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SignalY

1.1.1Package record

Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition

0packages depend
1.8Kdownloads / year
34.9%test coverage
13/13flavors OK

Overview

About

Provides a comprehensive toolkit for extracting latent signals from panel data through multivariate time series analysis. Implements spectral decomposition methods including wavelet multiresolution analysis via maximal overlap discrete wavelet transform, Percival and Walden (2000) doi:10.1017/CBO9780511841040, empirical mode decomposition for non-stationary signals, Huang et al. (1998) doi:10.1098/rspa.1998.0193, and Bayesian trend extraction via the Grant-Chan embedded Hodrick-Prescott filter, Grant and Chan (2017) doi:10.1016/j.jedc.2016.12.007. Features Bayesian variable selection through regularized Horseshoe priors, Piironen and Vehtari (2017) doi:10.1214/17-EJS1337SI, for identifying structurally relevant predictors from high-dimensional candidate sets. Includes dynamic factor model estimation, principal component analysis with bootstrap significance testing, and automated technical interpretation of signal morphology and variance topology.

Install

Health

CRAN checks
13OK
Slowest check: 1.6 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-05-11
  • WARNING12 OK, 1 WARNING2026-05-10
  • OK12 OK2026-04-25
Show 1 earlier changeHide 1 earlier change
  • NOTE11 OK, 3 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.1.1
READMENoVignettesYes · 2 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
48 (25 internal)includes a package overview page
Examples that run
64%7 run in a plain check · 3 only when donttest examples are enabled (R CMD check --as-cran) · 1 never run
Exported functions with examples
73%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
23%

Downloads

1.8K
CRAN downloads in the past year
Rank #21,248 · ~5/day · ~153/mo
Daily download trend is not available in this view yet.
25330 days
61990 days
1.8K1 year
Compare downloads with other packages →
Also on53 r2u6 autocran

Repository

0Stars
0Forks
0Open issues
0Open PRs
1Releases
2Commits
1Commit identities
cranrr-packagesignal-processingtime-series
2 commits · Last activity 2026-07-31 · Default branch at 1.1.2, ahead of CRAN 1.1.1 (checked 2026-10-18)
Responsiveness
not measured

Commits over time

2026-07-12 · 12026-08-02 · 2
PracticesBeta

Checks run against github.com/isadorenabi/signaly on 2026-10-18.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
14 external dependencies (excludes base and recommended)

Installing SignalY adds 12 packages (10 with compiled code, 14 MB of source tarballs). Heaviest: fields 3.9 MB, spam 3.1 MB, maps 2.2 MB.

Depends (1)
R >= 4.1.0
Imports (8)
statsgraphicsgrDevicesutilsparallelwaveslim (>= 1.8.4)EMDurca
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 1.1.0 (2026)
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.1Latest
    record
    2026-02-04 · current release · diff ↗ ·
    added 2 exports
    select_by_credible_interval, select_by_magnitude
  • 1.1.0
    record
    2026-01-28
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-01-28
Total releases
2 / 1 yrs
License
MIT + file LICENSE OSI
Additional repositories
mc-stan.org
Minimum R
≥ 4.1.0
Download size
120 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("SignalY")
Gomez Julian, J. M. (2026). SignalY: Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition (Version 1.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.SignalY

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for SignalY version 1.1.1 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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