R Observatory: Metrics for BVAR version 1.0.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BVAR

1.0.5Package record

Hierarchical Bayesian Vector Autoregression

2packages depend

12.4Kdownloads / year

0.0%test coverage

13/13flavors OK

Overview

About

Maintained by Nikolas KuschnigCRAN page ↗GitHub ↗Issues ↗

Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) doi:10.18637/jss.v100.i14. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) doi:10.1162/REST_a_00483. Functions to compute and identify impulse responses, calculate forecasts, forecast error variance decompositions and scenarios are available. Several methods to print, plot and summarise results facilitate analysis.

Changes in 1.0.5

Add historical decompositions and RMSE/LPS, and WAIC for analysis
Improve the algorithm to draw sign restrictions
Shocks are now built and checked per variable
Fix the CRAN *NOTE* on missing "tangle output"
Update FRED-datasets to 2023-10 vintage
Newer FRED-QD files include (unannounced) small naming changes

From NEWS.md in the release

Install

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

install.packages("BVAR", 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("nk027/bvar")

Development version from nk027/bvar. 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-bvar

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-BVAR

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-BVAR

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: 6.1 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.5

READMEYes · 336 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 1.0.5Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Cites a JSS article

Help pages: 26includes a package overview page
Examples that run: 33%8 run in a plain check · 16 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 76%
Return-value docs: 100%
Help pages citing references: 31%

Vignettes (1)

BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R PDF

How these are measured

Downloads

12.4K

CRAN downloads in the past year

Rank #3,585 · ~34/day · ~1K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.1K30 days

2.8K90 days

12.4K1 year

Compare downloads with other packages →

Also on137 r2u14 autocran560 conda_forge106 c2d4u

How downloads are counted

Repository

nk027/bvar ↗Account: nk027

59Stars

23Forks

17Open issues

1Open PRs

13Releases

573Commits

6Commit identities

bvarvector-autoregressionsimpulse-responsesforecastsbayesian

573 commits · Last activity 2026-10-21 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 0%
Median days to close, 50 most recently updated closed issues: 6
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-08-20 · 552026-08-28 · 59

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/nk027/bvar on 2026-10-18.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Installing BVAR adds 1 package (1 with compiled code, 1.0 MB of source tarballs). Heaviest: mvtnorm 1.0 MB.

Depends (1)

R >= 3.3.0

Imports (5)

mvtnormstatsgraphicsutilsgrDevices

LinkingTo (0)

none

Suggests (3)

coda vars tinytest

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

Depends 1 · Imports 1

Depends, Imports or LinkingTo, most downloaded first

BVARverse cforecast

How these are counted

Code & Tests

Datasets

People & History

People (5)

Nikolas Kuschnig

Author, Maintainer since 0.1.3 (2019)

Lukas Vashold

Author

Nirai Tomass

Contributor · added in 1.0.4

Michael McCracken

Data contributor

Serena Ng

Data contributor · added in 0.2.2

Releases (11)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.0.5Latest
record
2024-02-16 · current release · diff ↗ ·
added 4 exports
WAIC, hist_decomp, lps, rmse
R
R 4.3.0 released · 2023-04-21
1.0.4
record
2023-03-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.0.3
record
2022-02-25 · diff ↗
1.0.2
record
2021-11-26 · diff ↗ ·
added 1 export
fevd<-
R
R 4.1.0 released · 2021-05-18
1.0.1
record
2020-09-27 · diff ↗
1.0.0
record
2020-05-06 · diff ↗ ·
removed 4 exports
as.mcmc.bvar, bv_plot, bv_plot_density, bv_plot_trace

added 5 exports
irf<-, predict<-, fred_code, fred_transform, par_bvar
R
R 4.0.0 released · 2020-04-24
0.2.2
record
2020-02-20 · diff ↗
0.2.1
record
2019-09-21 · diff ↗
0.2.0
record
2019-09-05 · diff ↗ ·
removed 2 exports
bv_plot_fcast, bv_plot_irf

added 7 exports
as.mcmc.bvar, bv_metropolis, bv_minnesota, companion, fevd, independent_index, irf

Show 3 earlier eventsHide 3 earlier events

0.1.5
record
2019-07-09 · diff ↗ ·
added 3 exports
bv_psi, bv_soc, bv_sur
0.1.3
record
2019-05-03
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-05-03
Total releases: 11 / 7 yrs
License: GPL-3 | file LICENSE OSI
Minimum R: ≥ 3.3.0
Bundled data: 338 KB / 2 files
Download size: 847 KB

Appears in task views

Bayesian Inference Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BVAR")

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 BVAR version 1.0.5 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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