R Observatory: Metrics for cforecast version 0.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

cforecast

0.1.1Package record

Conditional Forecasting and Scenario Analysis Using VAR Models

0packages depend

2.8Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Tim GinkerCRAN page ↗GitHub ↗Issues ↗

Provides tools for interpretable conditional forecasting and scenario analysis in reduced-form vector autoregressive (VAR) models. Implements a Kalman smoothing framework to generate forecasts under path restrictions on selected variables. The package enables decomposition of conditional forecasts into variable-specific contributions, and extraction of observation weights. It also computes measures of overall and marginal variable importance to enhance the economic interpretation of forecast revisions. The framework is structurally agnostic and suited for policy analysis, stress testing, and macro-financial applications. The methodology is described in more detail in Caspi and Ginker (2026) doi:10.13140/RG.2.2.25225.51040.

Changes in 0.1.1

New KFAS Backend

Added support for the **KFAS** backend for state-space filtering and smoothing routines. The backend can be selected using the package argument (package = "KFAS").

This backend is particularly useful when the forecast error variance matrix is **singular or near-singular**, a situation in which the default **FKF** implementation may fail. While **KFAS** provides a more robust alternative, it is computationally more demanding and may result in longer execution times.

From NEWS.md in the release

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("timginker/cforecast")

Development version from timginker/cforecast. Installs pak first if it is not already available.

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-cforecast

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-cforecast

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-cforecast

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

13OK

CRAN check page ↗

Slowest check: 1.8 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK6 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.1

READMEYes · 1,431 wordsVignettesNoNEWSYes · 67% structured · mentions 0.1.1Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 7
Examples that run: 100%5 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 14%

How these are measured

Downloads

2.8K

CRAN downloads in the past year

Rank #18,073 · ~8/day · ~235/mo

Releases R versions

Daily download trend is not available in this view yet.

31130 days

71290 days

2.8K1 year

Compare downloads with other packages →

Also on61 r2u6 autocran

How downloads are counted

Repository

timginker/cforecast ↗Account: timginker

14Stars

2Forks

0Open issues

0Open PRs

2Releases

48Commits

1Commit identities

forecastingtime-seriestime-series-forecastingvector-autoregressionscenario-analysistime-series-analysistime-series-prediction

License file reads as GPL-3.0 · 48 commits · Last activity 2026-07-09 · +7.7% stars, 30d

Responsiveness

not measured

Stars over time

2026-07-14 · 132026-10-21 · 14

How these are measured

PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/timginker/cforecast on 2026-10-18.

Docs source (1)

README.Rmd

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Installing cforecast adds 28 packages (17 with compiled code, 12 MB of source tarballs). Heaviest: sandwich 1.4 MB, mvtnorm 1.0 MB, vctrs 1.0 MB.

Depends (1)

R >= 3.5.0

Imports (10)

BVAR dplyr FKF KFAS miscTools tibble varsutilsmethodswex

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

Datasets

People & History

People (1)

Tim Ginker

Author, Maintainer since 0.1.0 (2026)

Releases (2)

Pick two releases to compare their code metrics.

0.1.1Latest
record
2026-06-08 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.1.0
record
2026-03-09
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-03-09
Total releases: 2 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.5.0
Bundled data: 5.6 KB / 2 files
Download size: 69 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("cforecast")

Format

Ginker, T. (2026). cforecast: Conditional Forecasting and Scenario Analysis Using VAR Models (Version 0.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.cforecast

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 cforecast version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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