R Observatory: Metrics for gogarch version 0.7-6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

gogarch

0.7-6Package record

Generalized Orthogonal GARCH (GO-GARCH) Models

0packages depend

3.9Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Bernhard PfaffCRAN page ↗

Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.

Install

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

install.packages("gogarch", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

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-gogarch

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-gogarch

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-gogarch

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: 2.3 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.7-6

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 26
Examples that run: 79%11 run in a plain check · 3 never run
Exported functions with examples: 67%
Documented parameters: 86%
Return-value docs: 100%
Help pages citing references: 46%

How these are measured

Downloads

3.9K

CRAN downloads in the past year

Rank #8,412 · ~11/day · ~328/mo

Releases R versions

Daily download trend is not available in this view yet.

41530 days

1.1K90 days

3.9K1 year

Compare downloads with other packages →

Also on105 r2u4 autocran132 c2d4u

How downloads are counted

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Installing gogarch adds 11 packages (5 with compiled code, 5.2 MB of source tarballs). Heaviest: timeSeries 1.4 MB, rbibutils 1.1 MB, fBasics 917 KB.

Depends (6)

R >= 2.10.0methodsstatsgraphicsfGarch fastICA

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

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)

Bernhard Pfaff

Author, Maintainer since 0.6-6 (2009)

Releases (9)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.7-6Latest
record
2026-01-24 · current release · 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
0.7-5
record
2022-04-29 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03

Show 15 earlier eventsHide 15 earlier events

0.7-2
record
2012-07-28 · diff ↗
R
R 2.15.0 released · 2012-03-30
0.7-1
record
2012-01-06 · diff ↗
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
0.7-0
record
2011-03-24 · diff ↗
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
R
R 2.10.0 released · 2009-10-26
0.6-9
record
2009-05-04 · diff ↗
R
R 2.9.0 released · 2009-04-17
0.6-8
record
2009-03-09 · diff ↗
0.6-7
record
2009-02-24 · diff ↗
0.6-6
record
2009-02-12
R
R 2.8.0 released · 2008-10-20

Package metadata

First published: 2009-02-12
Total releases: 9 / 17 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 2.10.0
Bundled data: 260 KB / 4 files
Download size: 440 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("gogarch")

Format

Pfaff, B. (2026). gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models (Version 0.7-6) [Computer software]. https://doi.org/10.32614/CRAN.package.gogarch

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 gogarch version 0.7-6 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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