bvhar
2.4.1Bayesian Vector Heterogeneous Autoregressive Modeling
Overview
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (doi:10.1080/00949655.2023.2281644). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
Install
Health
- ERROR r-release-macos-x86_64
- ERROR2026-06-0612 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1810 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 93%
- Return-value docs
- 87%
- References docs
- 71%
Downloads
Repository
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Repository practices
9 development-tooling and community-health practices detected across 7 families in the upstream repository
Checks run against github.com/ygeunkim/bvhar on 2026-08-16.
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Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
16 releases. Pick two to compare their code metrics. R releases are shown for context.
- 2.4.1Latest
- RR 4.6.0 released · 2026-04-24
- 2.4.02026-02-01 · diff ↗
- 2.3.02025-06-25 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 2.2.22025-02-28 · diff ↗
- 2.2.12025-02-25 · diff ↗
- 2.2.02025-02-06 · diff ↗
- 2.1.22024-10-11 · diff ↗
- 2.1.12024-10-05 · diff ↗
- 2.1.02024-09-16 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 2.0.12024-03-01 · diff ↗
- 2.0.02024-02-14 · diff ↗
- 1.2.02024-01-09 · diff ↗
- 1.1.02023-12-18 · diff ↗
Package metadata
- First published
- 2023-11-08
- Total releases
- 16 / 3 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.2.0
- Bundled data
- 15 KB / 2 files
- Download size
- 520 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("bvhar")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
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