R Observatory: Metrics for HDTSA version 1.0.6-2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

HDTSA

1.0.6-2

High Dimensional Time Series Analysis Tools

0packages depend

7.3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Chen LinFirst published 2021-06-0410 releasesCRAN page ↗GitHub ↗

An implementation for high-dimensional time series analysis methods, including factor model for vector time series proposed by Lam and Yao (2012) doi:10.1214/12-AOS970 and Chang, Guo and Yao (2015) doi:10.1016/j.jeconom.2015.03.024, martingale difference test proposed by Chang, Jiang and Shao (2023) doi:10.1016/j.jeconom.2022.09.001, principal component analysis for vector time series proposed by Chang, Guo and Yao (2018) doi:10.1214/17-AOS1613, cointegration analysis proposed by Zhang, Robinson and Yao (2019) doi:10.1080/01621459.2018.1458620, unit root test proposed by Chang, Cheng and Yao (2022) doi:10.1093/biomet/asab034, white noise tests proposed by Chang, Yao and Zhou (2017) doi:10.1093/biomet/asw066 and Chang et al. (2026+), CP-decomposition for matrix time series proposed by Chang et al. (2023) doi:10.1093/jrsssb/qkac011 and Chang et al. (2026+) doi:10.48550/arXiv.2410.05634, CP-decomposition for tensor time series proposed by Chang et al. (2026+) doi:10.48550/arXiv.2606.08560, and statistical inference for spectral density matrix proposed by Chang et al. (2025) doi:10.1080/01621459.2025.2468013.

Install

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

install.packages("HDTSA", 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("Linc2021/HDTSA")

Development version from Linc2021/HDTSA. 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-hdtsa

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-HDTSA

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-HDTSA

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

Health

CRAN checks

13OK

Slowest check: 6.2 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

11

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
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 94%
Documented parameters: 94%
Return-value docs: 100%
References docs: 67%

Downloads

7.3K

CRAN downloads in the past year

Rank #6,061 · ~20/day · ~606/mo

Releases R versions

Daily download trend is not available in this view yet.

30030 days

1.3K90 days

7.3K1 year

Compare downloads with other packages →

Also on443 r2u17 autocran50 c2d4u

Repository

GitHub ↗ linc2021/hdtsa

2Stars

3Forks

0Open issues

0Open PRs

0Releases

77Commits

3Contributors

77 commits · Last activity 2026-07-07

Stars over time

2024-12-16 · 22026-07-07 · 2

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/linc2021/hdtsa on 2026-08-16.

Docs source (1)

README.Rmd

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

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (11)

statsRcpp clime sandwichmethodsMASSQZ jointDiag vars forecast rTensor

LinkingTo (3)

RcppArmadillo RcppEigen Rcpp

Suggests (1)

knitr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Chen Lin

Author, Maintainer

Authors (4)

Chen Lin

Author, Maintainer

Jinyuan Chang

Author

Jing He

Author · added in 1.0.5

Qiwei Yao

Author

Listed in earlier versions (1)

Guanghui Cheng

no longer listed · 1.0.0 to 1.0.1

Package Timeline

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

1.0.6-2Latest
2026-07-07 · current release · diff ↗
1.0.6-1
2026-06-23 · diff ↗
R
R 4.6.0 released · 2026-04-24
1.0.6
2026-04-03 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.0.5-1
2025-01-28 · diff ↗
1.0.5
2024-12-02 · diff ↗
1.0.4
2024-09-03 · diff ↗
1.0.3
2024-06-04 · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.0.2
2023-01-07 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.0.1
2021-11-08 · diff ↗
1.0.0
2021-06-04
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-06-04
Total releases: 10 / 5 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 3.3 MB / 5 files
Download size: 3.4 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("HDTSA")

Format

Lin, C., Chang, J., He, J., & Yao, Q. (2026). HDTSA: High Dimensional Time Series Analysis Tools (Version 1.0.6-2) [Computer software]. https://doi.org/10.32614/CRAN.package.HDTSA

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 HDTSA version 1.0.6-2 [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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