| Published: | 2026-06-20 |
| DOI: | 10.32614/CRAN.package.CamelRatiosIndex |
| Author: | John Coker Ayimah [aut, cph, cre], George Kyei Agyen [aut, cph], Raymond Achiyaale [aut, cph] |
| Maintainer: | John Coker Ayimah <jayimah at htu.edu.gh> |
| BugReports: | https://github.com/JC-Ayimah/CamelRatiosIndex/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/JC-Ayimah/CamelRatiosIndex, https://JC-Ayimah.github.io/CamelRatiosIndex/ |
| NeedsCompilation: | no |
| Citation: | CamelRatiosIndex citation info |
| Materials: | README, NEWS |
| CRAN checks: | CamelRatiosIndex results |
| Reference manual: | CamelRatiosIndex.html , CamelRatiosIndex.pdf |
| Vignettes: |
Introduction to CamelRatiosIndex (source, R code) |
| Package source: | CamelRatiosIndex_1.0.0.tar.gz |
| Windows binaries: | r-devel: CamelRatiosIndex_1.0.0.zip, r-release: CamelRatiosIndex_1.0.0.zip, r-oldrel: CamelRatiosIndex_1.0.0.zip |
| macOS binaries: | r-release (arm64): CamelRatiosIndex_1.0.0.tgz, r-oldrel (arm64): CamelRatiosIndex_1.0.0.tgz, r-release (x86_64): CamelRatiosIndex_1.0.0.tgz, r-oldrel (x86_64): CamelRatiosIndex_1.0.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=CamelRatiosIndex to link to this page.
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