R Observatory: Metrics for garchx version 1.7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

garchx

1.7

Flexible and Robust GARCH-X Modelling

2packages depend

5.3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Genaro SucarratFirst published 2020-04-087 releasesCRAN page ↗GitHub ↗

Flexible and robust estimation and inference of Generalised Autoregressive Conditional Heteroscedasticity (GARCH) models with covariates ('X') based on the results by Francq and Thieu (2019) doi:10.1017/S0266466617000512. Coefficients can straightforwardly be set to zero by omission, and quasi maximum likelihood methods ensure estimates are generally consistent and inference valid, even when the standardised innovations are non-normal and/or dependent over time. See Sucarrat (2021) doi:10.32614/RJ-2021-057 for an overview of the package.

Install

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

install.packages("garchx", 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("gsucarrat/garchx")

Development version from gsucarrat/garchx. 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-garchx

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-garchx

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-garchx

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.3 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

2

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
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 45%

Downloads

5.3K

CRAN downloads in the past year

Rank #8,611 · ~14/day · ~441/mo

Releases R versions

Daily download trend is not available in this view yet.

28230 days

1.1K90 days

5.3K1 year

Compare downloads with other packages →

Also on1.3K r2u13 autocran40 c2d4u

Repository

GitHub ↗ gsucarrat/garchx

3Stars

0Forks

0Open issues

0Open PRs

0Releases

41Commits

1Contributors

41 commits · Last activity 2026-06-30 · 0% stars, 30d

Stars over time

2021-03-08 · 12026-07-07 · 3

Repository practices

Upstream repositoryBeta

Checks run against github.com/gsucarrat/garchx on 2026-08-09.

No development-tooling practices detected in the upstream repository.

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

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (3)

R >= 3.4.0methodszoo

Imports (0)

none

LinkingTo (0)

none

Suggests (2)

tvgarch lgarch

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

tvgarch postshock

Code & Tests

People & History

People (1)

Maintainer (1)

Genaro Sucarrat

Author, Maintainer

Authors (1)

Genaro Sucarrat

Author, Maintainer

Package Timeline

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

1.7Latest
2026-06-30 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.6
2025-07-09 · diff ↗
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
1.5
2022-09-13 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.3
2021-07-15 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.2
2021-01-23 · diff ↗
1.1
2020-05-10 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.0
2020-04-08
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2020-04-08
Total releases: 7 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.4.0
Download size: 22 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("garchx")

Format

Sucarrat, G. (2026). garchx: Flexible and Robust GARCH-X Modelling (Version 1.7) [Computer software]. https://doi.org/10.32614/CRAN.package.garchx

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 garchx version 1.7 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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