R Observatory: Metrics for BGVAR version 2.7.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BGVAR

2.7.0Package record

Bayesian Global Vector Autoregressions

0packages depend

6.9Kdownloads / year

64.1%test coverage

13/13flavors OK

Overview

About

Maintained by Maximilian BoeckCRAN page ↗GitHub ↗Issues ↗

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. 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-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). 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: 7.7 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-05-02
NOTE11 OK, 3 NOTE2026-04-22
ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18

Show 1 earlier changeHide 1 earlier change

NOTE11 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.7.0

READMEYes · 426 wordsVignettesYes · 1 · dynamicNEWSYes · 33% structuredCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Cites a JSS article

Help pages: 29includes a package overview page
Examples that run: 6%1 run in a plain check · 17 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 69%
Documented parameters: 100%
Return-value docs: 88%
Help pages citing references: 38%

Vignettes (1)

BGVAR: Bayesian Global Vector Autoregression HTML

How these are measured

Downloads

6.9K

CRAN downloads in the past year

Rank #4,257 · ~19/day · ~576/mo

Releases R versions

Daily download trend is not available in this view yet.

94430 days

2.1K90 days

6.9K1 year

Compare downloads with other packages →

Also on550 r2u52 autocran204 c2d4u

How downloads are counted

Repository

mboeck11/bgvar ↗Account: mboeck11

35Stars

23Forks

3Open issues

0Open PRs

0Releases

198Commits

7Commit identities

198 commits · Last activity 2026-10-09 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 72
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-09-01 · 302026-07-07 · 35

How these are measured

PracticesBeta

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

Checks run against github.com/mboeck11/bgvar on 2026-10-21.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

19 external dependencies (excludes base and recommended)

Installing BGVAR adds 35 packages (18 with compiled code, 18 MB of source tarballs). Heaviest: stochvol 3.2 MB, bayesm 2.1 MB, readxl 2.1 MB.

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.

How these are counted

Code & Tests

Datasets

People & History

People (4)

Maximilian Boeck

Author, Maintainer since 2.0.0 (2020)

Martin Feldkircher

Author

Florian Huber

Author

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

Releases (31)

Pick two releases to compare their code metrics.

2.7.0Latest
record
2026-10-10 · current release · diff ↗ ·
19 hours in CRAN's queue
Listed in CRAN's incoming queue from 2026-10-09 14:50 to 2026-10-10 10:19 UTC, in 5 readings.
R
R 4.6.0 released · 2026-04-24
2.5.9
record
2025-09-22 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.5.8
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2024-09-30 · diff ↗
2.5.7
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2024-07-07 · diff ↗
2.5.6
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2024-07-03 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.5.5
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2023-12-13 · diff ↗
2.5.4
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2023-12-11 · diff ↗
2.5.3
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2023-12-09 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.5.2
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2022-10-26 · diff ↗
2.5.1
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2022-09-03 · diff ↗
2.5.0
record
2022-05-02 · diff ↗
R
R 4.2.0 released · 2022-04-22

Show 26 earlier eventsHide 26 earlier events

2.4.6
record
2022-04-12 · diff ↗
2.4.5
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2022-04-04 · diff ↗
2.4.4
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2022-04-01 · diff ↗
2.4.3
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2021-11-06 · diff ↗
2.4.2
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2021-11-04 · diff ↗
2.4.1
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2021-11-04 · diff ↗
2.4.0
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2021-10-06 · diff ↗
2.3.1
record
2021-09-10 · diff ↗ ·
removed 3 exports
.BVAR_linear_R, DIC, residual.corr.test

added 2 exports
dic, resid.corr.test
2.3.0
record
2021-08-10 · diff ↗ ·
added 1 export
excel_to_list
2.2.4
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2021-07-20 · diff ↗
unarchivedReturned to CRAN
2021-07-17
2.2.3
record
2021-07-17 · diff ↗
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
record
2021-05-03 · diff ↗ ·
removed 2 exports
cond.predict, irfcf

added 2 exports
add_shockinfo, get_shockinfo
2.1.5
record
2020-11-15 · diff ↗
unarchivedReturned to CRAN
2020-11-14
2.1.4
record
2020-11-14 · diff ↗ ·
added 1 export
.BVAR_linear_R
archivedRemoved from CRAN
2020-11-04
check problems were not corrected in time
2.1.3
record
2020-09-30 · diff ↗
2.1.2
record
2020-09-14 · diff ↗
2.1.1
record
2020-09-07 · diff ↗
2.1.0
record
2020-09-07 · diff ↗ ·
removed 5 exports
IRF, IRF.cf, fevd.decomp, gfevd.decomp, hd.decomp

added 5 exports
fevd, gfevd, hd, irf, irfcf
2.0.1
record
2020-06-24 · diff ↗
2.0.0
record
2020-06-19
R
R 4.0.0 released · 2020-04-24

Across CRAN, the median accepted release of the past year spent 26 hours in the queue, 90% under 11 days.How queue time is measured

Package metadata

First published: 2020-06-19
Total releases: 31 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 892 KB / 4 files
Download size: 3.0 MB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BGVAR")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

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 2.7.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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