BEKKs
Multivariate Conditional Volatility Modelling and Forecasting
Description
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>.
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Last year
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31
Last 30 days
149
Last 90 days
498
Last year
Trend: -52.3% (30d vs prior 30d)
10
Last 7 days
63
Last 30 days
4
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 14.3Mb
sub-directories of 1Mb or more:
libs 13.2Mb
installed package size
installed size is 14.5Mb
sub-directories of 1Mb or more:
libs 13.5Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/BEKKs.Rcheck/00install.out' for details.
installed package size
installed size is 14.3Mb
sub-directories of 1Mb or more:
libs 13.2Mb
installed package size
installed size is 14.5Mb
sub-directories of 1Mb or more:
libs 13.5Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 14.3Mb
sub-directories of 1Mb or more:
libs 13.2Mb
installed package size
installed size is 14.5Mb
sub-directories of 1Mb or more:
libs 13.5Mb
Code
Structure
Lines of code
11,842
Files
83
Compiled share
45.2%
Has compiled src
Yes
Language breakdown
API
Exported functions
6
Internal functions
138
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.14
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
80%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
0%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
1
C++ standard
C++17
License
MIT + file LICENSE
License flags
SPDX valid, OSI approved
History
Versions
15
First release
2022-01-20
Latest release
2026-05-03
Avg cadence
45 days
Cold removal rate
100%
Dep drift
10
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.