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>.
| 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 (may not be active yet) |
| 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 |
Documentation:
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