R Observatory: Metrics for carfima version 2.0.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

carfima

2.0.2Package record

Continuous-Time Fractionally Integrated ARMA Process for Irregularly Spaced Long-Memory Time Series Data

0packages depend

3.4Kdownloads / year

–test coverage

11/13flavors OK

Overview

About

Maintained by Hyungsuk TakCRAN page ↗

We provide a toolbox to fit a continuous-time fractionally integrated ARMA process (CARFIMA) on univariate and irregularly spaced time series data via both frequentist and Bayesian machinery. A general-order CARFIMA(p, H, q) model for p>q is specified in Tsai and Chan (2005) doi:10.1111/j.1467-9868.2005.00522.x and it involves p+q+2 unknown model parameters, i.e., p AR parameters, q MA parameters, Hurst parameter H, and process uncertainty (standard deviation) sigma. Also, the model can account for heteroscedastic measurement errors, if the information about measurement error standard deviations is known. The package produces their maximum likelihood estimates and asymptotic uncertainties using a global optimizer called the differential evolution algorithm. It also produces posterior samples of the model parameters via Metropolis-Hastings within a Gibbs sampler equipped with adaptive Markov chain Monte Carlo. These fitting procedures, however, may produce numerical errors if p>2. The toolbox also contains a function to simulate discrete time series data from CARFIMA(p, H, q) process given the model parameters and observation times.

Install

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

install.packages("carfima", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

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-carfima

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-carfima

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-carfima

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

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Hyungsuk Tak <hyungsuk.tak@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Hyungsuk",
                      family = "Tak",
                      role = c("aut", "cre"),
                      email = "hyungsuk.tak@gmail.com"),
               person(given = "Henghsiu",
                      family = "Tsai",
                      role = "aut"),
               person(given = "Kisung",
                      family = "You",
                      role = "aut"))
as necessary.

CRAN check page ↗

Slowest check: 53 s · r-devel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTENow
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.0.2

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 5 (1 internal)includes a package overview page
Examples that run: 100%4 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 80%

How these are measured

Downloads

3.4K

CRAN downloads in the past year

Rank #10,416 · ~9/day · ~286/mo

Releases R versions

Daily download trend is not available in this view yet.

35830 days

98890 days

3.4K1 year

Compare downloads with other packages →

Also on140 r2u5 autocran104 c2d4u

How downloads are counted

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing carfima adds 5 packages (3 with compiled code, 4.0 MB of source tarballs). Heaviest: invgamma 2.5 MB, mvtnorm 1.0 MB, pracma 389 KB.

Depends (1)

R >= 2.2.0

Imports (5)

mvtnorm DEoptim pracma truncnorm invgamma

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (from the free-text Author field) (3)

Hyungsuk Tak

Henghsiu Tsai

Kisung You

· added in 2.0.0

Maintainer since 2.0.2 (2020), previously Kisung You (2.0.0 to 2.0.1) and Hyungsuk Tak (1.0.0)

Releases (4)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
unarchivedReturned to CRAN
2020-03-21
2.0.2Latest
record
2020-03-21 · current release · diff ↗
archivedRemoved from CRAN
2020-01-11
check problems were not corrected in time Especially '-fno-common' (gcc 10 default)
R
R 3.6.0 released · 2019-04-26
2.0.1
record
2019-01-23 · diff ↗
2.0.0
record
2018-11-01 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.0.0
record
2017-10-23
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-10-23
Total releases: 4 / 9 yrs
License: GPL-2 OSI
Minimum R: ≥ 2.2.0
Download size: 9.6 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("carfima")

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 carfima version 2.0.2 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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