R Observatory: Metrics for gmvarkit version 2.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

gmvarkit

2.2.2

Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

0packages depend

5.3Kdownloads / year

69.1%test coverage

13/13checks pass

Overview

About

Maintained by Savi VirolainenFirst published 2018-07-2836 releasesCRAN page ↗GitHub ↗

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.

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.

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).

Health

CRAN checks

13OK

Slowest check: 14.1 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.68

69.1%

Coverage · measured lines

100%

Documentation · exports

9

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
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 267 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 57%
Documented parameters: 100%
Return-value docs: 92%
References docs: 67%

Downloads

5.3K

CRAN downloads in the past year

Rank #6,752 · ~15/day · ~444/mo

Releases R versions

Daily download trend is not available in this view yet.

40030 days

1.2K90 days

5.3K1 year

Compare downloads with other packages →

Also on152 r2u26 autocran72 c2d4u

Repository

GitHub ↗ saviviro/gmvarkit

3Stars

2Forks

1Open issues

0Open PRs

0Releases

542Commits

3Contributors

542 commits · Last activity 2026-08-04

Commits over time

2026-07-19 · 5402026-08-09 · 542

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/saviviro/gmvarkit on 2026-08-16.

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

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.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Savi Virolainen

Author, Maintainer

Authors (1)

Savi Virolainen

Author, Maintainer

Package Timeline

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

2.2.2Latest
2026-08-05 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
2.2.1
2025-10-06 · diff ↗
2.2.0
2025-06-19 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.1.4
2025-01-08 · diff ↗
2.1.3
2024-12-04 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.1.2
2024-02-29 · diff ↗
2.1.1
2024-01-22 · diff ↗
2.1.0
2023-11-14 · diff ↗
2.0.10
2023-08-19 · diff ↗
2.0.8
2023-06-12 · diff ↗
2.0.7
2023-06-09 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.0.6
2023-02-15 · diff ↗

Show 29 earlier events

2.0.5
2022-08-19 · diff ↗
2.0.4
2022-06-03 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.0.3
2022-04-20 · diff ↗
2.0.2
2022-01-18 · diff ↗
2.0.1
2021-12-14 · diff ↗
2.0.0
2021-11-22 · diff ↗
1.5.0
2021-09-17 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.4.2
2021-05-12 · diff ↗
1.4.1
2021-01-27 · diff ↗
1.4.0
2021-01-11 · diff ↗
1.3.1
2020-12-16 · diff ↗
1.3.0
2020-12-16 · diff ↗
1.2.3
2020-11-03 · diff ↗
1.2.2
2020-10-05 · diff ↗
1.2.1
2020-08-28 · diff ↗
1.2.0
2020-08-24 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.1.3
2020-03-12 · diff ↗
1.1.2
2020-01-21 · diff ↗
1.1.1
2019-08-28 · diff ↗
1.1.0
2019-07-04 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.0.3
2018-09-22 · diff ↗
1.0.2
2018-08-24 · diff ↗
1.0.1
2018-08-13 · diff ↗
1.0.0
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
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("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 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 gmvarkit version 2.2.2 [Data set]. HJJB, LLC. Data release v2026-08-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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