R Observatory: Metrics for WaveletGARCH version 0.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

WaveletGARCH

0.1.1Package record

Fit the Wavelet-GARCH Model to Volatile Time Series Data

0packages depend

5.7Kdownloads / year

–test coverage

11/13flavors OK

Overview

About

Maintained by Dr. Ranjit Kumar PaulCRAN page ↗

Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) doi:10.3233/MAS-150328.

Install

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

install.packages("WaveletGARCH", 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-waveletgarch

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-WaveletGARCH

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-WaveletGARCH

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

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Dr. Ranjit Kumar Paul <ranjitstat@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Dr.", "Ranjit", "Kumar"),
                      family = "Paul",
                      role = c("aut", "cre"),
                      email = "ranjitstat@gmail.com"),
               person(given = "Sandipan",
                      family = "Samanta",
                      role = "aut"),
               person(given = "Ankit",
                      family = "Tanwar",
                      role = "aut"))
as necessary.

CRAN check page ↗

Slowest check: 2.8 min · r-oldrel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTE2026-09-08
ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
NOTE9 OK, 5 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.1

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 3
Examples that run: 100%3 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 67%

How these are measured

Downloads

5.7K

CRAN downloads in the past year

Rank #11,799 · ~16/day · ~475/mo

Releases R versions

Daily download trend is not available in this view yet.

33230 days

91590 days

5.7K1 year

Compare downloads with other packages →

Also on69 r2u5 autocran

How downloads are counted

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing WaveletGARCH adds 54 packages (32 with compiled code, 38 MB of source tarballs). Heaviest: ggplot2 6.0 MB, FinTS 3.4 MB, mclust 2.7 MB.

Depends (0)

none

Imports (8)

statswavelets FinTS forecastparallelrugarch fracdiffmethods

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 (from the free-text Author field) (3)

Dr. Ranjit Kumar Paul

Sandipan Samanta

Ankit Tanwar

Maintainer since 0.1.0 (2019)

Releases (2)

Pick two releases to compare their code metrics.

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
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
0.1.1Latest
record
2020-02-29 · current release · diff ↗ ·
added 1 export
WaveletGARCHFore
0.1.0
record
2019-10-17
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-10-17
Total releases: 2 / 7 yrs
License: GPL
Download size: 4.6 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("WaveletGARCH")

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 WaveletGARCH version 0.1.1 [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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