R Observatory: Metrics for PWEV version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PWEV

0.1.0Package record

PSO Based Weighted Ensemble Algorithm for Volatility Modelling

0packages depend

2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Dr. Ranjit Kumar PaulCRAN page ↗

Price volatility refers to the degree of variation in series over a certain period of time. This volatility is especially noticeable in agricultural commodities, adding uncertainty for farmers, traders, and others in the agricultural supply chain. Commonly and popularly used four volatility models viz, GARCH, Glosten Jagannatan Runkle-GARCH (GJR-GARCH) model, exponentially weighted moving average (EWMA) model and Multiplicative Error Model (MEM) are selected and implemented. PWAVE, weighted ensemble model based on particle swarm optimization (PSO) is proposed to combine the forecast obtained from all the candidate models. This package has been developed using algorithm of Paul et al. doi:10.1007/s40009-023-01218-x and Yeasin and Paul (2024) doi:10.1007/s11227-023-05542-3.

Install

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

install.packages("PWEV", 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-pwev

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-PWEV

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-PWEV

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: 2.1 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-09-08
ERROR12 OK, 1 ERROR2026-09-07
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.0

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 1
Examples that run: 0%1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 100%

How these are measured

Downloads

2K

CRAN downloads in the past year

Rank #23,580 · ~5/day · ~163/mo

Releases R versions

Daily download trend is not available in this view yet.

21830 days

54390 days

2K1 year

Compare downloads with other packages →

Also on65 r2u2 autocran

How downloads are counted

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Installing PWEV adds 50 packages (30 with compiled code, 25 MB of source tarballs). Heaviest: mclust 2.7 MB, rugarch 2.6 MB, nloptr 2.1 MB.

Depends (0)

none

Imports (7)

statsxts rumidas rugarch WeightedEnsemble Metrics zoo

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (5)

Dr. Ranjit Kumar Paul

Author, Maintainer since 0.1.0 (2024)

Dr. Amrit Kumar Paul

Author

Ms. Anita Sarkar

Author

Mr. Ankit Kumar Singh

Author

Dr. Md Yeasin

Author

Releases (1)

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
0.1.0Latest
record
2024-04-16 · current release
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2024-04-16
Total releases: 1 / 2 yrs
License: GPL-3 OSI
Download size: 3.2 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PWEV")

Format

Paul, D. R. K., Paul, D. A. K., Sarkar, M. A., Singh, M. A. K., & Yeasin, D. M. (2024). PWEV: PSO Based Weighted Ensemble Algorithm for Volatility Modelling (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.PWEV

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 PWEV version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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