R Observatory: Metrics for BVAR version 1.0.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BVAR

1.0.5

Hierarchical Bayesian Vector Autoregression

2packages depend

13.5Kdownloads / year

0.0%test coverage

13/13checks pass

Overview

About

Maintained by Nikolas KuschnigFirst published 2019-05-0311 releasesCRAN page ↗GitHub ↗

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.

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.

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).

Health

CRAN checks

13OK

Slowest check: 15.6 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.00

0.0%

Coverage · measured lines

100%

Documentation · exports

5

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
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 336 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 42%
Documented parameters: 76%
Return-value docs: 100%
References docs: 31%

Downloads

13.5K

CRAN downloads in the past year

Rank #3,509 · ~37/day · ~1.1K/mo

Releases R versions

Daily download trend is not available in this view yet.

78730 days

2.8K90 days

13.5K1 year

Compare downloads with other packages →

Also on170 r2u25 autocran661 conda_forge53 c2d4u

Repository

GitHub ↗ nk027/bvar

58Stars

23Forks

22Open issues

1Open PRs

13Releases

573Commits

6Contributors

bvarvector-autoregressionsimpulse-responsesforecastsbayesian

573 commits · Last activity 2026-04-28 · +1.8% stars, 30d

Stars over time

2025-08-20 · 552026-07-31 · 58

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/nk027/bvar on 2026-08-16.

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

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

BVARverse cforecast

Code & Tests

Datasets

People & History

People (5)

Maintainer (1)

Nikolas Kuschnig

Author, Maintainer

Authors (2)

Nikolas Kuschnig

Author, Maintainer

Lukas Vashold

Author

Contributors (1)

Nirai Tomass

Contributor · added in 1.0.4

Other (2)

Michael McCracken

Data contributor

Serena Ng

Data contributor · added in 0.2.2

Package Timeline

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

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
2024-02-16 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
1.0.4
2023-03-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.0.3
2022-02-25 · diff ↗
1.0.2
2021-11-26 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.0.1
2020-09-27 · diff ↗
1.0.0
2020-05-06 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.2.2
2020-02-20 · diff ↗
0.2.1
2019-09-21 · diff ↗
0.2.0
2019-09-05 · diff ↗

Show 3 earlier events

0.1.5
2019-07-09 · diff ↗
0.1.3
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
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Bayesian Inference Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BVAR")

Format

Kuschnig, N., McCracken, M., Ng, S., Tomass, N., & Vashold, L. (2024). BVAR: Hierarchical Bayesian Vector Autoregression (Version 1.0.5) [Computer software]. https://doi.org/10.32614/CRAN.package.BVAR

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 BVAR version 1.0.5 [Data set]. HJJB, LLC. Data release v2026-08-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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