R Observatory: Metrics for BGVAR version 2.5.9

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BGVAR

2.5.9

Bayesian Global Vector Autoregressions

0packages depend

6.8Kdownloads / year

0.0%test coverage

13/13checks pass

Overview

About

Maintained by Maximilian BoeckFirst published 2020-06-1930 releasesCRAN page ↗GitHub ↗

Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J., Feldkircher, M. and F. Huber (2016) "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach", Journal of Applied Econometrics, Vol. 31(7), pp. 1371-1391 doi:10.1002/jae.2504. Post-processing functions allow for doing predictions, structurally identify the model with short-run or sign-restrictions and compute impulse response functions, historical decompositions and forecast error variance decompositions. Plotting functions are also available. The package has a companion paper: Boeck, M., Feldkircher, M. and F. Huber (2022) "BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R", Journal of Statistical Software, Vol. 104(9), pp. 1-28 doi:10.18637/jss.v104.i09.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("mboeck11/BGVAR")

Development version from mboeck11/BGVAR. Installs pak first if it is not already available.

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-bgvar

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-BGVAR

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-BGVAR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 13.7 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.00

0.0%

Coverage · measured lines

100%

Documentation · exports

18

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 426 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo

Examples that run: 22%
Documented parameters: 100%
Return-value docs: 88%
References docs: 38%

Downloads

6.8K

CRAN downloads in the past year

Rank #5,393 · ~19/day · ~570/mo

Releases R versions

Daily download trend is not available in this view yet.

42930 days

1.5K90 days

6.8K1 year

Compare downloads with other packages →

Also on506 r2u53 autocran80 c2d4u

Repository

GitHub ↗ mboeck11/bgvar

35Stars

23Forks

3Open issues

0Open PRs

0Releases

192Commits

6Contributors

192 commits · Last activity 2026-01-03 · 0% stars, 30d

Stars over time

2025-04-22 · 282026-07-07 · 35

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/mboeck11/bgvar on 2026-08-16.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

19 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (18)

abind bayesm coda GIGrvggraphicsknitrMASSMatrixmethodsparallelRcpp RcppParallel readxlstatsstochvolutilsxts zoo

LinkingTo (6)

Rcpp RcppArmadillo RcppProgress RcppParallel stochvol GIGrvg

Suggests (2)

rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)

Maintainer (1)

Maximilian Boeck

Author, Maintainer

Authors (3)

Maximilian Boeck

Author, Maintainer

Martin Feldkircher

Author

Florian Huber

Author

Contributors (1)

Darjus Hosszejni

Contributor · added in 2.2.3

Listed in earlier versions (1)

Christopher Sims

no longer listed · 2.0.0 to 2.1.5

Package Timeline

30 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
2.5.9Latest
2025-09-22 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
2.5.8
2024-09-30 · diff ↗
2.5.7
2024-07-07 · diff ↗
2.5.6
2024-07-03 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.5.5
2023-12-13 · diff ↗
2.5.4
2023-12-11 · diff ↗
2.5.3
2023-12-09 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.5.2
2022-10-26 · diff ↗
2.5.1
2022-09-03 · diff ↗
2.5.0
2022-05-02 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.4.6
2022-04-12 · diff ↗

Show 25 earlier events

2.4.5
2022-04-04 · diff ↗
2.4.4
2022-04-01 · diff ↗
2.4.3
2021-11-06 · diff ↗
2.4.2
2021-11-04 · diff ↗
2.4.1
2021-11-04 · diff ↗
2.4.0
2021-10-06 · diff ↗
2.3.1
2021-09-10 · diff ↗
2.3.0
2021-08-10 · diff ↗
2.2.4
2021-07-20 · diff ↗
2.2.3
2021-07-17 · diff ↗
unarchivedReturned to CRAN
2021-07-17
archivedRemoved from CRAN
2021-05-18
check problems were not corrected in time
R
R 4.1.0 released · 2021-05-18
2.2.0
2021-05-03 · diff ↗
2.1.5
2020-11-15 · diff ↗
2.1.4
2020-11-14 · diff ↗
unarchivedReturned to CRAN
2020-11-14
archivedRemoved from CRAN
2020-11-04
check problems were not corrected in time
2.1.3
2020-09-30 · diff ↗
2.1.2
2020-09-14 · diff ↗
2.1.1
2020-09-07 · diff ↗
2.1.0
2020-09-07 · diff ↗
2.0.1
2020-06-24 · diff ↗
2.0.0
2020-06-19
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-06-19
Total releases: 30 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 892 KB / 4 files
Download size: 3.1 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BGVAR")

Format

Boeck, M., Feldkircher, M., Hosszejni, D., & Huber, F. (2025). BGVAR: Bayesian Global Vector Autoregressions (Version 2.5.9) [Computer software]. https://doi.org/10.32614/CRAN.package.BGVAR

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 BGVAR version 2.5.9 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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