bvarsv

Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters

v1.1 · Nov 25, 2015 · GPL (>= 2)

Description

R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.

Downloads

CRAN

603

Last 30 days

5556th

2.1K

Last 90 days

10.5K

Last year

Trend: -13% (30d vs prior 30d)

r2u CRAN

Last 30 days

141

Last 90 days

522

Last year

Trend: -16.7% (30d vs prior 30d)

autoCRAN

Last 7 days

Last 30 days

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

4 NOTE

9 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	64.6s
r-devel-linux-x86_64-debian-gcc	NOTE	45.5s
r-devel-linux-x86_64-fedora-clang	NOTE	90.3s
r-devel-linux-x86_64-fedora-gcc	NOTE	107.3s
r-devel-windows-x86_64	OK	108s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	69s
r-oldrel-windows-x86_64	OK	126s
r-patched-linux-x86_64	OK	59.9s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	17s
r-release-macos-x86_64	OK	73s
r-release-windows-x86_64	OK	107s

Check details (4 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

Check History

NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

ERROR 9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/bvarsv.Rcheck/00install.out' for details.

NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Fabian Krueger <Fabian.Krueger83@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Fabian",
                    family = "Krueger",
                    role = c("aut", "cre"),
                    email = "fabian.krueger83@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘bvarsv/libs/bvarsv.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

Reverse Dependencies (1)

imports

tvReg

Dependency Network

Version History

3 tracked

new 1.1 Mar 10, 2026

updated 1.1 ← 1.0 diff Nov 24, 2015

new 1.0 Aug 27, 2014