R Observatory: Metrics for bayesianVARs version 0.1.8

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

bayesianVARs

0.1.8Package record

MCMC Estimation of Bayesian Vectorautoregressions

0packages depend

6.3Kdownloads / year

54.3%test coverage

13/13flavors OK

Overview

About

Maintained by Luis GruberCRAN page ↗GitHub ↗Website ↗Issues ↗

Efficient Markov Chain Monte Carlo (MCMC) algorithms for the fully Bayesian estimation of vectorautoregressions (VARs) featuring stochastic volatility (SV). Implements state-of-the-art shrinkage priors following Gruber & Kastner (2025) doi:10.1016/j.ijforecast.2025.02.001. Efficient equation-per-equation estimation following Kastner & Huber (2020) doi:10.1002/for.2680 and Carrerio et al. (2021) doi:10.1016/j.jeconom.2021.11.010.

Changes in 0.1.8

fixed CRAN check (memory access) issues. Thanks to Brian Ripley for pointing them out.

From NEWS.md in the release

Install

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

install.packages("bayesianVARs", 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("luisgruber/bayesianVARs")

Development version from luisgruber/bayesianVARs. 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-bayesianvars

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-bayesianVARs

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-bayesianVARs

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: 18.9 min · r-oldrel-macos-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 5 earlier changesHide 5 earlier changes

NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
NOTE12 OK, 2 NOTE2026-04-10
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-09
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.8

READMEYes · 166 wordsVignettesYes · 3 · dynamicNEWSYes · 100% structured · mentions 0.1.8Citation fileYes · cites a publicationWebsiteYes · pkgdown

Help pages: 30
Examples that run: 100%28 run in a plain check
Exported functions with examples: 100%
Documented parameters: 98%
Return-value docs: 78%
Help pages citing references: 20%

Vignettes (3)

How these are measured

Downloads

6.3K

CRAN downloads in the past year

Rank #6,653 · ~17/day · ~522/mo

Releases R versions

Daily download trend is not available in this view yet.

50830 days

1.3K90 days

6.3K1 year

Compare downloads with other packages →

Also on493 r2u24 autocran

How downloads are counted

Repository

luisgruber/bayesianvars ↗Account: luisgruber

11Stars

5Forks

1Open issues

0Open PRs

8Releases

413Commits

3Commit identities

bayesianpackagertime-seriesvectorautoregression

License file reads as GPL-3.0 · 413 commits · Last activity 2026-03-03 · 0% stars, 30d · Default branch at 0.1.8.9000, ahead of CRAN 0.1.8 (checked 2026-10-22)

Responsiveness

How these are sampled

PRs merged (all time): 80%
Median days to close, 50 most recently updated closed issues: 4
Median days to close, 50 most recently updated closed PRs: 10

Stars over time

2025-09-09 · 92026-07-07 · 11

How these are measured

PracticesBeta

6 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/luisgruber/bayesianvars on 2026-10-22.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)

pkgdown

GitHub Pages site last deployed 2026-03-03 · The repository has a site deploy workflow

pkgdown site last built 2026-03-03

Reproducibility and dev environment (1)

data-raw/

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

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Installing bayesianVARs adds 21 packages (12 with compiled code, 22 MB of source tarballs). Heaviest: factorstochvol 4.2 MB, corrplot 3.6 MB, stochvol 3.2 MB.

Depends (1)

R >= 3.5.0

Imports (11)

colorspace factorstochvol GIGrvggraphicsMASSmvtnorm Rcpp scalesstatsstochvolutils

LinkingTo (6)

factorstochvol Rcpp RcppArmadillo RcppProgress stochvol lpSolveAPI

Suggests (7)

coda knitr quarto rmarkdown testthat lpSolveAPI bsvarSIGNs

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)

Luis Gruber

Copyright holder, Author, Maintainer since 0.1.0 (2024)

Stefan Haan

Author · added in 0.1.6

Gregor Kastner

Author, Thesis advisor · added in 0.1.2

Releases (8)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.1.8Latest
record
2026-02-19 · current release · diff ↗
0.1.6
record
2026-01-29 · diff ↗ ·
added 3 exports
extractB0, irf, specify_structural_restrictions
R
R 4.5.0 released · 2025-04-11
0.1.5
record
2024-11-13 · diff ↗
unarchivedReturned to CRAN
2024-09-06
0.1.4
record
2024-09-06 · diff ↗
archivedRemoved from CRAN
2024-09-04
issues were not corrected in time
0.1.3
record
2024-06-26 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.1.2
record
2024-01-20 · diff ↗
0.1.1
record
2024-01-17 · diff ↗
0.1.0
record
2024-01-13
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2024-01-13
Total releases: 8 / 2 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.5.0
Bundled data: 37 KB / 1 file
Download size: 774 KB

Appears in task views

Bayesian Inference Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("bayesianVARs")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1016/j.ijforecast.2025.02.001.

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 bayesianVARs version 0.1.8 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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