R Observatory: Metrics for VIRF version 0.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

VIRF

0.1.1Package record

Computation of Volatility Impulse Response Function of Multivariate Time Series

0packages depend

119.6Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Dr. Ranjit Kumar PaulCRAN page ↗

Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) doi:10.1016/j.eneco.2012.03.003.

Install

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

install.packages("VIRF", 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-virf

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-VIRF

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.0 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.1

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 1
Examples that run: 100%1 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 100%

How these are measured

Downloads

119.6K

CRAN downloads in the past year

Rank #11,014 · ~328/day · ~10K/mo

Releases R versions

Daily download trend is not available in this view yet.

57430 days

94390 days

119.6K1 year

Compare downloads with other packages →

Also on69 r2u

How downloads are counted

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Installing VIRF adds 128 packages (73 with compiled code, 94 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bslib 5.6 MB.

Depends (0)

none

Imports (9)

statsrmgarch mgarchBEKK gnm expm BigVAR ks matrixcalc matlib

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 (3)

Dr. Ranjit Kumar Paul

Author, Maintainer since 0.1.0 (2019)

Mr. Ankit Tanwar

Author

Dr. Md Yeasin

Author

Listed in earlier versions (3)

Show 3 peopleHide 3 people

Paul

no longer listed · 0.1.1

Tanwar

no longer listed · 0.1.1

Yeasin

no longer listed · 0.1.1

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
unarchivedReturned to CRAN
2025-08-29
0.1.1Latest
record
2025-08-29 · current release · diff ↗
archivedRemoved from CRAN
2025-07-10
issues were not corrected despite reminders
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
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
0.1.0
record
2019-05-01
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-05-01
Total releases: 2 / 7 yrs
License: GPL
Download size: 2.8 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VIRF")

Format

Paul, D. R. K., Tanwar, M. A., & Yeasin, D. M. (2025). VIRF: Computation of Volatility Impulse Response Function of Multivariate Time Series (Version 0.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.VIRF

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 VIRF version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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