R Observatory: Metrics for hdiVAR version 1.0.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

hdiVAR

1.0.2Package record

Statistical Inference for Noisy Vector Autoregression

0packages depend

2.5Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Xiang LyuCRAN page ↗

The model is high-dimensional vector autoregression with measurement error, also known as linear gaussian state-space model. Provable sparse expectation-maximization algorithm is provided for the estimation of transition matrix and noise variances. Global and simultaneous testings are implemented for transition matrix with false discovery rate control. For more information, see the accompanying paper: Lyu, X., Kang, J., & Li, L. (2023). "Statistical inference for high-dimensional vector autoregression with measurement error", Statistica Sinica.

Install

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

install.packages("hdiVAR", 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-hdivar

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-hdiVAR

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-hdiVAR

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: 1.1 min · r-release-macos-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 1.0.2

READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 7
Examples that run: 100%4 run in a plain check
Exported functions with examples: 57%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (1)

hdiVAR

How these are measured

Downloads

2.5K

CRAN downloads in the past year

Rank #17,833 · ~7/day · ~206/mo

Releases R versions

Daily download trend is not available in this view yet.

26430 days

72790 days

2.5K1 year

Compare downloads with other packages →

Also on62 r2u4 autocran

How downloads are counted

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Installing hdiVAR adds 2 packages (1 with compiled code, 478 KB of source tarballs). Heaviest: lpSolve 457 KB, abind 21 KB.

Depends (1)

R >= 3.1

Imports (2)

lpSolve abind

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (3)

Xiang Lyu

Author, Maintainer since 1.0.1 (2020)

Jian Kang

Author

Lexin Li

Author

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.0.2Latest
record
2023-05-15 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.0.1
record
2020-10-07
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-10-07
Total releases: 2 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.1
Download size: 32 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("hdiVAR")

Format

Lyu, X., Kang, J., & Li, L. (2023). hdiVAR: Statistical Inference for Noisy Vector Autoregression (Version 1.0.2) [Computer software]. https://doi.org/10.32614/CRAN.package.hdiVAR

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 hdiVAR version 1.0.2 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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