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MSGARCH

Markov-Switching GARCH Models

v2.51 · Dec 5, 2022 · GPL (>= 2)
CRAN GitHub Mirror

Description

Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) <doi:10.18637/jss.v091.i04>.

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CRAN Check Status

7 NOTE
7 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (7 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘MSGARCH/libs/MSGARCH.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-linux-x86_64-debian-gcc

compiled code

File ‘MSGARCH/libs/MSGARCH.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-windows-x86_64

compiled code

File 'MSGARCH/libs/x64/MSGARCH.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 45.4Mb
  sub-directories of 1Mb or more:
    libs  45.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 45.8Mb
  sub-directories of 1Mb or more:
    libs  45.3Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    libs   4.8Mb
NOTE r-patched-linux-x86_64

compiled code

File ‘MSGARCH/libs/MSGARCH.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 45.4Mb
  sub-directories of 1Mb or more:
    libs  45.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 45.8Mb
  sub-directories of 1Mb or more:
    libs  45.3Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    libs   4.8Mb

Reverse Dependencies (2)

imports

MSGARCHelm SBAGM

Dependency Network

Dependencies Reverse dependencies Rcpp coda zoo expm fanplot MASS numDeriv MSGARCHelm SBAGM MSGARCH

Version History

new 2.51 Mar 10, 2026
updated 2.51 ← 2.50 diff Dec 4, 2022
updated 2.50 ← 2.42 diff Jan 15, 2022
updated 2.42 ← 2.31 diff Apr 19, 2020
updated 2.31 ← 2.3 diff Oct 23, 2019
updated 2.3 ← 2.1 diff May 15, 2018
updated 2.1 ← 2.0 diff Feb 25, 2018
updated 2.0 ← 1.3 diff Nov 15, 2017
updated 1.3 ← 1.2 diff Oct 25, 2017
updated 1.2 ← 1.1 diff Oct 18, 2017
updated 1.1 ← 0.17.7 diff Sep 13, 2017
updated 0.17.7 ← 0.17 diff Jan 8, 2017
updated 0.17 ← 0.16 diff Oct 29, 2016
new 0.16 Aug 25, 2016