R Observatory: Metrics for cforecast version 0.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

cforecast

0.1.1

Conditional Forecasting and Scenario Analysis Using VAR Models

0packages depend

2.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Tim GinkerFirst published 2026-03-092 releasesCRAN page ↗GitHub ↗

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.

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.

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).

Health

CRAN checks

13OK

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

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

10

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 1,431 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 14%

Downloads

2.2K

CRAN downloads in the past year

Rank #12,019 · ~6/day · ~186/mo

Releases R versions

Daily download trend is not available in this view yet.

15230 days

82590 days

2.2K1 year

Compare downloads with other packages →

Also on49 r2u19 autocran

Repository

GitHub ↗ timginker/cforecast

13Stars

2Forks

0Open issues

0Open PRs

2Releases

48Commits

1Contributors

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

License GPL-3.0 · 48 commits · Last activity 2026-07-09

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/timginker/cforecast on 2026-08-16.

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

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.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Tim Ginker

Author, Maintainer

Authors (1)

Tim Ginker

Author, Maintainer

Package Timeline

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

0.1.1Latest
2026-06-08 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.1.0
2026-03-10
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
Installed size: not tracked yet
With dependencies: not tracked yet

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 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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for cforecast version 0.1.1 [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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