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bvhar

2.4.1

Bayesian Vector Heterogeneous Autoregressive Modeling

0packages depend
3.6Kdownloads / year
52.0%test coverage
12/13checks pass

Overview

About
Maintained by Young Geun KimFirst published 2023-11-0816 releasesCRAN page ↗GitHub ↗

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

CRAN checks
1ERROR12OK
Failing flavors
  • ERROR r-release-macos-x86_64
Slowest check: 16.3 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.20
52.0%
Coverage · measured lines
100%
Documentation · exports
13
Dependencies · direct
Check history
  • ERROR2026-06-06
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-04-25
    12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-04-22
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 380 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
93%
Return-value docs
87%
References docs
71%

Downloads

3.6K
CRAN downloads in the past year
Rank #7,818 · ~10/day · ~301/mo
Daily download trend is not available in this view yet.
24230 days
1.1K90 days
3.6K1 year
Compare downloads with other packages →
Also on428 r2u23 autocran

Repository

Repository
7Stars
3Forks
0Open issues
0Open PRs
18Releases
2,510Commits
3Contributors
time-seriesrrcppeigenvector-autoregressionbayesianharbvarforecasting
2,510 commits · Last activity 2026-07-10 · 0% stars, 30d

Stars over time

2025-01-11 · 62026-07-07 · 7

Repository practices

Upstream repositoryBeta

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.

Continuous integration (1)
GitHub Actions
Reproducibility and dev environment (1)
data-raw/
CRAN release process (2)
cran-comments.mdrevdep/
Docs source (1)
README.Rmd
Show all practices
Lint, format, editor (1)
RStudio project
Coverage (1)
Codecov
Governance and community (2)
Issue templatesSupport guide
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
21 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.2.0
Suggests (5)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Contributors (1)
Contributor
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

16 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 2.4.1Latest
    2026-06-05 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 2.4.0
    2026-02-01 · diff ↗
  • 2.3.0
    2025-06-25 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 2.2.2
    2025-02-28 · diff ↗
  • 2.2.1
    2025-02-25 · diff ↗
  • 2.2.0
    2025-02-06 · diff ↗
  • 2.1.2
    2024-10-11 · diff ↗
  • 2.1.1
    2024-10-05 · diff ↗
  • 2.1.0
    2024-09-16 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 2.0.1
    2024-03-01 · diff ↗
  • 2.0.0
    2024-02-14 · diff ↗
  • 1.2.0
    2024-01-09 · diff ↗
  • 1.1.0
    2023-12-18 · diff ↗
Show 4 earlier events
  • 1.0.2
    2023-12-06 · diff ↗
  • 1.0.1
    2023-11-10 · diff ↗
  • 1.0.0
    2023-11-08
  • R
    R 4.3.0 released · 2023-04-21

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")
Kim, Y. G., & Baek, C. (2026). bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling (Version 2.4.1) [Computer software]. https://doi.org/10.32614/CRAN.package.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

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for bvhar version 2.4.1 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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