R Observatory: Metrics for VARtests version 2.0.7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

VARtests

2.0.7Package record

Bootstrap Tests for Cointegration and Autocorrelation in VARs

0packages depend

2.2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Markus BelfrageCRAN page ↗

Implements wild bootstrap tests for autocorrelation in Vector Autoregressive (VAR) models based on Ahlgren and Catani (2016) doi:10.1007/s00362-016-0744-0, a combined Lagrange Multiplier (LM) test for Autoregressive Conditional Heteroskedasticity (ARCH) in VAR models from Catani and Ahlgren (2016) doi:10.1016/j.ecosta.2016.10.006, and bootstrap-based methods for determining the cointegration rank from Cavaliere, Rahbek, and Taylor (2012) doi:10.3982/ECTA9099 and Cavaliere, Rahbek, and Taylor (2014) doi:10.1080/07474938.2013.825175.

Install

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

install.packages("VARtests", 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-vartests

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-VARtests

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-VARtests

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: 4.1 min · r-devel-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
OK12 OK2026-04-25

Show 3 earlier changesHide 3 earlier changes

NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.0.7

READMENoVignettesNoNEWSYes · does not mention 2.0.7Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 8
Examples that run: 67%4 run in a plain check · 2 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: 63%

How these are measured

Downloads

2.2K

CRAN downloads in the past year

Rank #19,961 · ~6/day · ~185/mo

Releases R versions

Daily download trend is not available in this view yet.

25830 days

65890 days

2.2K1 year

Compare downloads with other packages →

Also on343 r2u5 autocran

How downloads are counted

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing VARtests adds 8 packages (5 with compiled code, 5.2 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, quantreg 903 KB.

Depends (1)

R >= 3.0.2

Imports (3)

methodsRcpp sn

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (1)

vars

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 (3)

Markus Belfrage

Author, Maintainer since 1.0.1 (2017)

Niklas Ahlgren

Contributor · added in 2.0.5

Paul Catani

Contributor · added in 2.0.5

Listed in earlier versions (1)

Paul Catani Niklas Ahlgren

no longer listed · 1.0.1

Releases (3)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
unarchivedReturned to CRAN
2025-07-25
2.0.7Latest
record
2025-07-25 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
archivedRemoved from CRAN
2022-10-03
check issues were not corrected despite reminders
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
2.0.5
record
2018-11-02 · diff ↗ ·
added 1 export
cointBootTest
R
R 3.5.0 released · 2018-04-23
1.0.1
record
2017-08-07
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-08-07
Total releases: 3 / 9 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.0.2
Bundled data: 7.0 KB / 1 file
Download size: 40 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VARtests")

Format

Belfrage, M., Ahlgren, N., & Catani, P. (2025). VARtests: Bootstrap Tests for Cointegration and Autocorrelation in VARs (Version 2.0.7) [Computer software]. https://doi.org/10.32614/CRAN.package.VARtests

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 VARtests version 2.0.7 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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