MSGARCHelm

0.1.0

Hybridization of MS-GARCH and ELM Model

0packages depend

2.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Rajeev Ranjan KumarFirst published 2020-10-081 releasesCRAN page ↗

Implements the three parallel forecast combinations of Markov Switching GARCH and extreme learning machine model along with the selection of appropriate model for volatility forecasting. For method details see Hsiao C, Wan SK (2014). doi:10.1016/j.jeconom.2013.11.003, Hansen BE (2007). doi:10.1111/j.1468-0262.2007.00785.x, Elliott G, Gargano A, Timmermann A (2013). doi:10.1016/j.jeconom.2013.04.017.

Install

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

install.packages("MSGARCHelm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

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-msgarchelm

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-MSGARCHelm

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-MSGARCHelm

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

Health

CRAN checks

13OK

Slowest check: 8.3 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 100%

Downloads

2.6K

CRAN downloads in the past year

Rank #18,911 · ~7/day · ~215/mo

Releases R versions

Daily download trend is not available in this view yet.

18730 days

63190 days

2.6K1 year

Compare downloads with other packages →

Also on95 r2u14 autocran

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6

Imports (3)

nnfor MSGARCH forecast

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

Rd 306 (70%)R 132 (30%)

Code characteristics

Cyclomatic complexity: 1.0 median / 1 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

4 0 exported

Complexity

1 avg / 1 max

Call network

4 nodes / 0 edges

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

Datasets

Bundled datasets · 1

Name	Class	Rows × Cols	Also ships in
ReturnSeries_data	data.frame	86 × 1	in 2 packages

People & History

People (3)

Maintainer (1)

Rajeev Ranjan Kumar

Author, Maintainer

Authors (2)

Rajeev Ranjan Kumar

Author, Maintainer

Girish Kumar Jha

Author, Thesis advisor, Contributor

Contributors (2)

Girish Kumar Jha

Author, Thesis advisor, Contributor

Neeraj Budhlakoti

Contributor

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2020-10-08
Total releases: 1 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.6
Bundled data: 0.4 KB / 1 file
Download size: 5.7 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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