R Observatory: Metrics for VARcpDetectOnline version 0.2.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

VARcpDetectOnline

0.2.1Package record

Sequential Change Point Detection for High-Dimensional VAR Models

0packages depend

3Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Yuhan TianCRAN page ↗GitHub ↗Issues ↗

Implements the algorithm introduced in Tian, Y., and Safikhani, A. (2024) doi:10.5705/ss.202024.0182, "Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models". This package provides tools for detecting change points in the transition matrices of VAR models, effectively identifying shifts in temporal and cross-correlations within high-dimensional time series data.

Changes in 0.2.1

Email updated.

From NEWS.md in the release

Install

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

install.packages("VARcpDetectOnline", 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("Helloworld9293/VARcpDetectOnline")

Development version from Helloworld9293/VARcpDetectOnline. 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-varcpdetectonline

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-VARcpDetectOnline

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-VARcpDetectOnline

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: 1.1 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 0.2.1

READMENoVignettesNoNEWSYes · 100% structured · mentions 0.2.1Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 13 (8 internal)
Examples that run: 75%3 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 75%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 8%

How these are measured

Downloads

3K

CRAN downloads in the past year

Rank #9,903 · ~8/day · ~251/mo

Releases R versions

Daily download trend is not available in this view yet.

30530 days

1K90 days

3K1 year

Compare downloads with other packages →

Also on140 r2u5 autocran

How downloads are counted

Repository

helloworld9293/varcpdetectonline ↗Account: Helloworld9293

3Stars

0Forks

1Open issues

0Open PRs

0Releases

5Commits

1Commit identities

5 commits · Last activity 2025-02-12 · 0% stars, 30d · The default branch showed an older version (0.2.0) than CRAN on 2026-10-21

Responsiveness

not measured

Stars over time

2025-02-15 · 32026-07-07 · 3

How these are measured

PracticesBeta

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

Checks run against github.com/helloworld9293/varcpdetectonline on 2026-10-21.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Installing VARcpDetectOnline adds 8 packages (3 with compiled code, 7.4 MB of source tarballs). Heaviest: glmnet 2.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.

Depends (1)

R >= 3.5.0

Imports (6)

MASScorpcorMatrixglmnet doParallelstats

LinkingTo (0)

none

Suggests (1)

ggplot2

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (2)

Yuhan Tian

Author, Maintainer since 0.1.0 (2025)

Abolfazl Safikhani

Author

Releases (3)

Pick two releases to compare their code metrics.

0.2.1Latest
record
2026-07-02 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
unarchivedReturned to CRAN
2025-02-13
0.2.0
record
2025-02-13 · diff ↗ ·
added 1 export
fitVAR
archivedRemoved from CRAN
2025-02-09
requires archived package 'sparsevar'
0.1.0
record
2025-01-09
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2025-01-09
Total releases: 3 / 1 yrs
License: GPL-2 | file LICENSE OSI · relicensed from MIT + file LICENSE in 0.2.0
Minimum R: ≥ 3.5.0
Bundled data: 4.1 MB / 1 file
Download size: 4.1 MB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VARcpDetectOnline")

Format

Tian, Y., & Safikhani, A. (2026). VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional VAR Models (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.VARcpDetectOnline

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 VARcpDetectOnline version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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