R Observatory: Metrics for gmvarkit version 2.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

gmvarkit

2.2.2Package record

Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

0packages depend

5.6Kdownloads / year

69.1%test coverage

13/13flavors OK

Overview

About

Maintained by Savi VirolainenCRAN page ↗GitHub ↗Issues ↗

Unconstrained and constrained maximum likelihood estimation of structural and reduced form Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t mixture vector autoregressive models, quantile residual tests, graphical diagnostics, simulations, forecasting, and estimation of generalized impulse response function and generalized forecast error variance decomposition. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) doi:10.1016/j.jeconom.2016.02.012, Savi Virolainen (2025) doi:10.1080/07350015.2024.2322090, Savi Virolainen (in press) doi:10.1016/j.ecosta.2025.09.003.

Changes in 2.2.2

Updated the maintainer information.

From NEWS.md in the release

Install

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

install.packages("gmvarkit", 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("saviviro/gmvarkit")

Development version from saviviro/gmvarkit. 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-gmvarkit

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-gmvarkit

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-gmvarkit

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: 8.6 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.2.2

READMEYes · 267 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 2.2.2Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 120 (68 internal)includes a package overview page
Examples that run: 57%24 run in a plain check · 17 only when donttest examples are enabled (R CMD check --as-cran) · 1 never run
Exported functions with examples: 97%
Documented parameters: 100%
Return-value docs: 92%
Help pages citing references: 67%

Vignettes (1)

gmvarkit: A Family of Mixture Vector Autoregressive Models in R PDF

How these are measured

Downloads

5.6K

CRAN downloads in the past year

Rank #4,959 · ~15/day · ~469/mo

Releases R versions

Daily download trend is not available in this view yet.

61930 days

1.7K90 days

5.6K1 year

Compare downloads with other packages →

Also on128 r2u1 autocran154 c2d4u

How downloads are counted

Repository

saviviro/gmvarkit ↗Account: saviviro

3Stars

2Forks

1Open issues

0Open PRs

0Releases

542Commits

3Commit identities

542 commits · Last activity 2026-08-04

Responsiveness

not measured

Commits over time

2026-07-19 · 5402026-08-09 · 542

How these are measured

PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/saviviro/gmvarkit on 2026-10-21.

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing gmvarkit adds 7 packages (4 with compiled code, 18 MB of source tarballs). Heaviest: BH 14 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

Depends (1)

R >= 3.6.0

Imports (9)

Brobdingnag mvnfast parallel (>= 3.0.0)statspbapply graphics (>= 3.0.0)grDevicesgsl methods (>= 3.0.0)

LinkingTo (0)

none

Suggests (3)

testthat knitr rmarkdown

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)

Savi Virolainen

Author, Maintainer since 1.0.0 (2018)

Releases (36)

Pick two releases to compare their code metrics.

2.2.2Latest
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2026-08-04 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
2.2.1
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2025-10-06 · diff ↗
2.2.0
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2025-06-19 · diff ↗ ·
removed 5 exports
GMVAR, alt_gmvar, fitGMVAR, gmvar_to_sgmvar, simulateGMVAR
R
R 4.5.0 released · 2025-04-11
2.1.4
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2025-01-08 · diff ↗
2.1.3
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2024-12-04 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.1.2
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2024-02-29 · diff ↗
2.1.1
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2024-01-22 · diff ↗
2.1.0
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2023-11-14 · diff ↗ ·
added 2 exports
Pearson_residuals, linear_IRF
2.0.10
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2023-08-19 · diff ↗ ·
added 1 export
Rao_test
2.0.8
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2023-06-12 · diff ↗
2.0.7
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2023-06-09 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.0.6
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2023-02-15 · diff ↗

Show 29 earlier eventsHide 29 earlier events

2.0.5
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2022-08-19 · diff ↗
2.0.4
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2022-06-03 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.0.3
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2022-04-20 · diff ↗ ·
added 1 export
estimate_sgsmvar
2.0.2
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2022-01-18 · diff ↗
2.0.1
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2021-12-14 · diff ↗
2.0.0
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2021-11-22 · diff ↗ ·
added 7 exports
GAfit, GSMVAR, alt_gsmvar, fitGSMVAR, gmvar_to_gsmvar, gsmvar_to_sgsmvar, stmvar_to_gstmvar
1.5.0
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2021-09-17 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.4.2
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2021-05-12 · diff ↗ ·
added 1 export
GFEVD
1.4.1
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2021-01-27 · diff ↗ ·
added 1 export
redecompose_Omegas
1.4.0
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2021-01-11 · diff ↗
1.3.1
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2020-12-16 · diff ↗
1.3.0
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2020-12-16 · diff ↗ ·
added 1 export
update_numtols
1.2.3
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2020-11-03 · diff ↗
1.2.2
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2020-10-05 · diff ↗ ·
added 1 export
cond_moment_plot
1.2.1
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2020-08-28 · diff ↗
1.2.0
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2020-08-24 · diff ↗ ·
added 7 exports
GIRF, LR_test, Wald_test, diag_Omegas, gmvar_to_sgmvar, reorder_W_columns, swap_W_signs
R
R 4.0.0 released · 2020-04-24
1.1.3
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2020-03-12 · diff ↗
1.1.2
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2020-01-21 · diff ↗ ·
added 2 exports
get_foc, profile_logliks
1.1.1
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2019-08-28 · diff ↗ ·
added 1 export
alt_gmvar
1.1.0
record
2019-07-04 · diff ↗ ·
added 5 exports
cond_moments, get_omega_eigens, get_regime_autocovs, get_soc, uncond_moments
R
R 3.6.0 released · 2019-04-26
1.0.3
record
2018-09-22 · diff ↗ ·
added 1 export
get_boldA_eigens
1.0.2
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2018-08-24 · diff ↗
1.0.1
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2018-08-13 · diff ↗
1.0.0
record
2018-07-28
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-07-28
Total releases: 36 / 8 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.6.0
Bundled data: 28 KB / 4 files
Download size: 881 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("gmvarkit")

Format

Virolainen, S. (2026). gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models (Version 2.2.2) [Computer software]. https://doi.org/10.32614/CRAN.package.gmvarkit

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 gmvarkit version 2.2.2 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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