R Observatory: Metrics for bayesianOU version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

bayesianOU

0.2.0

Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic Volatility

0packages depend

1.9Kdownloads / year

52.5%test coverage

13/13checks pass

Overview

About

Maintained by José Mauricio Gómez JuliánFirst published 2025-12-192 releasesCRAN page ↗GitHub ↗

Fits Bayesian nonlinear Ornstein-Uhlenbeck models with cubic drift, stochastic volatility, and Student-t innovations. The package implements hierarchical priors for sector-specific parameters and supports parallel MCMC sampling via 'Stan'. Model comparison is performed using Pareto Smoothed Importance Sampling Leave-One-Out (PSIS-LOO) cross-validation following Vehtari, Gelman, and Gabry (2017) doi:10.1007/s11222-016-9696-4. Prior specifications follow recommendations from Gelman (2006) doi:10.1214/06-BA117A for scale parameters.

Install

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

install.packages("bayesianOU", 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("IsadoreNabi/bayesianOU")

Development version from IsadoreNabi/bayesianOU. 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-bayesianou

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-bayesianOU

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-bayesianOU

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.2 min · r-oldrel-macos-x86_64

Code health

Yes

Tests · ratio 0.31

52.5%

Coverage · measured lines

100%

Documentation · exports

4

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 568 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 27%
Documented parameters: 91%
Return-value docs: 100%
References docs: 2%

Downloads

1.9K

CRAN downloads in the past year

Rank #11,572 · ~5/day · ~160/mo

Releases R versions

Daily download trend is not available in this view yet.

24530 days

85290 days

1.9K1 year

Compare downloads with other packages →

Also on69 r2u47 autocran

Repository

GitHub ↗ isadorenabi/bayesianou

0Stars

0Forks

0Open issues

0Open PRs

1Releases

5Commits

1Contributors

bayesian-statisticscranrr-packagestochastic-processes

5 commits · Last activity 2026-07-31

Releases over time

2025-12-20 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

Checks run against github.com/isadorenabi/bayesianou on 2026-08-16.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (4)

statsgraphicsutilsparallel

LinkingTo (0)

none

Suggests (10)

cmdstanr rstan loo posterior ggplot2 tidyr openxlsx knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

José Mauricio Gómez Julián

Author, Maintainer

Authors (1)

José Mauricio Gómez Julián

Author, Maintainer

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

0.2.0Latest
2026-06-18 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.1.3
2026-03-10
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-12-19
Total releases: 2 / 1 yrs
License: MIT + file LICENSE OSI
Additional repositories: mc-stan.org
Minimum R: ≥ 4.1.0
Download size: 1.4 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("bayesianOU")

Format

Gómez Julián, J. M. (2026). bayesianOU: Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic Volatility (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.bayesianOU

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 bayesianOU version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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