R Observatory: Metrics for gasmodel version 0.6.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

gasmodel

0.6.2

Generalized Autoregressive Score Models

0packages depend

3.9Kdownloads / year

10.4%test coverage

13/13checks pass

Overview

About

Maintained by Vladimír HolýFirst published 2022-09-209 releasesCRAN page ↗GitHub ↗

Estimation, forecasting, and simulation of generalized autoregressive score (GAS) models of Creal, Koopman, and Lucas (2013) doi:10.1002/jae.1279 and Harvey (2013) doi:10.1017/cbo9781139540933. Model specification allows for various data types and distributions, different parametrizations, exogenous variables, joint and separate modeling of exogenous variables and dynamics, higher score and autoregressive orders, custom and unconditional initial values of time-varying parameters, fixed and bounded values of coefficients, and missing values. Model estimation is performed by the maximum likelihood method.

Install

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

install.packages("gasmodel", 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("vladimirholy/gasmodel")

Development version from vladimirholy/gasmodel. 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-gasmodel

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-gasmodel

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-gasmodel

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

Health

CRAN checks

13OK

Slowest check: 3.5 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.10

10.4%

Coverage · measured lines

100%

Documentation · exports

11

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

READMEYes · 1,782 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 58%
Documented parameters: 77%
Return-value docs: 100%
References docs: 42%

Downloads

3.9K

CRAN downloads in the past year

Rank #9,687 · ~11/day · ~329/mo

Releases R versions

Daily download trend is not available in this view yet.

28030 days

98490 days

3.9K1 year

Compare downloads with other packages →

Also on147 r2u27 autocran40 c2d4u

Repository

GitHub ↗ vladimirholy/gasmodel

18Stars

1Forks

0Open issues

0Open PRs

0Releases

258Commits

2Contributors

gasdcstime-seriesr-package

258 commits · Last activity 2025-08-17 · 0% stars, 30d

Stars over time

2025-08-10 · 132026-07-07 · 18

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/vladimirholy/gasmodel on 2026-08-23.

Reproducibility and dev environment (1)

data-raw/

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

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (11)

abind arrangements copula dplyr ggplot2Matrixmvnfast nloptr numDeriv pracma tidyr

LinkingTo (0)

none

Suggests (4)

hms knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Vladimír Holý

Author, Maintainer

Authors (1)

Vladimír Holý

Author, Maintainer

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
0.6.2Latest
2025-08-18 · current release · diff ↗
0.6.1
2025-06-12 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.6.0
2024-02-02 · diff ↗
0.5.1
2023-08-29 · diff ↗
0.5.0
2023-08-26 · diff ↗
0.4.0
2023-06-29 · diff ↗
0.3.0
2023-05-25 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.2.0
2023-01-06 · diff ↗
0.1.0
2022-09-20
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-09-20
Total releases: 9 / 4 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5
Bundled data: 82 KB / 3 files
Download size: 951 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("gasmodel")

Format

Holý, V. (2025). gasmodel: Generalized Autoregressive Score Models (Version 0.6.2) [Computer software]. https://doi.org/10.32614/CRAN.package.gasmodel

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 gasmodel version 0.6.2 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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