bvartools
Bayesian Inference of Vector Autoregressive and Error Correction Models
Description
Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398).
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (8 non-OK)
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
compiled code
File ‘bvartools/libs/bvartools.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
compiled code
File ‘bvartools/libs/bvartools.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
compiled code
File 'bvartools/libs/x64/bvartools.dll': Found non-API call to R: 'R_UnboundValue' Compiled code should not call non-API entry points in R. See 'Writing portable packages' in the 'Writing R Extensions' manual, and section 'Moving into C API compliance' for issues with the use of non-API entry points.
installed package size
installed size is 22.4Mb
sub-directories of 1Mb or more:
libs 20.9Mb
installed package size
installed size is 23.1Mb
sub-directories of 1Mb or more:
libs 21.5Mb
compiled code
File ‘bvartools/libs/bvartools.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
Check History
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
DESCRIPTION meta-information
Author field differs from that derived from Authors@R Author: ‘Franz X. Mohr [aut, cre] (0009-0003-8890-7781)’ Authors@R: ‘Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)’
installed package size
installed size is 22.4Mb
sub-directories of 1Mb or more:
libs 20.9Mb
installed package size
installed size is 23.1Mb
sub-directories of 1Mb or more:
libs 21.5Mb