R Observatory: Metrics for bsvarSIGNs version 3.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

bsvarSIGNs

3.0Package record

Bayesian SVARs with Sign, Zero, and Narrative Restrictions

0packages dependsuggested by 2

6Kdownloads / year

50.6%test coverage

13/13flavors OK

Overview

About

Maintained by Xiaolei WangCRAN page ↗GitHub ↗Website ↗Issues ↗

Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) doi:10.1162/REST_a_00483 extended by the COVID-specific heteroskedasticity proposed by Lenza, Primiceri (2022) doi:10.1002/jae.2895. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) doi:10.1111/j.1467-937X.2009.00578.x, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) doi:10.3982/ECTA14468. Furthermore, our toolset provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) doi:10.1257/aer.20161852. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation including the vignette by Wang & Woźniak (2024) doi:10.48550/arXiv.2501.16711. The 'bsvarSIGNs' package is aligned regarding objects, workflows, and code structure with the R packages 'bsvars' by Woźniak (2024) doi:10.32614/CRAN.package.bsvars, 'bvars' by Liu, Ramirez Hassan, Woźniak (2026) doi:10.32614/CRAN.package.bvars, and 'bpvars' by Woźniak (2026) doi:10.32614/CRAN.package.bpvars, and they constitute an integrated toolset. It was granted the Di Cook Open-Source Statistical Software Award by the Statistical Society of Australia in 2024.

Changes in 3.0

1. Parallelized code for posterior sampling #77

2. Small open economy with fast zero restrictions #82

3. Fix forecasting code with Covid hyperparameters #85 by Fei Shang

4. Move spec$prior$estimate_hyper()) to spec$estimate_hyper() #48

5. Updated forecasting formatting #80

From NEWS.md in the release

Install

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

install.packages("bsvarSIGNs", 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("bsvars/bsvarSIGNs")

Development version from bsvars/bsvarSIGNs. 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-bsvarsigns

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-bsvarSIGNs

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-bsvarSIGNs

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: 6.1 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-05-02
NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18

Show 3 earlier changesHide 3 earlier changes

NOTE9 OK, 5 NOTE2026-04-10
ERROR8 OK, 5 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 3.0

READMEYes · 1,231 wordsVignettesYes · 1 · staticNEWSYes · 67% structured · mentions 3.0Citation fileYes · cites a publicationWebsiteYes · pkgdown

Help pages: 18 (1 internal)includes a package overview page
Examples that run: 100%15 run in a plain check
Exported functions with examples: 86%
Documented parameters: 100%
Return-value docs: 29%
Help pages citing references: 39%

Vignettes (1)

Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs PDF

How these are measured

Downloads

6K

CRAN downloads in the past year

Rank #4,780 · ~16/day · ~500/mo

Releases R versions

Daily download trend is not available in this view yet.

59330 days

1.8K90 days

6K1 year

Compare downloads with other packages →

Also on462 r2u15 autocran

How downloads are counted

Repository

bsvars/bsvarsigns ↗Organization: bsvars

33Stars

7Forks

10Open issues

0Open PRs

4Releases

416Commits

3Commit identities

econometricsrstatsbayesian-inferencevector-autoregressionrstats-package

416 commits · Last activity 2026-09-03 · 0% stars, 30d · Default branch at 3.0.0.9000, ahead of CRAN 3.0 (checked 2026-10-22)

Responsiveness

How these are sampled

PRs merged (all time): 90%
Median days to close, 50 most recently updated closed issues: 27
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-10-23 · 232026-09-22 · 33

How these are measured

PracticesBeta

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

Checks run against github.com/bsvars/bsvarsigns 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 (4)

README.Rmdpkgdown

GitHub Pages site last deployed 2026-09-03 · The repository has a site deploy workflow

pkgdown site last built 2026-08-25

CRAN release process (1)

cran-comments.md

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

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Installing bsvarSIGNs adds 10 packages (6 with compiled code, 7.4 MB of source tarballs). Heaviest: stochvol 3.2 MB, Rcpp 1.8 MB, bsvars 1.2 MB.

Depends (3)

R >= 4.1.0RcppArmadillo bsvars

Imports (5)

Rcpp RcppProgress R6parallelgenerics

LinkingTo (4)

Rcpp RcppArmadillo RcppProgress bsvars

Suggests (2)

knitr tinytest

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 2

Suggests, most downloaded first

bayesianVARs APRScenario

How these are counted

Code & Tests

Datasets

People & History

People (3)

Xiaolei Wang

Author, Maintainer since 1.0 (2024)

Tomasz Woźniak

Author

Fei Shang

Contributor · added in 3.0

Corrected code for forecasting

Releases (4)

Pick two releases to compare their code metrics.

3.0Latest
record
2026-08-21 · current release · diff ↗ ·
added 2 exports
forecast, specify_forecasts
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
2.0
record
2025-01-30 · diff ↗
1.0.1
record
2024-08-17 · diff ↗
1.0
record
2024-07-23
R
R 4.4.0 released · 2024-04-24

Package metadata

First published: 2024-07-23
Total releases: 4 / 2 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 4.1.0
Bundled data: 29 KB / 2 files
Download size: 1.2 MB

Appears in task views

Bayesian Inference Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("bsvarSIGNs")

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

It points to 10.32614/cran.package.bsvarsigns, 10.48550/arxiv.2501.16711.

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 bsvarSIGNs version 3.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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