R Observatory: Metrics for BEKKs version 1.4.7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BEKKs

1.4.7Package record

Multivariate Conditional Volatility Modelling and Forecasting

0packages depend

6.9Kdownloads / year

47.5%test coverage

13/13flavors OK

Overview

About

Maintained by Markus J. FülleCRAN page ↗

Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt–Hall–Hall–Hausman (BHHH) algorithm described in Hafner and Herwartz (2008) doi:10.1007/s00184-007-0130-y. For an overview, we refer the reader to Fülle et al. (2024) doi:10.18637/jss.v111.i04.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("BEKKs", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-bekks

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-BEKKs

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-BEKKs

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 10.9 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-05-02
NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18

Show 1 earlier changeHide 1 earlier change

NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.4.7

READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Cites a JSS article

Help pages: 12
Examples that run: 20%2 run in a plain check · 8 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 83%
Documented parameters: 94%
Return-value docs: 100%
Help pages citing references: 33%

How these are measured

Downloads

6.9K

CRAN downloads in the past year

Rank #4,874 · ~19/day · ~574/mo

Releases R versions

Daily download trend is not available in this view yet.

68030 days

1.7K90 days

6.9K1 year

Compare downloads with other packages →

Also on447 r2u31 autocran

How downloads are counted

Dependencies

Declared dependencies

17 external dependencies (excludes base and recommended)

Installing BEKKs adds 56 packages (31 with compiled code, 44 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, mathjaxr 3.0 MB.

Depends (1)

R >= 3.5.0

Imports (18)

Rcpp reshape2 ggplot2 mathjaxr gridExtragridggfortifyparallelxtsstatsfuture future.apply ks lubridateutilspbapply numDeriv moments

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (4)

Markus J. Fülle

Author, Maintainer since 1.4.1 (2022) · added in 1.3.1

Christian M. Hafner

Author · added in 1.3.1

Helmut Herwartz

Author

Alexander Lange

Author

Previously maintained by Alexander Lange (1.0.0 to 1.4.0).

Listed in earlier versions (2)

Markus Fülle

no longer listed · 1.0.0 to 1.3.0

Hafner Christian

no longer listed · 1.3.0

Releases (15)

Pick two releases to compare their code metrics.

1.4.7Latest
record
2026-05-03 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.4.6
record
2025-12-07 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.4.5
record
2024-11-25 · diff ↗
R
R 4.4.0 released · 2024-04-24
1.4.4
record
2024-01-14 · diff ↗ ·
removed 2 exports
predict, simulate
R
R 4.3.0 released · 2023-04-21
1.4.3
record
2023-03-26 · diff ↗
1.4.2
record
2023-03-20 · diff ↗
1.4.1
record
2022-12-18 · diff ↗
1.4.0
record
2022-11-08 · diff ↗ ·
removed 2 exports
bekk_forecast, bekk_sim

added 2 exports
predict, simulate
1.3.1
record
2022-10-03 · diff ↗
1.3.0
record
2022-06-12 · diff ↗ ·
added 1 export
virf
1.2.1
record
2022-05-10 · diff ↗
1.2.0
record
2022-05-02 · diff ↗ ·
added 2 exports
backtest, portmanteau.test

Show 5 earlier eventsHide 5 earlier events

R
R 4.2.0 released · 2022-04-22
1.1.0
record
2022-03-19 · diff ↗
1.0.1
record
2022-02-01 · diff ↗
1.0.0
record
2022-01-20
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2022-01-20
Total releases: 15 / 4 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 263 KB / 2 files
Download size: 658 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("BEKKs")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v111.i04.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BEKKs version 1.4.7 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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