R Observatory: Metrics for BigVAR version 1.1.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BigVAR

1.1.5Package record

Dimension Reduction Methods for Multivariate Time Series

1packages dependsuggested by 1

9.1Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Will NicholsonCRAN page ↗GitHub ↗

Estimates VAR and VARX models with Structured Penalties.

Install

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

install.packages("BigVAR", 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("wbnicholson/BigVAR")

Development version from wbnicholson/BigVAR. 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-bigvar

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-BigVAR

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-BigVAR

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: 5.7 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK12 OK2026-04-25
NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18

Show 3 earlier changesHide 3 earlier changes

NOTE12 OK, 2 NOTE2026-04-11
ERROR10 OK, 2 NOTE, 2 ERROR2026-03-15
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.5

READMENoVignettesYes · 1 · dynamicNEWSYes · 33% structuredCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 28includes a package overview page
Examples that run: 100%13 run in a plain check
Exported functions with examples: 100%
Documented parameters: 99%
Return-value docs: 82%
Help pages citing references: 32%

Vignettes (1)

BigVAR: Tools for Modeling Sparse Vector Autoregressions with Exogenous Variables

How these are measured

Downloads

9.1K

CRAN downloads in the past year

Rank #4,504 · ~25/day · ~759/mo

Releases R versions

Daily download trend is not available in this view yet.

63230 days

1.9K90 days

9.1K1 year

Compare downloads with other packages →

Also on872 r2u41 autocran164 c2d4u

How downloads are counted

Repository

wbnicholson/bigvar ↗Account: wbnicholson

62Stars

17Forks

23Open issues

1Open PRs

0Releases

139Commits

4Commit identities

139 commits · Last activity 2025-05-21 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 7
Median days to close, 50 most recently updated closed PRs: 2

Stars over time

2025-09-18 · 602026-07-07 · 62

How these are measured

PracticesBeta

Checks run against github.com/wbnicholson/bigvar on 2026-10-22.

No development-tooling practices detected in the upstream repository.

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

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Installing BigVAR adds 5 packages (4 with compiled code, 5.2 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, RcppArmadillo 1.0 MB.

Depends (3)

R >= 3.5.0methodslattice

Imports (8)

MASSzoo RcppstatsutilsgrDevicesgraphicsabind

LinkingTo (3)

Rcpp RcppArmadillo RcppEigen

Suggests (9)

knitr rmarkdown gridExtra expm MCS quantmodcodetoolsattempt xts

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Imports 1

Suggested by 1

Depends, Imports or LinkingTo, most downloaded first

VIRF

Suggests, most downloaded first

frequencyConnectedness

How these are counted

Code & Tests

Datasets

People & History

People (3)

Will Nicholson

Maintainer since 1.0 (2016), Author

Jacob Bien

Author

David Matteson

Author

Listed in earlier versions (1)

Ines Wilms

no longer listed · 1.1.0 to 1.1.2

Releases (12)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.1.5Latest
record
2026-03-30 · current release · diff ↗
1.1.4
record
2025-11-04 · diff ↗
1.1.3
record
2025-06-28 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.1.2
record
2023-01-09 · diff ↗
1.1.1
record
2022-10-02 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.1.0
record
2022-03-22 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.0.6
record
2019-12-02 · diff ↗ ·
added 2 exports
BigVAR.fit, VARXLagCons
R
R 3.6.0 released · 2019-04-26
1.0.4
record
2019-01-22 · diff ↗

Show 7 earlier eventsHide 7 earlier events

1.0.3
record
2018-07-22 · diff ↗ ·
added 1 export
PredictVARX
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.0.2
record
2017-04-03 · diff ↗
1.0.1
record
2016-05-25 · diff ↗
1.0
record
2016-05-18
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-05-18
Total releases: 12 / 10 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 21 KB / 7 files
Download size: 612 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BigVAR")

Format

Nicholson, W., Bien, J., & Matteson, D. (2026). BigVAR: Dimension Reduction Methods for Multivariate Time Series (Version 1.1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.BigVAR

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 BigVAR version 1.1.5 [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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